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We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

Machine Learning · Computer Science 2019-05-28 Adrian Rivera Cardoso , He Wang , Huan Xu

We consider a refinement of differential privacy --- per instance differential privacy (pDP), which captures the privacy of a specific individual with respect to a fixed data set. We show that this is a strict generalization of the standard…

Machine Learning · Statistics 2018-11-15 Yu-Xiang Wang

In this paper, we revisit the problem of sparse linear regression in the local differential privacy (LDP) model. Existing research in the non-interactive and sequentially local models has focused on obtaining the lower bounds for the case…

Machine Learning · Computer Science 2023-10-12 Liyang Zhu , Meng Ding , Vaneet Aggarwal , Jinhui Xu , Di Wang

We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal $\tilde{O}(\sqrt{T})$ regret bounds. In the full-information setting, our results demonstrate…

Machine Learning · Computer Science 2017-06-15 Naman Agarwal , Karan Singh

Differential privacy (DP) is the prevailing technique for protecting user data in machine learning models. However, deficits to this framework include a lack of clarity for selecting the privacy budget $\epsilon$ and a lack of…

Machine Learning · Computer Science 2023-06-29 Tyler LeBlond , Joseph Munoz , Fred Lu , Maya Fuchs , Elliott Zaresky-Williams , Edward Raff , Brian Testa

We study model personalization under user-level differential privacy (DP) in the shared representation framework. In this problem, there are $n$ users whose data is statistically heterogeneous, and their optimal parameters share an unknown…

Machine Learning · Computer Science 2025-06-25 Conor Snedeker , Xinyu Zhou , Raef Bassily

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

Machine Learning · Computer Science 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

Contextual bandit algorithms are widely used in domains where it is desirable to provide a personalized service by leveraging contextual information, that may contain sensitive information that needs to be protected. Inspired by this…

Machine Learning · Computer Science 2021-12-14 Evrard Garcelon , Kamalika Chaudhuri , Vianney Perchet , Matteo Pirotta

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

Many real-world applications, such as those in medical domains, recommendation systems, etc, can be formulated as large state space reinforcement learning problems with only a small budget of the number of policy changes, i.e., low…

Machine Learning · Computer Science 2021-01-05 Minbo Gao , Tianle Xie , Simon S. Du , Lin F. Yang

The increased application of machine learning (ML) in sensitive domains requires protecting the training data through privacy frameworks, such as differential privacy (DP). DP requires to specify a uniform privacy level $\varepsilon$ that…

Machine Learning · Computer Science 2024-01-31 Krishna Acharya , Franziska Boenisch , Rakshit Naidu , Juba Ziani

We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…

Machine Learning · Computer Science 2021-06-15 Gergely Neu , Julia Olkhovskaya

Differential Privacy (DP) provides a rigorous framework for releasing statistics while protecting individual information present in a dataset. Although substantial progress has been made on differentially private linear regression, existing…

Statistics Theory · Mathematics 2026-01-16 Getoar Sopa , Marco Avella Medina , Cynthia Rush

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 study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

Differential privacy (DP) is a compelling privacy definition that explains the privacy-utility tradeoff via formal, provable guarantees. Inspired by recent progress toward general-purpose data release algorithms, we propose a private…

Data Structures and Algorithms · Computer Science 2020-06-17 Benjamin Coleman , Anshumali Shrivastava

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang