Anonymous Linear Bandits for Multi-User Systems
We provide the first anonymity-preserving algorithm for a centralized decision maker in linear bandit-based multiuser systems. Our algorithm employs successive elimination techniques for linear bandits to build an assignment multi-graph (from users to arms) along with a greedy matching algorithm that efficiently allocates the arms to users. We provide lower and upper bounds for this problem, showing that our algorithm is regret optimal up to a β πΆπΎ factor. CCS Concepts β’ Theory of computation β Sequential decision making; Online learning algorithms; β’ Security and privacy β Data anonymization and sanitization; Privacy protections.
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