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We study the Logistic Contextual Slate Bandit problem, where, at each round, an agent selects a slate of $N$ items from an exponentially large set (of size $2^{\Omega(N)}$) of candidate slates provided by the environment. A single binary…

Machine Learning · Computer Science 2026-05-13 Tanmay Goyal , Gaurav Sinha

We study a cooperative multi-agent bandit setting in the distributed GOSSIP model: in every round, each of $n$ agents chooses an action from a common set, observes the action's corresponding reward, and subsequently exchanges information…

Machine Learning · Computer Science 2024-10-21 John Lazarsfeld , Dan Alistarh

We study the multinomial logit (MNL) contextual bandit problem for sequential assortment selection. Although most existing research assumes utility functions to be linear in item features, this linearity assumption restricts the modeling of…

Machine Learning · Computer Science 2026-01-13 Taehyun Hwang , Dahngoon Kim , Min-hwan Oh

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

We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on…

Machine Learning · Computer Science 2021-06-08 Qin Ding , Cho-Jui Hsieh , James Sharpnack

We investigate the contextual bandits with knapsack (CBwK) problem in a high-dimensional linear setting, where the feature dimension can be very large. Our goal is to harness sparsity to obtain sharper regret guarantees. To this end, we…

Machine Learning · Computer Science 2025-08-05 Wanteng Ma , Dong Xia , Jiashuo Jiang

We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…

Machine Learning · Computer Science 2015-10-20 Huasen Wu , R. Srikant , Xin Liu , Chong Jiang

We consider a stochastic linear bandit problem with multiple users, where the relationship between users is captured by an underlying graph and user preferences are represented as smooth signals on the graph. We introduce a novel bandit…

Machine Learning · Computer Science 2020-02-11 Kaige Yang , Xiaowen Dong , Laura Toni

This paper explores a new form of the linear bandit problem in which the algorithm receives the usual stochastic rewards as well as stochastic feedback about which features are relevant to the rewards, the latter feedback being the novel…

Machine Learning · Computer Science 2019-03-13 Urvashi Oswal , Aniruddha Bhargava , Robert Nowak

We prove an instance independent (poly) logarithmic regret for stochastic contextual bandits with linear payoff. Previously, in \cite{chu2011contextual}, a lower bound of $\mathcal{O}(\sqrt{T})$ is shown for the contextual linear bandit…

Machine Learning · Statistics 2022-05-23 Avishek Ghosh , Abishek Sankararaman

Motivated by privacy concerns in sequential decision-making on sensitive data, we address the challenge of nonparametric contextual multi-armed bandits (MAB) under local differential privacy (LDP). We develop a uniform-confidence-bound-type…

Machine Learning · Statistics 2025-03-26 Yuheng Ma , Feiyu Jiang , Zifeng Zhao , Hanfang Yang , Yi Yu

We study differentially private distributed optimization under communication constraints. A server using SGD for optimization aggregates the client-side local gradients for model updates using distributed mean estimation (DME). We develop a…

Machine Learning · Computer Science 2023-02-23 Antonious M. Girgis , Suhas Diggavi

We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

Machine Learning · Computer Science 2024-05-28 Yogev Bar-On , Yishay Mansour

We propose the first regret-based approach to the Graphical Bilinear Bandits problem, where $n$ agents in a graph play a stochastic bilinear bandit game with each of their neighbors. This setting reveals a combinatorial NP-hard problem that…

Machine Learning · Computer Science 2022-10-13 Geovani Rizk , Igor Colin , Albert Thomas , Rida Laraki , Yann Chevaleyre

In the recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy due to…

Machine Learning · Statistics 2021-09-13 Xi Chen , Sentao Miao , Yining Wang

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for…

Machine Learning · Computer Science 2019-11-15 Dylan J. Foster , Akshay Krishnamurthy , Haipeng Luo

We consider the problem of combining and learning over a set of adversarial bandit algorithms with the goal of adaptively tracking the best one on the fly. The CORRAL algorithm of Agarwal et al. (2017) and its variants (Foster et al.,…

Machine Learning · Computer Science 2022-02-15 Haipeng Luo , Mengxiao Zhang , Peng Zhao , Zhi-Hua Zhou

We present a unified likelihood ratio-based confidence sequence (CS) for any (self-concordant) generalized linear model (GLM) that is guaranteed to be convex and numerically tight. We show that this is on par or improves upon known CSs for…

Machine Learning · Statistics 2025-01-16 Junghyun Lee , Se-Young Yun , Kwang-Sung Jun

We present a quantum protocol which securely and implicitly implements a random shuffle to realize differential privacy in the shuffle model. The shuffle model of differential privacy amplifies privacy achievable via local differential…

Quantum Physics · Physics 2024-09-09 Hassan Jameel Asghar , Arghya Mukherjee , Gavin K. Brennen

The composition theorems of differential privacy (DP) allow data curators to combine different algorithms to obtain a new algorithm that continues to satisfy DP. However, new granularity notions (i.e., neighborhood definitions), data…

Cryptography and Security · Computer Science 2024-04-18 Patricia Guerra-Balboa , Àlex Miranda-Pascual , Javier Parra-Arnau , Thorsten Strufe