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arXiv 2102.07929cs.LG

随机环境下差分隐私在线学习的近最优算法

Near-Optimal Algorithms for Differentially Private Online Learning in a Stochastic Environment

University of British Columbia(不列颠哥伦比亚大学);University of Victoria(维多利亚大学);University of Alberta(阿尔伯塔大学)

Bingshan Hu, Zhiming Huang, Nishant A. Mehta, Nidhi Hegde

AI总结:

研究随机环境下差分隐私在线学习,提出基于UCB和Thompson Sampling的bandit算法及全信息算法,实现了匹配下界的近最优遗憾界。

摘要:

本文研究在随机环境下,基于bandit和全信息反馈的差分隐私在线学习问题。针对差分隐私随机bandit,我们提出了基于UCB和Thompson Sampling的任意时刻算法,达到了最优的 $O \left(\sum_{j: Δ_j>0} \frac{\ln(T)}{\min \left\{Δ_j, ε\right\}} \right)$ 实例依赖遗憾界,其中 $T$ 是有限学习视野,$Δ_j$ 表示最优臂与次优臂 $j$ 之间的次优性间隙,$ε$ 是隐私参数。对于具有随机奖励的差分隐私全信息设置,我们证明了 $Ω\left(\frac{\ln(K)}{\min \left\{Δ_{\min}, ε\right\}} \right)$ 实例依赖遗憾下界和 $Ω\left(\sqrt{T\ln(K)} + \frac{\ln(K)}ε\right)$ 极小化下界,其中 $K$ 是动作总数,$Δ_{\min}$ 表示所有次优动作中的最小次优性间隙。对于相同的差分隐私全信息设置,我们还提出了一种 $ε$-差分隐私算法,其实例依赖遗憾和最坏情况遗憾在额外的 $\log(T)$ 因子内分别匹配了我们的下界。

英文摘要:

In this paper, we study differentially private online learning problems in a stochastic environment under both bandit and full information feedback. For differentially private stochastic bandits, we propose both UCB and Thompson Sampling-based algorithms that are anytime and achieve the optimal $O \left(\sum_{j: Δ_j>0} \frac{\ln(T)}{\min \left\{Δ_j, ε\right\}} \right)$ instance-dependent regret bound, where $T$ is the finite learning horizon, $Δ_j$ denotes the suboptimality gap between the optimal arm and a suboptimal arm $j$, and $ε$ is the required privacy parameter. For the differentially private full information setting with stochastic rewards, we show an $Ω\left(\frac{\ln(K)}{\min \left\{Δ_{\min}, ε\right\}} \right)$ instance-dependent regret lower bound and an $Ω\left(\sqrt{T\ln(K)} + \frac{\ln(K)}ε\right)$ minimax lower bound, where $K$ is the total number of actions and $Δ_{\min}$ denotes the minimum suboptimality gap among all the suboptimal actions. For the same differentially private full information setting, we also present an $ε$-differentially private algorithm whose instance-dependent regret and worst-case regret match our respective lower bounds up to an extra $\log(T)$ factor.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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