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We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We consider the contextual combinatorial bandit setting where in each round, the learning agent, e.g., a recommender system, selects a subset of "arms," e.g., products, and observes rewards for both the individual base arms, which are a…

Machine Learning · Computer Science 2025-04-22 Baran Atalar , Carlee Joe-Wong

Sequential learning in a multi-agent resource constrained matching market has received significant interest in the past few years. We study decentralized learning in two-sided matching markets where the demand side (aka players or agents)…

Machine Learning · Computer Science 2025-06-23 Satush Parikh , Soumya Basu , Avishek Ghosh , Abishek Sankararaman

Online recommendation/advertising is ubiquitous in web business. Image displaying is considered as one of the most commonly used formats to interact with customers. Contextual multi-armed bandit has shown success in the application of…

Machine Learning · Computer Science 2022-02-11 Yikun Ban , Jingrui He

This paper studies federated linear contextual bandits under the notion of user-level differential privacy (DP). We first introduce a unified federated bandits framework that can accommodate various definitions of DP in the sequential…

Machine Learning · Computer Science 2023-06-14 Ruiquan Huang , Huanyu Zhang , Luca Melis , Milan Shen , Meisam Hajzinia , Jing Yang

We study a general class of contextual bandits, where each context-action pair is associated with a raw feature vector, but the reward generating function is unknown. We propose a novel learning algorithm that transforms the raw feature…

Machine Learning · Computer Science 2020-12-04 Pan Xu , Zheng Wen , Handong Zhao , Quanquan Gu

We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe…

Machine Learning · Computer Science 2020-04-15 Yanjun Han , Zhengqing Zhou , Zhengyuan Zhou , Jose Blanchet , Peter W. Glynn , Yinyu Ye

Contextual bandit algorithms are essential for solving real-world decision making problems. In practice, collecting a contextual bandit's feedback from different domains may involve different costs. For example, measuring drug reaction from…

Machine Learning · Computer Science 2025-04-08 Ziyan Wang , Xiaoming Huo , Hao Wang

The contextual multi-armed bandit (MAB) problem is crucial in sequential decision-making. A line of research, known as online clustering of bandits, extends contextual MAB by grouping similar users into clusters, utilizing shared features…

Machine Learning · Computer Science 2025-01-03 Zhuohua Li , Maoli Liu , Xiangxiang Dai , John C. S. Lui

Thanks to the power of representation learning, neural contextual bandit algorithms demonstrate remarkable performance improvement against their classical counterparts. But because their exploration has to be performed in the entire neural…

Machine Learning · Computer Science 2022-03-22 Yiling Jia , Weitong Zhang , Dongruo Zhou , Quanquan Gu , Hongning Wang

In this study, a contextual multi-armed bandit (CMAB)-based decentralized channel exploration framework disentangling a channel utility function (i.e., reward) with respect to contending neighboring access points (APs) is proposed. The…

Networking and Internet Architecture · Computer Science 2021-12-02 Kota Yamashita , Shotaro Kamiya , Koji Yamamoto , Yusuke Koda , Takayuki Nishio , Masahiro Morikura

In many real-world sequential decision-making problems, an action does not immediately reflect on the feedback and spreads its effects over a long time frame. For instance, in online advertising, investing in a platform produces an…

Machine Learning · Computer Science 2023-05-31 Marco Mussi , Alberto Maria Metelli , Marcello Restelli

Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…

Machine Learning · Computer Science 2025-01-27 Ruiyuan Huang , Zengfeng Huang

Internet of Things (IoT) systems increasingly operate in environments where devices must respond in real time while managing fluctuating resource constraints, including energy and bandwidth. Yet, current approaches often fall short in…

Machine Learning · Computer Science 2026-03-26 Shubham Vaishnav , Praveen Kumar Donta , Sindri Magnússon

We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…

Machine Learning · Computer Science 2013-09-27 Michal Valko , Nathaniel Korda , Remi Munos , Ilias Flaounas , Nelo Cristianini

Contextual bandit algorithms have been recently studied under the federated learning setting to satisfy the demand of keeping data decentralized and pushing the learning of bandit models to the client side. But limited by the required…

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

In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

Machine Learning · Computer Science 2021-06-14 Sitan Chen , Frederic Koehler , Ankur Moitra , Morris Yau

Hyperdimensional Computing (HDC), also known as Vector Symbolic Architectures, is a computing paradigm that combines the strengths of symbolic reasoning with the efficiency and scalability of distributed connectionist models in artificial…

Machine Learning · Computer Science 2025-01-29 Marco Angioli , Antonello Rosato , Marcello Barbirotta , Rocco Martino , Francesco Menichelli , Mauro Olivieri

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We study decentralized stochastic linear bandits, where a network of $N$ agents acts cooperatively to efficiently solve a linear bandit-optimization problem over a $d$-dimensional space. For this problem, we propose DLUCB: a fully…

Machine Learning · Computer Science 2020-12-02 Sanae Amani , Christos Thrampoulidis