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Autores principales: Pavlovic, Nikola, Salgia, Sudeep, Zhao, Qing
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2507.13639
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author Pavlovic, Nikola
Salgia, Sudeep
Zhao, Qing
author_facet Pavlovic, Nikola
Salgia, Sudeep
Zhao, Qing
contents We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space. We study this problem under an additional constraint of Differential Privacy, where the agent needs to ensure that the sequence of query points is differentially private with respect to both the sequence of contexts and rewards. We propose a novel algorithm that achieves the state-of-the-art cumulative regret of $\widetilde{\mathcal{O}}(\sqrt{γ_TT}+\frac{γ_T}{\varepsilon_{\mathrm{DP}}})$ and $\widetilde{\mathcal{O}}(\sqrt{γ_TT}+\frac{γ_T\sqrt{T}}{\varepsilon_{\mathrm{DP}}})$ over a time horizon of $T$ in the joint and local models of differential privacy, respectively, where $γ_T$ is the effective dimension of the kernel and $\varepsilon_{\mathrm{DP}} > 0$ is the privacy parameter. The key ingredient of the proposed algorithm is a novel private kernel-ridge regression estimator which is based on a combination of private covariance estimation and private random projections. It offers a significantly reduced sensitivity compared to its classical counterpart while maintaining a high prediction accuracy, allowing our algorithm to achieve the state-of-the-art performance guarantees.
format Preprint
id arxiv_https___arxiv_org_abs_2507_13639
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Differential Privacy in Kernelized Contextual Bandits via Random Projections
Pavlovic, Nikola
Salgia, Sudeep
Zhao, Qing
Machine Learning
Cryptography and Security
We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space. We study this problem under an additional constraint of Differential Privacy, where the agent needs to ensure that the sequence of query points is differentially private with respect to both the sequence of contexts and rewards. We propose a novel algorithm that achieves the state-of-the-art cumulative regret of $\widetilde{\mathcal{O}}(\sqrt{γ_TT}+\frac{γ_T}{\varepsilon_{\mathrm{DP}}})$ and $\widetilde{\mathcal{O}}(\sqrt{γ_TT}+\frac{γ_T\sqrt{T}}{\varepsilon_{\mathrm{DP}}})$ over a time horizon of $T$ in the joint and local models of differential privacy, respectively, where $γ_T$ is the effective dimension of the kernel and $\varepsilon_{\mathrm{DP}} > 0$ is the privacy parameter. The key ingredient of the proposed algorithm is a novel private kernel-ridge regression estimator which is based on a combination of private covariance estimation and private random projections. It offers a significantly reduced sensitivity compared to its classical counterpart while maintaining a high prediction accuracy, allowing our algorithm to achieve the state-of-the-art performance guarantees.
title Differential Privacy in Kernelized Contextual Bandits via Random Projections
topic Machine Learning
Cryptography and Security
url https://arxiv.org/abs/2507.13639