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Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems.…

Machine Learning · Computer Science 2024-10-16 Qiwei Di , Tao Jin , Yue Wu , Heyang Zhao , Farzad Farnoud , Quanquan Gu

We consider the problem of contextual bandits where actions are subsets of a ground set and mean rewards are modeled by an unknown monotone submodular function that belongs to a class $\mathcal{F}$. We allow time-varying matroid constraints…

Machine Learning · Computer Science 2021-12-07 Dean P. Foster , Alexander Rakhlin

Distributed aggregative optimization underpins many cooperative optimization and multi-agent control systems, where each agent's objective function depends both on its local optimization variable and an aggregate of all agents' optimization…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Ziqin Chen , Yongqiang Wang

We consider the problem of designing contextual bandit algorithms in the ``cross-learning'' setting of Balseiro et al., where the learner observes the loss for the action they play in all possible contexts, not just the context of the…

Machine Learning · Computer Science 2024-01-04 Jon Schneider , Julian Zimmert

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

Machine Learning · Computer Science 2021-07-14 Dylan J. Foster , Claudio Gentile , Mehryar Mohri , Julian Zimmert

We study the computational cost of differential privacy in terms of memory efficiency. While the trade-off between accuracy and differential privacy is well-understood, the inherent cost of privacy regarding memory use remains largely…

Cryptography and Security · Computer Science 2026-02-13 Alessandro Epasto , Xin Lyu , Pasin Manurangsi

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Machine Learning · Statistics 2020-10-07 Niladri S. Chatterji , Vidya Muthukumar , Peter L. Bartlett

We lay theoretical foundations for new database release mechanisms that allow third-parties to construct consistent estimators of population statistics, while ensuring that the privacy of each individual contributing to the database is…

Machine Learning · Statistics 2018-06-01 Matej Balog , Ilya Tolstikhin , Bernhard Schölkopf

Privacy-utility tradeoff remains as one of the fundamental issues of differentially private machine learning. This paper introduces a geometrically inspired kernel-based approach to mitigate the accuracy-loss issue in classification. In…

Machine Learning · Computer Science 2025-07-28 Mohit Kumar , Bernhard A. Moser , Lukas Fischer

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

Machine Learning · Computer Science 2023-12-11 Ayush Rai , Shaoshuai Mou

Variance-dependent regret bounds for linear contextual bandits, which improve upon the classical $\tilde{O}(d\sqrt{K})$ regret bound to $\tilde{O}(d\sqrt{\sum_{k=1}^K\sigma_k^2})$, where $d$ is the context dimension, $K$ is the number of…

Machine Learning · Computer Science 2025-03-18 Jiafan He , Quanquan Gu

We provide the first oracle efficient sublinear regret algorithms for adversarial versions of the contextual bandit problem. In this problem, the learner repeatedly makes an action on the basis of a context and receives reward for the…

Machine Learning · Computer Science 2016-02-09 Vasilis Syrgkanis , Akshay Krishnamurthy , Robert E. Schapire

We consider a contextual combinatorial bandit problem where in each round a learning agent selects a subset of arms and receives feedback on the selected arms according to their scores. The score of an arm is an unknown function of the…

Machine Learning · Statistics 2023-06-02 Taehyun Hwang , Kyuwook Chai , Min-hwan Oh

We consider the general (stochastic) contextual bandit problem under the realizability assumption, i.e., the expected reward, as a function of contexts and actions, belongs to a general function class $\mathcal{F}$. We design a fast and…

Machine Learning · Computer Science 2021-07-13 David Simchi-Levi , Yunzong Xu

We tackle the communication efficiency challenge of learning kernelized contextual bandits in a distributed setting. Despite the recent advances in communication-efficient distributed bandit learning, existing solutions are restricted to…

Machine Learning · Computer Science 2022-10-14 Chuanhao Li , Huazheng Wang , Mengdi Wang , Hongning Wang

We propose a linear contextual bandit algorithm with $O(\sqrt{dT\log T})$ regret bound, where $d$ is the dimension of contexts and $T$ isthe time horizon. Our proposed algorithm is equipped with a novel estimator in which exploration is…

Machine Learning · Statistics 2023-03-30 Wonyoung Kim , Myunghee Cho Paik , Min-hwan Oh

This work proposes an algorithmic method to verify differential privacy for estimation mechanisms with performance guarantees. Differential privacy makes it hard to distinguish outputs of a mechanism produced by adjacent inputs. While…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yunhai Han , Sonia Martínez

In this paper, we consider the parameter estimation in a bandwidth-constrained sensor network communicating through an insecure medium. The sensor performs a local quantization, and transmits a 1-bit message to an estimation center through…

Systems and Control · Electrical Eng. & Systems 2026-01-13 Jimin Wang , Jieming Ke , Jin Guo , Yanlong Zhao

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang