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Poster

Locally Differentially Private (Contextual) Bandits Learning

Kai Zheng · Tianle Cai · Weiran Huang · Zhenguo Li · Liwei Wang

Poster Session 2 #645

Keywords: [ Reinforcement Learning and Planning -> Markov Decision Processes; Reinforcement Learning and Planning ] [ Reinforcement Learning ] [ Reinforcement Learning and Planning ]


Abstract: We study locally differentially private (LDP) bandits learning in this paper. First, we propose simple black-box reduction frameworks that can solve a large family of context-free bandits learning problems with LDP guarantee. Based on our frameworks, we can improve previous best results for private bandits learning with one-point feedback, such as private Bandits Convex Optimization etc, and obtain the first results for Bandits Convex Optimization (BCO) with multi-point feedback under LDP. LDP guarantee and black-box nature make our frameworks more attractive in real applications compared with previous specifically designed and relatively weaker differentially private (DP) algorithms. Further, we also extend our algorithm to Generalized Linear Bandits with regret bound $\tilde{\mc{O}}(T^{3/4}/\varepsilon)$ under $(\varepsilon, \delta)$-LDP and it is conjectured to be optimal. Note given existing $\Omega(T)$ lower bound for DP contextual linear bandits (Shariff & Sheffet, NeurIPS 2018), our result shows a fundamental difference between LDP and DP for contextual bandits.

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