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In this paper, we propose differentially private algorithms for the problem of stochastic linear bandits in the central, local and shuffled models. In the central model, we achieve almost the same regret as the optimal non-private…

Machine Learning · Computer Science 2022-07-08 Osama A. Hanna , Antonious M. Girgis , Christina Fragouli , Suhas Diggavi

We design new differentially private algorithms for the problems of adversarial bandits and bandits with expert advice. For adversarial bandits, we give a simple and efficient conversion of any non-private bandit algorithm to a private…

Machine Learning · Computer Science 2025-05-29 Hilal Asi , Vinod Raman , Kunal Talwar

Contextual bandit with linear reward functions is among one of the most extensively studied models in bandit and online learning research. Recently, there has been increasing interest in designing \emph{locally private} linear contextual…

Machine Learning · Statistics 2024-04-16 Jiachun Li , David Simchi-Levi , Yining Wang

Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…

Machine Learning · Computer Science 2023-07-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

This work addresses the problem of revenue maximization in a repeated, unlimited supply item-pricing auction while preserving buyer privacy. We present a novel algorithm that provides differential privacy with respect to the buyer's input…

Computer Science and Game Theory · Computer Science 2023-10-31 Joon Suk Huh

We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…

Machine Learning · Computer Science 2024-03-25 Aadirupa Saha , Hilal Asi

In this paper, we improve the previously best known regret bound to achieve $\epsilon$-differential privacy in oblivious adversarial bandits from $\mathcal{O}{(T^{2/3}/\epsilon)}$ to $\mathcal{O}{(\sqrt{T} \ln T /\epsilon)}$. This is…

Machine Learning · Computer Science 2017-01-17 Aristide C. Y. Tossou , Christos Dimitrakakis

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…

Machine Learning · Computer Science 2021-06-07 Kun Wang , Jing Dong , Baoxiang Wang , Shuai Li , Shuo Shao

In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…

Machine Learning · Computer Science 2024-05-31 Bingshan Hu , Zhiming Huang , Nishant A. Mehta , Nidhi Hegde

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…

Machine Learning · Computer Science 2020-06-25 Debabrota Basu , Christos Dimitrakakis , Aristide Tossou

We study a constrained contextual linear bandit setting, where the goal of the agent is to produce a sequence of policies, whose expected cumulative reward over the course of $T$ rounds is maximum, and each has an expected cost below a…

Machine Learning · Computer Science 2020-06-20 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett , Heinrich Jiang

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Machine Learning · Statistics 2015-11-30 Aristide Tossou , Christos Dimitrakakis

In this paper, we use differential privacy as a lens to examine online learning in both full and partial information settings. The differential privacy framework is, at heart, less about privacy and more about algorithmic stability, and…

Machine Learning · Computer Science 2019-10-30 Jacob Abernethy , Young Hun Jung , Chansoo Lee , Audra McMillan , Ambuj Tewari

We study the attainable regret for online linear optimization problems with bandit feedback, where unlike the full-information setting, the player can only observe its own loss rather than the full loss vector. We show that the price of…

Machine Learning · Computer Science 2014-08-12 Ohad Shamir

Motivated by personalized healthcare and other applications involving sensitive data, we study online exploration in reinforcement learning with differential privacy (DP) constraints. Existing work on this problem established that no-regret…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

We develop a new reduction that converts any online convex optimization algorithm suffering $O(\sqrt{T})$ regret into an $\epsilon$-differentially private stochastic convex optimization algorithm with the optimal convergence rate $\tilde…

Machine Learning · Computer Science 2022-10-14 Qinzi Zhang , Hoang Tran , Ashok Cutkosky

We study regret minimization under privacy constraints in episodic inhomogeneous linear Markov Decision Processes (MDPs), motivated by the growing use of reinforcement learning (RL) in personalized decision-making systems that rely on…

Machine Learning · Computer Science 2025-04-29 Sharan Sahu

We present an efficient second-order algorithm with $\tilde{O}(\frac{1}{\eta}\sqrt{T})$ regret for the bandit online multiclass problem. The regret bound holds simultaneously with respect to a family of loss functions parameterized by…

Machine Learning · Computer Science 2018-01-19 Alina Beygelzimer , Francesco Orabona , Chicheng Zhang

In this paper we develop the first algorithms for online submodular minimization that preserve differential privacy under full information feedback and bandit feedback. A sequence of $T$ submodular functions over a collection of $n$…

Data Structures and Algorithms · Computer Science 2018-07-09 Adrian Rivera Cardoso , Rachel Cummings

We provide the first algorithm for online bandit linear optimization whose regret after T rounds is of order sqrt{Td ln N} on any finite class X of N actions in d dimensions, and of order d*sqrt{T} (up to log factors) when X is infinite.…

Machine Learning · Computer Science 2012-02-15 Nicolò Cesa-Bianchi , Sham Kakade
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