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Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

We present the first theoretical guarantees for differentially private online reinforcement learning (RL) with general function approximation, extending beyond prior work restricted to tabular and linear settings. Our approach combines a…

Machine Learning · Computer Science 2026-05-11 Yi He , Xingyu Zhou

We propose the first contextual bandit algorithm that is parameter-free, efficient, and optimal in terms of dynamic regret. Specifically, our algorithm achieves dynamic regret $\mathcal{O}(\min\{\sqrt{ST},…

Machine Learning · Computer Science 2019-06-19 Yifang Chen , Chung-Wei Lee , Haipeng Luo , Chen-Yu Wei

Despite the significant interest and progress in reinforcement learning (RL) problems with adversarial corruption, current works are either confined to the linear setting or lead to an undesired $\tilde{O}(\sqrt{T}\zeta)$ regret bound,…

Machine Learning · Statistics 2024-02-13 Chenlu Ye , Wei Xiong , Quanquan Gu , Tong Zhang

In the arena of privacy-preserving machine learning, differentially private stochastic gradient descent (DP-SGD) has outstripped the objective perturbation mechanism in popularity and interest. Though unrivaled in versatility, DP-SGD…

Machine Learning · Computer Science 2024-01-02 Rachel Redberg , Antti Koskela , Yu-Xiang Wang

In the stochastic contextual low-rank matrix bandit problem, the expected reward of an action is given by the inner product between the action's feature matrix and some fixed, but initially unknown $d_1$ by $d_2$ matrix $\Theta^*$ with rank…

Machine Learning · Statistics 2024-01-17 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…

Machine Learning · Computer Science 2023-07-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

We study best-of-both-worlds algorithms for $K$-armed linear contextual bandits. Our algorithms deliver near-optimal regret bounds in both the adversarial and stochastic regimes, without prior knowledge about the environment. In the…

Machine Learning · Computer Science 2024-02-20 Yuko Kuroki , Alberto Rumi , Taira Tsuchiya , Fabio Vitale , Nicolò Cesa-Bianchi

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

Data Structures and Algorithms · Computer Science 2014-07-08 José Bento , Stratis Ioannidis , S. Muthukrishnan , Jinyun Yan

We study spectral graph clustering under edge differential privacy. We propose a matrix shuffling mechanism that combines randomized edge flipping with a random permutation of the adjacency matrix. While edge flipping alone provides only a…

Information Theory · Computer Science 2026-05-12 Antti Koskela , Mohamed Seif , H. Vincent Poor , Andrea J. Goldsmith

We study the generalized linear contextual bandit problem within the constraints of limited adaptivity. In this paper, we present two algorithms, $\texttt{B-GLinCB}$ and $\texttt{RS-GLinCB}$, that address, respectively, two prevalent…

Machine Learning · Computer Science 2025-10-29 Ayush Sawarni , Nirjhar Das , Siddharth Barman , Gaurav Sinha

We address differentially private stochastic bandit problems from the angles of exploring the deep connections among Thompson Sampling with Gaussian priors, Gaussian mechanisms, and Gaussian differential privacy (GDP). We propose DP-TS-UCB,…

Machine Learning · Computer Science 2025-06-06 Bingshan Hu , Zhiming Huang , Tianyue H. Zhang , Mathias Lécuyer , Nidhi Hegde

Bandit learning algorithms typically involve the balance of exploration and exploitation. However, in many practical applications, worst-case scenarios needing systematic exploration are seldom encountered. In this work, we consider a…

Machine Learning · Computer Science 2020-02-27 Vidyashankar Sivakumar , Zhiwei Steven Wu , Arindam Banerjee

We study nonstationary generalized linear bandits (GLBs), where the expected reward is modeled through a nonlinear link function with an unknown time-varying parameter. This framework encompasses a broad class of reward models, including…

Machine Learning · Statistics 2026-05-26 Joongkyu Lee , Min-hwan Oh

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

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

In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson…

Machine Learning · Computer Science 2024-05-31 Bingshan Hu , Zhiming Huang , Nishant A. Mehta , Nidhi Hegde

We consider the adversarial linear contextual bandit problem, where the loss vectors are selected fully adversarially and the per-round action set (i.e. the context) is drawn from a fixed distribution. Existing methods for this problem…

Machine Learning · Computer Science 2023-09-06 Haolin Liu , Chen-Yu Wei , Julian Zimmert

Most differentially private (DP) algorithms assume a central model in which a reliable third party inserts noise to queries made on datasets, or a local model where the users locally perturb their data. However, the central model is…

Cryptography and Security · Computer Science 2024-05-01 Sayan Biswas , Kangsoo Jung , Catuscia Palamidessi

The privacy concerns associated with the use of Large Language Models (LLMs) have grown recently with the development of LLMs such as ChatGPT. Differential Privacy (DP) techniques are explored in existing work to mitigate their privacy…

Artificial Intelligence · Computer Science 2024-03-08 Tiejin Chen , Longchao Da , Huixue Zhou , Pingzhi Li , Kaixiong Zhou , Tianlong Chen , Hua Wei