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We study the regret guarantee for risk-sensitive reinforcement learning (RSRL) via distributional reinforcement learning (DRL) methods. In particular, we consider finite episodic Markov decision processes whose objective is the entropic…

Machine Learning · Computer Science 2024-01-26 Hao Liang , Zhi-Quan Luo

Reinforcement learning (RL) is one of the most important branches of AI. Due to its capacity for self-adaption and decision-making in dynamic environments, reinforcement learning has been widely applied in multiple areas, such as…

Machine Learning · Computer Science 2023-01-03 Yunjiao Lei , Dayong Ye , Sheng Shen , Yulei Sui , Tianqing Zhu , Wanlei Zhou

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

We address private deep offline reinforcement learning (RL), where the goal is to train a policy on standard control tasks that is differentially private (DP) with respect to individual trajectories in the dataset. To achieve this, we…

Machine Learning · Computer Science 2024-10-10 Alexandre Rio , Merwan Barlier , Igor Colin , Albert Thomas

We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown $\tilde{O}(T^{2/3})$ regret and…

Optimization and Control · Mathematics 2026-05-08 Spencer Hutchinson , Nanfei Jiang , Mahnoosh Alizadeh

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

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

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

We consider data release protocols for data $X=(S,U)$, where $S$ is sensitive; the released data $Y$ contains as much information about $X$ as possible, measured as $\operatorname{I}(X;Y)$, without leaking too much about $S$. We introduce…

Cryptography and Security · Computer Science 2021-01-25 Milan Lopuhaä-Zwakenberg , Jasper Goseling

Machine learning (ML) algorithms rely primarily on the availability of training data, and, depending on the domain, these data may include sensitive information about the data providers, thus leading to significant privacy issues.…

Machine Learning · Computer Science 2024-05-24 Karima Makhlouf , Tamara Stefanovic , Heber H. Arcolezi , Catuscia Palamidessi

Fine-tuning large language models (LLMs) has become an essential strategy for adapting them to specialized tasks; however, this process introduces significant privacy challenges, as sensitive training data may be inadvertently memorized and…

Cryptography and Security · Computer Science 2025-05-02 Hao Du , Shang Liu , Yang Cao

Private regression has received attention from both database and security communities. Recent work by Fredrikson et al. (USENIX Security 2014) analyzed the functional mechanism (Zhang et al. VLDB 2012) for training linear regression models…

Cryptography and Security · Computer Science 2015-12-22 Xi Wu , Matthew Fredrikson , Wentao Wu , Somesh Jha , Jeffrey F. Naughton

Differential privacy (DP) is a widely used notion for reasoning about privacy when publishing aggregate data. In this paper, we observe that certain DP mechanisms are amenable to a posteriori privacy analysis that exploits the fact that…

Cryptography and Security · Computer Science 2023-06-21 Valentin Hartmann , Vincent Bindschaedler , Alexander Bentkamp , Robert West

We study the statistical complexity of private linear regression under an unknown, potentially ill-conditioned covariate distribution. Somewhat surprisingly, under privacy constraints the intrinsic complexity is \emph{not} captured by the…

Machine Learning · Computer Science 2025-11-06 Fan Chen , Jiachun Li , Alexander Rakhlin , David Simchi-Levi

Hu and Mehta (2024) posed an open problem: what is the optimal instance-dependent rate for the stochastic decision-theoretic online learning (with $K$ actions and $T$ rounds) under $\varepsilon$-differential privacy? Before, the best known…

Machine Learning · Computer Science 2025-06-19 Ruihan Wu , Yu-Xiang Wang

Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP.…

Machine Learning · Computer Science 2021-02-19 Jiafan He , Dongruo Zhou , Quanquan Gu

This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…

Machine Learning · Computer Science 2020-06-02 Alex Ayoub , Zeyu Jia , Csaba Szepesvari , Mengdi Wang , Lin F. Yang

We study online learning in \emph{constrained MDPs} (CMDPs), focusing on the goal of attaining sublinear strong regret and strong cumulative constraint violation. Differently from their standard (weak) counterparts, these metrics do not…

Machine Learning · Computer Science 2024-10-04 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Differential Privacy (DP) is the de facto standard for reasoning about the privacy guarantees of a training algorithm. Despite the empirical observation that DP reduces the vulnerability of models to existing membership inference (MI)…

Machine Learning · Computer Science 2022-12-20 Anvith Thudi , Ilia Shumailov , Franziska Boenisch , Nicolas Papernot