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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 give an $(\varepsilon,\delta)$-differentially private algorithm for the multi-armed bandit (MAB) problem in the shuffle model with a distribution-dependent regret of $O\left(\left(\sum_{a\in [k]:\Delta_a>0}\frac{\log…

Machine Learning · Computer Science 2021-10-29 Jay Tenenbaum , Haim Kaplan , Yishay Mansour , Uri Stemmer

The widespread proliferation of data-driven decision-making has ushered in a recent interest in the design of privacy-preserving algorithms. In this paper, we consider the ubiquitous problem of gaussian process (GP) bandit optimization from…

Machine Learning · Statistics 2021-02-25 Abhimanyu Dubey

Generalized Linear Bandits (GLBs) are powerful extensions to the Linear Bandit (LB) setting, broadening the benefits of reward parametrization beyond linearity. In this paper we study GLBs in non-stationary environments, characterized by a…

Machine Learning · Computer Science 2021-03-11 Louis Faury , Yoan Russac , Marc Abeille , Clément Calauzènes

The shuffle model of local differential privacy is an advanced method of privacy amplification designed to enhance privacy protection with high utility. It achieves this by randomly shuffling sensitive data, making linking individual data…

Cryptography and Security · Computer Science 2024-03-04 E Chen , Yang Cao , Yifei Ge

High dimensional sparse linear bandits serve as an efficient model for sequential decision-making problems (e.g. personalized medicine), where high dimensional features (e.g. genomic data) on the users are available, but only a small subset…

Machine Learning · Statistics 2024-10-30 Sunrit Chakraborty , Saptarshi Roy , Debabrota Basu

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

We present an efficient algorithm for linear contextual bandits with adversarial losses and stochastic action sets. Our approach reduces this setting to misspecification-robust adversarial linear bandits with fixed action sets. Without…

Machine Learning · Computer Science 2025-12-16 Tim van Erven , Jack Mayo , Julia Olkhovskaya , Chen-Yu Wei

This paper studies semiparametric contextual bandits, a generalization of the linear stochastic bandit problem where the reward for an action is modeled as a linear function of known action features confounded by an non-linear…

Machine Learning · Statistics 2018-07-17 Akshay Krishnamurthy , Zhiwei Steven Wu , Vasilis Syrgkanis

The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic…

Machine Learning · Computer Science 2020-03-24 Yoan Russac , Olivier Cappé , Aurélien Garivier

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,…

Machine Learning · Computer Science 2025-11-18 Shaojie Bai , Mohammad Sadegh Talebi , Chengcheng Zhao , Peng Cheng , Jiming Chen

We introduce a new stochastic smoothing perspective to study adversarial contextual bandit problems. We propose a general algorithm template that represents random perturbation based algorithms and identify several perturbation…

Machine Learning · Statistics 2019-06-12 Young Hun Jung , Ambuj Tewari

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

Shuffle model of differential privacy is a novel distributed privacy model based on a combination of local privacy mechanisms and a secure shuffler. It has been shown that the additional randomisation provided by the shuffler improves…

Cryptography and Security · Computer Science 2022-02-02 Antti Koskela , Mikko A. Heikkilä , Antti Honkela

Local differential privacy (LDP) is a variant of differential privacy (DP) that avoids the need for a trusted central curator, at the cost of a worse trade-off between privacy and utility. The shuffle model is a way to provide greater…

Cryptography and Security · Computer Science 2023-05-23 Mireya Jurado , Ramon G. Gonze , Mário S. Alvim , Catuscia Palamidessi

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

We study Gaussian mechanism in the shuffle model of differential privacy (DP). Particularly, we characterize the mechanism's R\'enyi differential privacy (RDP), showing that it is of the form: $$ \epsilon(\lambda) \leq…

Cryptography and Security · Computer Science 2023-07-05 Seng Pei Liew , Tsubasa Takahashi

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

In this paper, we improve the previously best known regret bound to achieve $\epsilon$-differential privacy in oblivious adversarial bandits from $\mathcal{O}{(T^{2/3}/\epsilon)}$ to $\mathcal{O}{(\sqrt{T} \ln T /\epsilon)}$. This is…

Machine Learning · Computer Science 2017-01-17 Aristide C. Y. Tossou , Christos Dimitrakakis

We study contextual dynamic pricing problems where a firm sells products to $T$ sequentially-arriving consumers, behaving according to an unknown demand model. The firm aims to minimize its regret over a clairvoyant that knows the model in…

Machine Learning · Computer Science 2025-04-07 Zifeng Zhao , Feiyu Jiang , Yi Yu