Related papers: Towards Optimal Differentially Private Regret Boun…

In this work, we consider the regret minimization problem for reinforcement learning in latent Markov Decision Processes (LMDP). In an LMDP, an MDP is randomly drawn from a set of $M$ possible MDPs at the beginning of the interaction, but…

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…

Reinforcement learning (RL) is a powerful tool for sequential decision-making, but its application is often hindered by privacy concerns arising from its interaction data. This challenge is particularly acute in advanced networked systems,…

In the recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy due to…

We propose and analyze algorithms to solve a range of learning tasks under user-level differential privacy constraints. Rather than guaranteeing only the privacy of individual samples, user-level DP protects a user's entire contribution ($m…

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…

In this paper, we study Combinatorial Semi-Bandits (CSB) that is an extension of classic Multi-Armed Bandits (MAB) under Differential Privacy (DP) and stronger Local Differential Privacy (LDP) setting. Since the server receives more…

We study regret minimization for reinforcement learning (RL) in Latent Markov Decision Processes (LMDPs) with context in hindsight. We design a novel model-based algorithmic framework which can be instantiated with both a model-optimistic…

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…

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context.…

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

In this paper, we consider the problem of preserving privacy in the online learning setting. We study the problem in the online convex programming (OCP) framework---a popular online learning setting with several interesting theoretical and…

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…

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…

We consider online learning for minimizing regret in unknown, episodic Markov decision processes (MDPs) with continuous states and actions. We develop variants of the UCRL and posterior sampling algorithms that employ nonparametric Gaussian…

We study regret minimization for infinite-horizon average-reward Markov Decision Processes (MDPs) under cost constraints. We start by designing a policy optimization algorithm with carefully designed action-value estimator and bonus term,…

For the misspecified linear Markov decision process (MLMDP) model of Jin et al. [2020], we propose an algorithm with three desirable properties. (P1) Its regret after $K$ episodes scales as $K \max \{ \varepsilon_{\text{mis}},…

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

In recent years, significant attention has been directed towards learning average-reward Markov Decision Processes (MDPs). However, existing algorithms either suffer from sub-optimal regret guarantees or computational inefficiencies. In…

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…