相关论文: Local Differential Privacy for Sequential Decision…

There is a rapid increase in the cooperative learning paradigm in online learning settings, i.e., federated learning (FL). Unlike most FL settings, there are many situations where the agents are competitive. Each agent would like to learn…

This paper studies \emph{differential privacy (DP)} and \emph{local differential privacy (LDP)} in cascading bandits. Under DP, we propose an algorithm which guarantees $\epsilon$-indistinguishability and a regret of…

This paper presents a finite-time analysis of the KL-UCB algorithm, an online, horizon-free index policy for stochastic bandit problems. We prove two distinct results: first, for arbitrary bounded rewards, the KL-UCB algorithm satisfies a…

Many settings involve sequential decision-making where a set of actions can be chosen at each time step, each action provides a stochastic reward, and the distribution for the reward of each action is initially unknown. However, frequent…

We consider the setup of stochastic multi-armed bandits in the case when reward distributions are piecewise i.i.d. and bounded with unknown changepoints. We focus on the case when changes happen simultaneously on all arms, and in stark…

We study the dynamic regret of multi-armed bandit and experts problem in non-stationary stochastic environments. We introduce a new parameter $\Lambda$, which measures the total statistical variance of the loss distributions over $T$ rounds…

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

We consider the problem of finitely parameterized multi-armed bandits where the model of the underlying stochastic environment can be characterized based on a common unknown parameter. The true parameter is unknown to the learning agent.…

In this paper, we are interested in what we term the federated private bandits framework, that combines differential privacy with multi-agent bandit learning. We explore how differential privacy based Upper Confidence Bound (UCB) methods…

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Many applications require a learner to make sequential decisions given uncertainty regarding both the system's payoff function and safety constraints. In safety-critical systems, it is paramount that the learner's actions do not violate the…

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…

We study stage-wise conservative linear stochastic bandits: an instance of bandit optimization, which accounts for (unknown) safety constraints that appear in applications such as online advertising and medical trials. At each stage, the…

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Classic contextual bandit algorithms for linear models, such as LinUCB, assume that the reward distribution for an arm is modeled by a stationary linear regression. When the linear regression model is non-stationary over time, the regret of…

A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number…

Differential privacy (DP) has been recently introduced to linear contextual bandits to formally address the privacy concerns in its associated personalized services to participating users (e.g., recommendations). Prior work largely focus on…

In this work, we develop linear bandit algorithms that automatically adapt to different environments. By plugging a novel loss estimator into the optimization problem that characterizes the instance-optimal strategy, our first algorithm not…

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…

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…