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We consider the extensive-form bandit problem, where on each trial the learner (a user coordinated by a server) plays an extensive-form game against an oblivious adversary, observing the information sets it finds itself in as well as the…

Cryptography and Security · Computer Science 2026-05-08 Stephen Pasteris , Rahul Savani , Theodore Turocy

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

ldp deployments are vulnerable to inference attacks as an adversary can link the noisy responses to their identity and subsequently, auxiliary information using the order of the data. An alternative model, shuffle DP, prevents this by…

Machine Learning · Computer Science 2021-10-18 Casey Meehan , Amrita Roy Chowdhury , Kamalika Chaudhuri , Somesh Jha

We consider the problem of differentially private (DP) convex empirical risk minimization (ERM). While the standard DP-SGD algorithm is theoretically well-established, practical implementations often rely on shuffled gradient methods that…

Machine Learning · Computer Science 2026-02-25 Shuli Jiang , Pranay Sharma , Zhiwei Steven Wu , Gauri Joshi

In this paper, we study the problem of estimating smooth Generalized Linear Models (GLMs) in the Non-interactive Local Differential Privacy (NLDP) model. Different from its classical setting, our model allows the server to access some…

Machine Learning · Computer Science 2022-08-23 Di Wang , Lijie Hu , Huanyu Zhang , Marco Gaboardi , Jinhui Xu

Differential Privacy (DP) provides a rigorous framework for privacy, ensuring the outputs of data-driven algorithms remain statistically indistinguishable across datasets that differ in a single entry. While guaranteeing DP generally…

Machine Learning · Computer Science 2025-10-17 Yizhou Zhang , Kishan Panaganti , Laixi Shi , Juba Ziani , Adam Wierman

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…

Machine Learning · Computer Science 2020-07-06 Xiaoyu Chen , Kai Zheng , Zixin Zhou , Yunchang Yang , Wei Chen , Liwei Wang

Recently, several studies (Zhou et al., 2021a; Zhang et al., 2021b; Kim et al., 2021; Zhou and Gu, 2022) have provided variance-dependent regret bounds for linear contextual bandits, which interpolates the regret for the worst-case regime…

Machine Learning · Computer Science 2023-02-22 Heyang Zhao , Jiafan He , Dongruo Zhou , Tong Zhang , Quanquan Gu

We study the $K$-armed logistic bandit problem, where at each round, the agent observes $K$ feature vectors associated with $K$ actions. Existing approaches that achieve a rate-optimal $\tilde{\mathcal{O}}(\sqrt{dT})$ regret bound rely…

Machine Learning · Computer Science 2026-05-01 Seoungbin Bae , Dabeen Lee

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…

Computer Science and Game Theory · Computer Science 2023-10-31 Joon Suk Huh

In this paper, we study the problem of global reward maximization with only partial distributed feedback. This problem is motivated by several real-world applications (e.g., cellular network configuration, dynamic pricing, and policy…

Machine Learning · Computer Science 2024-03-22 Fengjiao Li , Xingyu Zhou , Bo Ji

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…

Machine Learning · Computer Science 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

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

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

Machine Learning · Statistics 2025-12-02 Somangchan Park , Heesang Ann , Min-hwan Oh

Differentially private (DP) machine learning algorithms incur many sources of randomness, such as random initialization, random batch subsampling, and shuffling. However, such randomness is difficult to take into account when proving…

Machine Learning · Statistics 2023-11-02 Chendi Wang , Buxin Su , Jiayuan Ye , Reza Shokri , Weijie J. Su

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

In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially.…

Machine Learning · Computer Science 2022-06-17 Yuxuan Han , Zhicong Liang , Zhipeng Liang , Yang Wang , Yuan Yao , Jiheng Zhang

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

We study differentially private stochastic optimization in convex and non-convex settings. For the convex case, we focus on the family of non-smooth generalized linear losses (GLLs). Our algorithm for the $\ell_2$ setting achieves optimal…

Machine Learning · Computer Science 2021-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart
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