Concentrated Differential Privacy for Bandits
Type de document :
Communication dans un congrès avec actes
Titre :
Concentrated Differential Privacy for Bandits
Auteur(s) :
Azize, Achraf [Auteur]
Scool [Scool]
Basu, Debabrota [Auteur]
Centrale Lille
Université de Lille
Inria Lille - Nord Europe
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Scool [Scool]
Scool [Scool]
Basu, Debabrota [Auteur]
Centrale Lille
Université de Lille
Inria Lille - Nord Europe
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Scool [Scool]
Titre de la manifestation scientifique :
2024 IEEE Conference on Secure and Trustworthy Machine Learning (SaTML)
Organisateur(s) de la manifestation scientifique :
IEEE
Ville :
Toronto
Pays :
Canada
Date de début de la manifestation scientifique :
2024-04-09
Éditeur :
IEEE
Mot(s)-clé(s) en anglais :
Multi-armed bandits MAB
Bandit / imperfect feedback
Differential privacy
Concentrated differential privacy
Regret Minimization
Lower bounds
Bandit / imperfect feedback
Differential privacy
Concentrated differential privacy
Regret Minimization
Lower bounds
Discipline(s) HAL :
Informatique [cs]/Apprentissage [cs.LG]
Informatique [cs]/Cryptographie et sécurité [cs.CR]
Informatique [cs]/Théorie de l'information [cs.IT]
Statistiques [stat]/Théorie [stat.TH]
Statistiques [stat]/Machine Learning [stat.ML]
Informatique [cs]/Cryptographie et sécurité [cs.CR]
Informatique [cs]/Théorie de l'information [cs.IT]
Statistiques [stat]/Théorie [stat.TH]
Statistiques [stat]/Machine Learning [stat.ML]
Résumé en anglais : [en]
Bandits serve as the theoretical foundation of sequential learning and an algorithmic foundation of modern recommender systems. However, recommender systems often rely on user-sensitive data, making privacy a critical ...
Lire la suite >Bandits serve as the theoretical foundation of sequential learning and an algorithmic foundation of modern recommender systems. However, recommender systems often rely on user-sensitive data, making privacy a critical concern. This paper contributes to the understanding of Differential Privacy (DP) in bandits with a trusted centralised decision-maker, and especially the implications of ensuring zero Concentrated Differential Privacy (zCDP). First, we formalise and compare different adaptations of DP to bandits, depending on the considered input and the interaction protocol. Then, we propose three private algorithms, namely AdaC-UCB, AdaC-GOPE and AdaC-OFUL, for three bandit settings, namely finite-armed bandits, linear bandits, and linear contextual bandits. The three algorithms share a generic algorithmic blueprint, i.e. the Gaussian mechanism and adaptive episodes, to ensure a good privacy-utility trade-off. We analyse and upper bound the regret of these three algorithms. Our analysis shows that in all of these settings, the prices of imposing zCDP are (asymptotically) negligible in comparison with the regrets incurred oblivious to privacy. Next, we complement our regret upper bounds with the first minimax lower bounds on the regret of bandits with zCDP. To prove the lower bounds, we elaborate a new proof technique based on couplings and optimal transport. We conclude by experimentally validating our theoretical results for the three different settings of bandits.Lire moins >
Lire la suite >Bandits serve as the theoretical foundation of sequential learning and an algorithmic foundation of modern recommender systems. However, recommender systems often rely on user-sensitive data, making privacy a critical concern. This paper contributes to the understanding of Differential Privacy (DP) in bandits with a trusted centralised decision-maker, and especially the implications of ensuring zero Concentrated Differential Privacy (zCDP). First, we formalise and compare different adaptations of DP to bandits, depending on the considered input and the interaction protocol. Then, we propose three private algorithms, namely AdaC-UCB, AdaC-GOPE and AdaC-OFUL, for three bandit settings, namely finite-armed bandits, linear bandits, and linear contextual bandits. The three algorithms share a generic algorithmic blueprint, i.e. the Gaussian mechanism and adaptive episodes, to ensure a good privacy-utility trade-off. We analyse and upper bound the regret of these three algorithms. Our analysis shows that in all of these settings, the prices of imposing zCDP are (asymptotically) negligible in comparison with the regrets incurred oblivious to privacy. Next, we complement our regret upper bounds with the first minimax lower bounds on the regret of bandits with zCDP. To prove the lower bounds, we elaborate a new proof technique based on couplings and optimal transport. We conclude by experimentally validating our theoretical results for the three different settings of bandits.Lire moins >
Langue :
Anglais
Comité de lecture :
Oui
Audience :
Internationale
Vulgarisation :
Non
Projet ANR :
Collections :
Source :