11 accepted papers
We consider the problem of differentially private stochastic convex optimization (DP-SCO) in a distributed setting with $M$ clients, where each of them has a local dataset of $N$ i.i.d. data samples from an underlying data distribution. The objective is to design an algorithm to minimize a convex po…
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 differential privacy, where the agents needs to ensure that t…
We consider distributed kernel bandits where $N$ agents aim to collaboratively maximize an unknown reward function that lies in a reproducing kernel Hilbert space. Each agent sequentially queries the function to obtain noisy observations at the query points. Agents can share information through a ce…
We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random samples drawn from a distribution. We show that this random exploration approach achieves the optimal error rates. Our…
We consider the problem of Federated Q-learning, where $M$ agents aim to collaboratively learn the optimal Q-function of an unknown infinite horizon Markov Decision Process with finite state and action spaces. We investigate the trade-off between sample and communication complexity for the widely us…
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 communications are carried over channels with fixed capacity, whic…
We consider the neural contextual bandit problem. In contrast to the existing work which primarily focuses on ReLU neural nets, we consider a general set of smooth activation functions. Under this more general setting, (i) we derive non-asymptotic error bounds on the difference between an overparame…
We consider sequential optimization of an unknown function in a reproducing kernel Hilbert space. We propose a Gaussian process-based algorithm and establish its order-optimal regret performance (up to a poly-logarithmic factor). This is the first GP-based algorithm with an order-optimal regret guar…
We consider the problem of noisy group testing where the test results are corrupted by noise with an unknown distribution. We propose an adaptive test plan consisting of a hierarchy of biased random walks guided by a local sequential test which together lend adaptivity and agnosticism to the unknown…
A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unknown stochastic nature of the objective function, the crux of the proposed optimization algorithm is an optimal control of…
Sampling of smooth spatiotemporally varying fields is a well-studied topic in the literature. Classical approach assumes that the field is observed at known sampling locations and known timestamps ensuring field reconstruction. In a first, in this work the sampling and reconstruction of a spatiotemp…