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In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

Machine Learning · Computer Science 2021-03-02 Andrew Wagenmaker , Julian Katz-Samuels , Kevin Jamieson

In many applications, the labeled data at the learner's disposal is subject to privacy constraints and is relatively limited. To derive a more accurate predictor for the target domain, it is often beneficial to leverage publicly available…

Machine Learning · Computer Science 2024-02-06 Raef Bassily , Corinna Cortes , Anqi Mao , Mehryar Mohri

We study model selection in linear bandits, where the learner must adapt to the dimension (denoted by $d_\star$) of the smallest hypothesis class containing the true linear model while balancing exploration and exploitation. Previous papers…

Machine Learning · Statistics 2022-03-17 Yinglun Zhu , Robert Nowak

In this paper, we initiate a principled study of how the generalization properties of approximate differential privacy can be used to perform adaptive hypothesis testing, while giving statistically valid $p$-value corrections. We do this by…

Machine Learning · Computer Science 2016-09-12 Ryan Rogers , Aaron Roth , Adam Smith , Om Thakkar

Motivated by personalized healthcare and other applications involving sensitive data, we study online exploration in reinforcement learning with differential privacy (DP) constraints. Existing work on this problem established that no-regret…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

Aligning large language models (LLMs) with diverse and multifaceted user preferences is a fundamental challenge in personalized AI systems. Existing multi-objective alignment methods either rely on costly training or require pre-trained…

Computation and Language · Computer Science 2026-05-26 Linhao Luo , Thuy-Trang Vu , Van-Anh Nguyen , Junae Kim , Gholamreza Haffari , Dinh Phung

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision…

Machine Learning · Computer Science 2015-03-02 Wouter M. Koolen , Tim van Erven

Differential privacy is a mathematical framework for privacy-preserving data analysis. Changing the hyperparameters of a differentially private algorithm allows one to trade off privacy and utility in a principled way. Quantifying this…

Machine Learning · Statistics 2020-07-23 Brendan Avent , Javier Gonzalez , Tom Diethe , Andrei Paleyes , Borja Balle

We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time.…

Machine Learning · Computer Science 2019-06-18 Lijun Zhang , Tie-Yan Liu , Zhi-Hua Zhou

Recent research in causal inference under network interference has explored various experimental designs and estimation techniques to address this issue. However, existing methods, which typically rely on single experiments, often reach a…

Methodology · Statistics 2025-03-10 Qianyi Chen , Bo Li

We study the classic online learning problem of predicting with expert advice, and propose a truly parameter-free and adaptive algorithm that achieves several objectives simultaneously without using any prior information. The main component…

Machine Learning · Computer Science 2015-02-23 Haipeng Luo , Robert E. Schapire

Based on differential privacy (DP) framework, we introduce and unify privacy definitions for the multi-armed bandit algorithms. We represent the framework with a unified graphical model and use it to connect privacy definitions. We derive…

Machine Learning · Computer Science 2020-06-25 Debabrota Basu , Christos Dimitrakakis , Aristide Tossou

Automated experimentation has the potential to revolutionize scientific discovery, but its effectiveness depends on well-defined optimization targets, which are often uncertain or probabilistic in real-world settings. In this work, we…

Machine Learning · Computer Science 2025-04-10 Yu Liu , Sergei V. Kalinin

Multi-armed bandit algorithms are fundamental tools for sequential decision-making under uncertainty, with widespread applications across domains such as clinical trials and personalized decision-making. As bandit algorithms are…

Machine Learning · Computer Science 2025-08-07 Dhruv Sarkar , Nishant Pandey , Sayak Ray Chowdhury

We consider the problem of selecting a subset of points from a dataset of $n$ unlabeled examples for labeling, with the goal of training a multiclass classifier. To address this, we build upon the regret minimization framework introduced by…

Machine Learning · Computer Science 2026-02-27 Youguang Chen , George Biros

To test scientific theories and develop individualized treatment rules, researchers often wish to learn heterogeneous treatment effects that can be consistently found across diverse populations and contexts. We consider the problem of…

Methodology · Statistics 2026-05-01 Yi Zhang , Melody Huang , Kosuke Imai

Best Arm Identification (BAI) problems are progressively used for data-sensitive applications, such as designing adaptive clinical trials, tuning hyper-parameters, and conducting user studies to name a few. Motivated by the data privacy…

Machine Learning · Statistics 2023-09-06 Achraf Azize , Marc Jourdan , Aymen Al Marjani , Debabrota Basu

Data that is gathered adaptively --- via bandit algorithms, for example --- exhibits bias. This is true both when gathering simple numeric valued data --- the empirical means kept track of by stochastic bandit algorithms are biased…

Machine Learning · Computer Science 2018-06-07 Seth Neel , Aaron Roth

When applying differential privacy to sensitive data, we can often improve performance using external information such as other sensitive data, public data, or human priors. We propose to use the learning-augmented algorithms (or algorithms…

Cryptography and Security · Computer Science 2023-05-09 Mikhail Khodak , Kareem Amin , Travis Dick , Sergei Vassilvitskii

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba
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