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            We investigate the problem of identifying the optimal scoring rule within the principal-agent framework for online information acquisition problem. We focus on the principal's perspective, seeking to determine the desired scoring rule through interactions with the agent. To address this challenge, we propose two algorithms: OIAFC and OIAFB, tailored for fixed confidence and fixed budget settings, respectively. Our theoretical analysis demonstrates that OIAFC can extract the desired $$(\epsilon,\delta)$$-scoring rule with an efficient instance-dependent sample complexity or an instance-independent sample complexity. Our analysis also shows that OIAFB matches the instance-independent performance bound of OIAFC, while both algorithms share the same complexity across fixed confidence and fixed budget settings.more » « lessFree, publicly-accessible full text available July 13, 2026
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            To enhance the efficiency and practicality of federated bandit learning, recent advances have introduced incentives to motivate communication among clients, where a client participates only when the incentive offered by the server outweighs its participation cost. However, existing incentive mechanisms naively assume the clients are truthful: they all report their true cost and thus the higher cost one participating client claims, the more the server has to pay. Therefore, such mechanisms are vulnerable to strategic clients aiming to optimize their own utility by misreporting. To address this issue, we propose an incentive compatible (i.e., truthful) communication protocol, named Truth-FedBan, where the incentive for each participant is independent of its self-reported cost, and reporting the true cost is the only way to achieve the best utility. More importantly, Truth-FedBan still guarantees the sub-linear regret and communication cost without any overhead. In other words, the core conceptual contribution of this paper is, for the first time, demonstrating the possibility of simultaneously achieving incentive compatibility and nearly optimal regret in federated bandit learning. Extensive numerical studies further validate the effectiveness of our proposed solution.more » « less
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