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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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285785113 · Jun 202019922001200920172026
48 results for private bandits

Paper tackles LDP bandits learning with improved results and sub-linear regret.

problem Contextual bandits learning with LDP privacy constraints.
method Simple black-box reduction frameworks for context-free bandits, extended to GLB.
result First result for BCO with multi-point feedback under LDP, sub-linear regret for GLB.

Paper proposes no-regret algorithms for private GP bandit optimization.

problem Private Gaussian process bandit optimization.
method Combines uniform kernel approximator with random perturbations for differentially private GP bandit algorithms.
result Provable no-regret algorithms for stationary kernel functions in two DP settings.

This paper achieves optimal regret bounds for locally private linear contextual bandit.

problem Designing locally private linear contextual bandit algorithms with optimal regret bounds.
method New algorithmic and analytical ideas, including mean absolute deviation analysis and layered principal component regression.
result Achieves an ildeO(T) ilde O(\sqrt{T}) regret upper bound for locally private linear contextual bandit.

New algorithms for private generalized linear contextual bandits.

problem Private estimation and optimization for generalized linear models under differential privacy.
method Developed algorithms for stochastic and adversarial contexts under shuffle and joint differential privacy.
result Achieved private regret bounds for generalized linear models, differing from non-private rates by factors of d/ε\sqrt{d/\varepsilon} and d/ε\sqrt{d/\varepsilon} respectively.

A privacy-preserving algorithm for high-dimensional bandits.

problem High-dimensional stochastic contextual linear bandits with sparse parameters under privacy constraints.
method PrivateLASSO algorithm based on sparse hard-thresholding and episodic thresholding.
result Minimax private lower bounds and utility guarantees for PrivateLASSO.

Study quantile multi-armed bandits for identifying the best arm with a specified quantile level.

problem Identifying the arm with the highest quantile in multi-armed bandits with private rewards.
method Proposed a (non-private) and differentially private successive elimination algorithms for best-arm identification.
result The proposed algorithms are essentially optimal for quantile bandit problems, with finite sample complexity even for distributions with infinite support-size.

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. Though the context is chosen arbitrarily or adversarially, the reward is assumed…

2018-09-28abs ↗pdf ↗

Paper addresses privacy and robustness in stochastic linear bandits.

problem Stochastic linear bandits with differential privacy and adversarial robustness.
method Logarithmic batch queries, arm elimination algorithm, two privacy models.
result First algorithms providing differential privacy and adversarial robustness.

New algorithm for differential private kernel bandits with improved regret bounds.

problem Contextual bandits with differential privacy constraints.
method Proposes a private kernel-ridge regression estimator using random projections.
result Achieves state-of-the-art cumulative regret bounds in both joint and local models of differential privacy.

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private information is connected to individual rewards. Our major contribution is to show that the…

2015-11-27abs ↗pdf ↗

Proposes a differentially private bandit algorithm reducing noise over time.

problem Privacy concerns in interactive recommendation systems.
method Tree-based mechanism to add Laplace or Gaussian noise to model parameters, focusing on dynamic global sensitivity.
result Demonstrates (ε,δ)(ε, δ)-differential privacy with reduced noise and improved regret.

The paper addresses private and Byzantine-proof cooperative decision-making in multi-agent systems.

problem Designing algorithms for multi-agent decision-making that are private and resilient to faulty agents.
method Upper-confidence bound algorithms for stochastic bandit problems under privacy and Byzantine conditions.
result Optimal regret achieved in both private and Byzantine-tolerant settings.

Data that is gathered adaptively --- via bandit algorithms, for example --- exhibits bias. This is true both when gathering simple numeric valued data --- the empirical means kept track of by stochastic bandit algorithms are biased downwards --- and when gathering more complicated data --- running hypothesis tests on c…

2018-06-06abs ↗pdf ↗

Paper addresses private online convex optimization with optimal algorithms in various geometries and high-dimensional bandits.

problem Private online convex optimization with streaming and continual release data.
method Proposes a private variant of online Frank-Wolfe algorithm with recursive gradients for variance reduction.
result Achieves optimal excess risk in linear time for 1<p21<p\leq 2 and state-of-the-art excess risk for 2<p2<p\leq\infty.

New method for private linear regression under privacy constraints, achieving optimal rates.

problem Statistical complexity of private linear regression under unknown, ill-conditioned covariates.
method Information-Weighted Regression method
result Optimal convergence rates for both central and local privacy models.

AdaPrivate-TS: A differentially private Thompson Sampling algorithm for contextual bandits

problem Private Thompson Sampling for Contextual Bandits
method Combining Thompson Sampling with batched zCDP composition
result Achieves 93-99% of non-private performance at ε ∈ [0.5, 5] with logarithmic privacy cost

New algorithms improve privacy in bandit problems with partial information.

problem Privacy constraints in multi-armed bandit problems with partial reward information.
method Proposed a generic framework for designing εε-global DP extensions of UCB and KL-UCB algorithms.
result AdaP-KLUCB algorithm achieves optimal regret bound under εε-global DP constraints.

Contextual bandit algorithms~(CBAs) often rely on personal data to provide recommendations. Centralized CBA agents utilize potentially sensitive data from recent interactions to provide personalization to end-users. Keeping the sensitive data locally, by running a local agent on the user's device, protects the user's p…

2019-09-10abs ↗pdf ↗

Paper addresses DP in bandits, focusing on zCDP and providing private algorithms.

problem Privacy concerns in recommender systems using user-sensitive data.
method Formalizes and compares different DP adaptations to bandits, proposes private algorithms for various bandit settings.
result Private algorithms ensure negligible privacy costs compared to non-private regret.

Paper addresses privacy in combinatorial semi-bandits with improved bounds.

problem Privacy-preserving learning in combinatorial semi-bandits with additional dimension dependence.
method Proposes novel algorithms and proves optimal regret bounds for LDP and DP settings.
result Achieves nearly optimal regret bounds for LDP and DP settings, matching non-private rates.

Contextual bandits are online learners that, given an input, select an arm and receive a reward for that arm. They use the reward as a learning signal and aim to maximize the total reward over the inputs. Contextual bandits are commonly used to solve recommendation or ranking problems. This paper considers a learning s…

2019-10-11abs ↗pdf ↗

In this paper we develop the first algorithms for online submodular minimization that preserve differential privacy under full information feedback and bandit feedback. A sequence of TT submodular functions over a collection of nn elements arrive online, and at each timestep the algorithm must choose a subset of $[n]…

2018-07-06abs ↗pdf ↗

A model for human-machine decision-making with private info and opacity.

problem Optimizing decisions in a human-machine system with private info and opacity.
method Formulated as a two-player learning problem, proved lower and upper bounds on optimality.
result Simple coordination strategy is nearly minimax optimal, efficient learning possible under certain assumptions.

A new algorithm for differential privacy in kernelized contextual bandits reduces error rate.

problem Joint differential privacy in kernelized contextual bandits.
method Proposes a novel algorithm with a specific error rate and privacy parameter dependence.
result Achieves an error rate of $\mathcal{O}\left(\sqrt{\frac{γ_T}{T}} + \frac{γ_T}{T \varepsilon} ight)$ after TT queries.

FLIPHAT addresses joint differential privacy for high-dimensional sparse linear bandits.

problem Efficient sequential decision-making with high-dimensional sparse features and privacy concerns.
method FLIPHAT combines iterative forgetting and N-IHT for sparse linear regression, achieving optimal regret.
result FLIPHAT achieves optimal regret in terms of privacy parameters, context dimension, and time horizon.

Thompson Sampling remains differentially private with minimal modifications.

problem Ensuring privacy in Thompson Sampling for multi-arm bandits.
method Demonstrated differential privacy of original Thompson Sampling, provided per-round guarantees, and introduced modifications for tighter privacy.
result Privacy guarantees can be tuned by modifying the algorithm, and these modifications impact expected regret.

We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward vav_a and can choose an amount xax_a to pass on to the principal (keeping vaxav_a-x_a for itself). All non-pulle…

2017-06-27abs ↗pdf ↗

We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal O~(T)\tilde{O}(\sqrt{T}) regret bounds. In the full-information setting, our results demonstrate that εε-differential privacy may be ensured for free -- in particular, the reg…

2017-01-27abs ↗pdf ↗

The paper studies MAB problems with LDP to balance privacy and service quality.

problem Balancing privacy and service quality in multi-armed bandit systems.
method Investigates regret minimization for MAB with LDP guarantee, proving lower bounds and proposing matching upper bounds algorithms.
result Regret upper bounds match lower bounds up to constant factors for MAB algorithms with LDP guarantee.

Paper addresses robust federated linear bandits against Byzantine attacks.

problem Byzantine attacks on a small fraction of agents in federated learning.
method Proposes a geometric median-based robust aggregation oracle.
result Achieves sublinear regret bound of ildeO(T3/4) ilde{\mathcal{O}}({T^{3/4}}) robust to fewer than half Byzantine agents.

New algorithms protect user data while optimizing personalized decisions.

problem Personalized decision-making with private user data.
method Developed LDP algorithms for stochastic generalized linear bandits using SGD and OLS.
result Achieved the same regret bound as non-privacy settings with LDP.

This work improves privacy in federated combinatorial bandits by balancing regret and privacy.

problem Privacy-preserving learning in competitive online learning settings with quality constraints.
method Proposes P-FCB algorithm for federated combinatorial bandits, balancing regret and privacy.
result Improves regret while maintaining quality constraints and privacy guarantees.

Motivated by posted price auctions where buyers are grouped in an unknown number of latent types characterized by their private values for the good on sale, we investigate revenue maximization in stochastic dynamic pricing when the distribution of buyers' private values is supported on an unknown set of points in [0,1]…

2018-07-09abs ↗pdf ↗

New algorithm learns optimal policies in strategic MDPs with private types.

problem Optimal policy learning in strategic MDPs with private types and information asymmetry.
method PLAN algorithm using instrumental variable regression and pessimism principle.
result PLAN achieves near-optimal policy with 1/K1 / \sqrt{K} optimality.

BRACE addresses noncompliance in bandits, offering methods for recommendation and treatment policies.

problem Noncompliance in bandit problems complicates learning objectives and treatment effects.
method BRACE formalizes objective-choice, identifies direct-control regimes, and proposes a phase-doubling algorithm for IV inversion.
result BRACE delivers valid policy values and structural uncertainty, even under weak identification and homogeneity failure.

Private method measures nonlinear correlations between data hosted across two entities.

problem Measuring nonlinear correlations between sensitive data hosted across multiple parties while preserving privacy.
method Differentially private estimator of distance correlation.
result First private estimator of nonlinear correlations in a multi-party setup.

Near-optimal private tests for simple and MLR hypotheses developed under Gaussian differential privacy.

problem Developing private tests for simple and MLR hypotheses under Gaussian differential privacy.
method A private mean estimator with data-driven clamping bounds, constructing private test statistics.
result Private tests achieve the same asymptotic relative efficiency as non-private most powerful tests.