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We develop the first general semi-bandit algorithm that simultaneously achieves $\mathcal{O}(\log T)$ regret for stochastic environments and $\mathcal{O}(\sqrt{T})$ regret for adversarial environments without knowledge of the regime or the…

Machine Learning · Computer Science 2019-09-27 Julian Zimmert , Haipeng Luo , Chen-Yu Wei

We design differentially private algorithms for the problem of prediction with expert advice under dynamic regret, also known as tracking the best expert. Our work addresses three natural types of adversaries, stochastic with shifting…

Machine Learning · Computer Science 2025-03-14 Aadirupa Saha , Vinod Raman , Hilal Asi

We investigate the \emph{linear contextual bandit problem} with independent and identically distributed (i.i.d.) contexts. In this problem, we aim to develop a \emph{Best-of-Both-Worlds} (BoBW) algorithm with regret upper bounds in both…

Machine Learning · Computer Science 2025-05-29 Masahiro Kato , Shinji Ito

Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and restart strategies. As many non-stationary environments exhibit…

Machine Learning · Computer Science 2026-01-06 Jing Wang , Peng Zhao , Zhi-Hua Zhou

As large language models (LLMs) increasingly underpin technological advancements, the privacy of their training data emerges as a critical concern. Differential Privacy (DP) serves as a rigorous mechanism to protect this data, yet its…

Machine Learning · Computer Science 2025-07-03 Liangyu Wang , Junxiao Wang , Jie Ren , Zihang Xiang , David E. Keyes , Di Wang

This paper presents new \emph{variance-aware} confidence sets for linear bandits and linear mixture Markov Decision Processes (MDPs). With the new confidence sets, we obtain the follow regret bounds: For linear bandits, we obtain an…

Machine Learning · Computer Science 2021-11-01 Zihan Zhang , Jiaqi Yang , Xiangyang Ji , Simon S. Du

We consider an adversarial variant of the classic $K$-armed linear contextual bandit problem where the sequence of loss functions associated with each arm are allowed to change without restriction over time. Under the assumption that the…

Machine Learning · Computer Science 2022-05-25 Gergely Neu , Julia Olkhovskaya

With the growing demand for personalized assortment recommendations, concerns over data privacy have intensified, highlighting the urgent need for effective privacy-preserving strategies. This paper presents a novel framework for…

Machine Learning · Statistics 2024-10-31 Young Hyun Cho , Will Wei Sun

The shuffle model of Differential Privacy (DP) is an enhanced privacy protocol which introduces an intermediate trusted server between local users and a central data curator. It significantly amplifies the central DP guarantee by…

Cryptography and Security · Computer Science 2024-07-26 Yixuan Liu , Yuhan Liu , Li Xiong , Yujie Gu , Hong Chen

The central question studied in this paper is Renyi Differential Privacy (RDP) guarantees for general discrete local mechanisms in the shuffle privacy model. In the shuffle model, each of the $n$ clients randomizes its response using a…

Cryptography and Security · Computer Science 2021-05-12 Antonious M. Girgis , Deepesh Data , Suhas Diggavi , Ananda Theertha Suresh , Peter Kairouz

Shuffling is a powerful way to amplify privacy of a local randomizer in private distributed data analysis. Most existing analyses of how shuffling amplifies privacy are based on the pure local differential privacy (DP) parameter…

Data Structures and Algorithms · Computer Science 2026-03-03 Shun Takagi , Seng Pei Liew

In-context learning (ICL) in Large Language Models (LLMs) has shown remarkable performance across various tasks without requiring fine-tuning. However, recent studies have highlighted the risk of private data leakage through the prompt in…

Artificial Intelligence · Computer Science 2025-09-16 Seongho Joo , Hyukhun Koh , Kyomin Jung

Reinforcement learning (RL) algorithms can be used to provide personalized services, which rely on users' private and sensitive data. To protect the users' privacy, privacy-preserving RL algorithms are in demand. In this paper, we study RL…

Machine Learning · Computer Science 2021-10-20 Chonghua Liao , Jiafan He , Quanquan Gu

Prior work on differential privacy analysis of randomized SGD algorithms relies on composition theorems, where the implicit (unrealistic) assumption is that the internal state of the iterative algorithm is revealed to the adversary. As a…

Machine Learning · Statistics 2022-10-18 Jiayuan Ye , Reza Shokri

Non-stationary parametric bandits have attracted much attention recently. There are three principled ways to deal with non-stationarity, including sliding-window, weighted, and restart strategies. As many non-stationary environments exhibit…

Machine Learning · Computer Science 2023-06-08 Jing Wang , Peng Zhao , Zhi-Hua Zhou

Standard approaches to decision-making under uncertainty focus on sequential exploration of the space of decisions. However, \textit{simultaneously} proposing a batch of decisions, which leverages available resources for parallel…

Machine Learning · Statistics 2023-02-07 Jeffrey Chan , Aldo Pacchiano , Nilesh Tripuraneni , Yun S. Song , Peter Bartlett , Michael I. Jordan

We study bandit model selection in stochastic environments. Our approach relies on a meta-algorithm that selects between candidate base algorithms. We develop a meta-algorithm-base algorithm abstraction that can work with general classes of…

Machine Learning · Computer Science 2022-12-06 Aldo Pacchiano , My Phan , Yasin Abbasi-Yadkori , Anup Rao , Julian Zimmert , Tor Lattimore , Csaba Szepesvari

Many works have developed no-regret algorithms for contextual bandits with function approximation, where the mean reward function over context-action pairs belongs to a function class. Although there are many approaches to this problem, one…

Machine Learning · Computer Science 2025-03-18 Aldo Pacchiano

In this paper, we study the problem of (finite horizon tabular) Markov decision processes (MDPs) with heavy-tailed rewards under the constraint of differential privacy (DP). Compared with the previous studies for private reinforcement…

Machine Learning · Computer Science 2023-06-06 Yulian Wu , Xingyu Zhou , Sayak Ray Chowdhury , Di Wang

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
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