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We study regret minimization in finite horizon tabular Markov decision processes (MDPs) under the constraints of differential privacy (DP). This is motivated by the widespread applications of reinforcement learning (RL) in real-world…

Machine Learning · Computer Science 2021-12-21 Sayak Ray Chowdhury , Xingyu Zhou

Motivated by the wide adoption of reinforcement learning (RL) in real-world personalized services, where users' sensitive and private information needs to be protected, we study regret minimization in finite-horizon Markov decision…

Machine Learning · Computer Science 2022-03-22 Xingyu Zhou

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 study privacy-preserving exploration in sequential decision-making for environments that rely on sensitive data such as medical records. In particular, we focus on solving the problem of reinforcement learning (RL) subject to the…

Machine Learning · Computer Science 2022-06-24 Dung Daniel Ngo , Giuseppe Vietri , Zhiwei Steven Wu

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

This paper studies privacy-preserving exploration in Markov Decision Processes (MDPs) with linear representation. We first consider the setting of linear-mixture MDPs (Ayoub et al., 2020) (a.k.a.\ model-based setting) and provide an unified…

Machine Learning · Computer Science 2021-12-08 Paul Luyo , Evrard Garcelon , Alessandro Lazaric , Matteo Pirotta

In this paper, we study the problem of (finite horizon tabular) Markov decision processes (MDPs) with heavy-tailed rewards under the constraint of differential privacy (DP). Compared with the previous studies for private reinforcement…

Machine Learning · Computer Science 2023-06-06 Yulian Wu , Xingyu Zhou , Sayak Ray Chowdhury , Di Wang

Reinforcement learning (RL) algorithms can be used to provide personalized services, which rely on users' private and sensitive data. To protect the users' privacy, privacy-preserving RL algorithms are in demand. In this paper, we study RL…

Machine Learning · Computer Science 2021-10-20 Chonghua Liao , Jiafan He , Quanquan Gu

Motivated by high-stakes decision-making domains like personalized medicine where user information is inherently sensitive, we design privacy preserving exploration policies for episodic reinforcement learning (RL). We first provide a…

Machine Learning · Computer Science 2020-09-22 Giuseppe Vietri , Borja Balle , Akshay Krishnamurthy , Zhiwei Steven Wu

In this paper, we study the problem of regret minimization in reinforcement learning (RL) under differential privacy constraints. This work is motivated by the wide range of RL applications for providing personalized service, where privacy…

Machine Learning · Computer Science 2021-08-27 Sayak Ray Chowdhury , Xingyu Zhou , Ness Shroff

We study the constant regret guarantees in reinforcement learning (RL). Our objective is to design an algorithm that incurs only finite regret over infinite episodes with high probability. We introduce an algorithm, Cert-LSVI-UCB, for…

Machine Learning · Computer Science 2024-12-13 Weitong Zhang , Zhiyuan Fan , Jiafan He , Quanquan Gu

We study the problem of multi-agent reinforcement learning (multi-agent RL) with differential privacy (DP) constraints. This is well-motivated by various real-world applications involving sensitive data, where it is critical to protect…

Machine Learning · Computer Science 2024-04-12 Dan Qiao , Yu-Xiang 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

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

We study reinforcement learning with linear function approximation where the transition probability and reward functions are linear with respect to a feature mapping $\boldsymbol{\phi}(s,a)$. Specifically, we consider the episodic…

Machine Learning · Computer Science 2023-01-31 Pihe Hu , Yu Chen , Longbo Huang

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

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

In this work we consider the problem of online submodular maximization under a cardinality constraint with differential privacy (DP). A stream of $T$ submodular functions over a common finite ground set $U$ arrives online, and at each…

Machine Learning · Computer Science 2020-10-27 Sebastian Perez-Salazar , Rachel Cummings

As sequential learning algorithms are increasingly applied to real life, ensuring data privacy while maintaining their utilities emerges as a timely question. In this context, regret minimisation in stochastic bandits under…

Machine Learning · Statistics 2025-05-12 Achraf Azize , Yulian Wu , Junya Honda , Francesco Orabona , Shinji Ito , Debabrota Basu

Differential privacy (DP) has been recently introduced to linear contextual bandits to formally address the privacy concerns in its associated personalized services to participating users (e.g., recommendations). Prior work largely focus on…

Machine Learning · Computer Science 2022-05-25 Sayak Ray Chowdhury , Xingyu Zhou
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