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This paper presents the private-outsourced-Gaussian process-upper confidence bound (PO-GP-UCB) algorithm, which is the first algorithm for privacy-preserving Bayesian optimization (BO) in the outsourced setting with a provable performance…

Machine Learning · Computer Science 2020-10-27 Dmitrii Kharkovskii , Zhongxiang Dai , Bryan Kian Hsiang Low

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. In stochastic bandit systems, the rewards may refer to the users' activities, which may…

Machine Learning · Computer Science 2020-07-08 Wenbo Ren , Xingyu Zhou , Jia Liu , Ness B. Shroff

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

Machine Learning · Computer Science 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

Hyperparameter tuning is a key component of machine learning procedures, but when validation data contain sensitive user information, search mechanisms can leak private information through the selected configuration. Existing differentially…

Machine Learning · Statistics 2026-05-12 Getoar Sopa , Juraj Marusic , Marco Avella Medina , John P. Cunningham

In the literature of data privacy, differential privacy is the most popular model. An algorithm is differentially private if its outputs with and without any individual's data are indistinguishable. In this paper, we focus on data generated…

Cryptography and Security · Computer Science 2022-06-24 Darshan Chakrabarti , Jie Gao , Aditya Saraf , Grant Schoenebeck , Fang-Yi Yu

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

Bayesian optimization is a powerful tool for fine-tuning the hyper-parameters of a wide variety of machine learning models. The success of machine learning has led practitioners in diverse real-world settings to learn classifiers for…

Machine Learning · Statistics 2015-02-24 Matt J. Kusner , Jacob R. Gardner , Roman Garnett , Kilian Q. Weinberger

Local Differential Privacy (LDP) offers strong privacy guarantees without requiring users to trust external parties. However, LDP applies uniform protection to all data features, including less sensitive ones, which degrades performance of…

Machine Learning · Computer Science 2024-10-25 Maryam Aliakbarpour , Syomantak Chaudhuri , Thomas A. Courtade , Alireza Fallah , Michael I. Jordan

We investigate how to optimally design local differential privacy (LDP) mechanisms that reduce data unfairness and thereby improve fairness in downstream classification. We first derive a closed-form optimal mechanism for binary sensitive…

Machine Learning · Computer Science 2026-02-02 Hrad Ghoukasian , Shahab Asoodeh

Kernelized bandits, also known as Bayesian optimization (BO), has been a prevalent method for optimizing complicated black-box reward functions. Various BO algorithms have been theoretically shown to enjoy upper bounds on their cumulative…

Machine Learning · Computer Science 2023-10-10 Zhongxiang Dai , Gregory Kang Ruey Lau , Arun Verma , Yao Shu , Bryan Kian Hsiang Low , Patrick Jaillet

In recent years, local differential privacy (LDP) has emerged as a technique of choice for privacy-preserving data collection in several scenarios when the aggregator is not trustworthy. LDP provides client-side privacy by adding noise at…

Machine Learning · Statistics 2021-10-28 Tejas Kulkarni , Joonas Jälkö , Samuel Kaski , Antti Honkela

Reinforcement learning algorithms are widely used in domains where it is desirable to provide a personalized service. In these domains it is common that user data contains sensitive information that needs to be protected from third parties.…

Machine Learning · Computer Science 2021-10-28 Evrard Garcelon , Vianney Perchet , Ciara Pike-Burke , Matteo Pirotta

Parameter estimation in statistics and system identification relies on data that may contain sensitive information. To protect this sensitive information, the notion of \emph{differential privacy} (DP) has been proposed, which enforces…

Optimization and Control · Mathematics 2022-11-21 Braghadeesh Lakshminarayanan , Cristian R. Rojas

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

A major challenge for machine learning is increasing the availability of data while respecting the privacy of individuals. Here we combine the provable privacy guarantees of the differential privacy framework with the flexibility of…

Machine Learning · Statistics 2019-01-18 Michael Thomas Smith , Max Zwiessele , Neil D. Lawrence

Traditional differential privacy is independent of the data distribution. However, this is not well-matched with the modern machine learning context, where models are trained on specific data. As a result, achieving meaningful privacy…

Machine Learning · Computer Science 2020-08-21 Aleksei Triastcyn , Boi Faltings

Local Bayesian optimization is a promising practical approach to solve the high dimensional black-box function optimization problem. Among them is the approximated gradient class of methods, which implements a strategy similar to gradient…

Machine Learning · Computer Science 2024-05-27 Zheyi Fan , Wenyu Wang , Szu Hui Ng , Qingpei Hu

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…

Machine Learning · Computer Science 2022-06-17 Zhongxiang Dai , Yizhou Chen , Haibin Yu , Bryan Kian Hsiang Low , Patrick Jaillet

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Machine Learning · Computer Science 2025-04-02 Dongwon Kim , Matteo Zecchin , Sangwoo Park , Joonhyuk Kang , Osvaldo Simeone

Differentially Private Stochastic Gradient Descent (DP-SGD) and its variants have been proposed to ensure rigorous privacy for fine-tuning large-scale pre-trained language models. However, they rely heavily on the Gaussian mechanism, which…

Cryptography and Security · Computer Science 2024-05-30 Qin Yang , Meisam Mohammad , Han Wang , Ali Payani , Ashish Kundu , Kai Shu , Yan Yan , Yuan Hong
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