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The widespread proliferation of data-driven decision-making has ushered in a recent interest in the design of privacy-preserving algorithms. In this paper, we consider the ubiquitous problem of gaussian process (GP) bandit optimization from…

机器学习 · 统计学 2021-02-25 Abhimanyu Dubey

We consider the kernelized contextual bandit problem with a large feature space. This problem involves $K$ arms, and the goal of the forecaster is to maximize the cumulative rewards through learning the relationship between the contexts and…

机器学习 · 统计学 2025-05-21 Shogo Iwazaki , Junpei Komiyama , Masaaki Imaizumi

Consider the sequential optimization of a continuous, possibly non-convex, and expensive to evaluate objective function $f$. The problem can be cast as a Gaussian Process (GP) bandit where $f$ lives in a reproducing kernel Hilbert space…

机器学习 · 统计学 2021-08-23 Sattar Vakili , Nacime Bouziani , Sepehr Jalali , Alberto Bernacchia , Da-shan Shiu

We study the kernelized bandit problem, that involves designing an adaptive strategy for querying a noisy zeroth-order-oracle to efficiently learn about the optimizer of an unknown function $f$ with a norm bounded by $M<\infty$ in a…

机器学习 · 计算机科学 2022-03-15 Shubhanshu Shekhar , Tara Javidi

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

机器学习 · 计算机科学 2020-10-23 Abhimanyu Dubey , Alex Pentland

We study the problem of regret minimization for distributed bandits learning, in which $M$ agents work collaboratively to minimize their total regret under the coordination of a central server. Our goal is to design communication protocols…

机器学习 · 计算机科学 2019-05-30 Yuanhao Wang , Jiachen Hu , Xiaoyu Chen , Liwei Wang

This paper develops a novel mathematical framework for collaborative learning by means of geometrically inspired kernel machines which includes statements on the bounds of generalisation and approximation errors, and sample complexity. For…

In this paper, we consider the Gaussian process (GP) bandit optimization problem in a non-stationary environment. To capture external changes, the black-box function is allowed to be time-varying within a reproducing kernel Hilbert space…

机器学习 · 计算机科学 2022-03-29 Yuntian Deng , Xingyu Zhou , Baekjin Kim , Ambuj Tewari , Abhishek Gupta , Ness Shroff

The Colonel Blotto game is a renowned resource allocation problem with a long-standing literature in game theory (almost 100 years). However, its scope of application is still restricted by the lack of studies on the incomplete-information…

计算机科学与博弈论 · 计算机科学 2019-09-12 Dong Quan Vu , Patrick Loiseau , Alonso Silva

We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a…

机器学习 · 计算机科学 2013-05-14 Gergely Neu , Gábor Bartók

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

机器学习 · 计算机科学 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

Collaborative bandit learning, i.e., bandit algorithms that utilize collaborative filtering techniques to improve sample efficiency in online interactive recommendation, has attracted much research attention as it enjoys the best of both…

机器学习 · 计算机科学 2021-04-16 Chuanhao Li , Qingyun Wu , Hongning Wang

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint…

机器学习 · 统计学 2025-01-14 Nikola Pavlovic , Sudeep Salgia , Qing Zhao

We consider distributed linear bandits where $M$ agents learn collaboratively to minimize the overall cumulative regret incurred by all agents. Information exchange is facilitated by a central server, and both the uplink and downlink…

机器学习 · 计算机科学 2025-11-17 Sudeep Salgia , Qing Zhao

Neural bandits have been shown to provide an efficient solution to practical sequential decision tasks that have nonlinear reward functions. The main contributor to that success is approximate Bayesian inference, which enables neural…

机器学习 · 计算机科学 2022-10-11 Michal Lisicki , Arash Afkanpour , Graham W. Taylor

Distributed, online data mining systems have emerged as a result of applications requiring analysis of large amounts of correlated and high-dimensional data produced by multiple distributed data sources. We propose a distributed online data…

机器学习 · 计算机科学 2013-08-27 Cem Tekin , Mihaela van der Schaar

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…

机器学习 · 计算机科学 2022-10-14 Chuanhao Li , Huazheng Wang , Mengdi Wang , Hongning Wang

Effective cooperation is pivotal in distributed learning for multi-agent systems, where the interplay between the quantity and quality of the machine learning models is crucial. This paper reveals the irrationality of indiscriminate…

机器学习 · 计算机科学 2026-01-22 Zewen Yang , Xiaobing Dai , Jiajun Cheng , Yulong Huang , Peng Shi

We consider the distributed SGD problem, where a main node distributes gradient calculations among $n$ workers. By assigning tasks to all the workers and waiting only for the $k$ fastest ones, the main node can trade-off the algorithm's…

信息论 · 计算机科学 2022-06-29 Maximilian Egger , Rawad Bitar , Antonia Wachter-Zeh , Deniz Gündüz

We study how representation learning can improve the learning efficiency of contextual bandit problems. We study the setting where we play T contextual linear bandits with dimension d simultaneously, and these T bandit tasks collectively…

机器学习 · 计算机科学 2025-01-08 Jiabin Lin , Shana Moothedath , Namrata Vaswani