提出更优的差分隐私伯努利老虎机算法,首次实现理论上最优后悔率。
Optimal Regret of Bernoulli Bandits under Global Differential Privacy
- 设计基于拉普拉斯噪声的统一算法框架,分阶段运行并保障全局差分隐私。
- 新推导的伯努利变量浓度不等式使算法后悔率逼近理论下界。
- 证明遗忘历史奖励非必要,适用于关注隐私保护的在线决策场景。
随着顺序学习算法在现实中的广泛应用,如何在保持算法效用的同时确保数据隐私成为关键问题。本文研究在ε-全局差分隐私(DP)约束下的伯努利老虎机问题。此前,该场景下最优后悔率的上下界仅在阶数上匹配,存在显著差距。本文首次证明了一个更紧的后悔率下界,引入了刻画全局DP难度的新信息论量。随后,针对两种渐近最优的老虎机算法(DP-KLUCB与DP-IMED),提出统一的隐私版本:采用依赖于臂的分阶段运行机制,并添加拉普拉斯噪声以满足隐私要求。对于伯努利老虎机,分析表明其后悔率可渐近匹配新下界,常数项任意接近1。这一结果反驳了‘遗忘历史奖励是实现最优隐私算法的必要条件’的猜想。核心贡献是一类新的伯努利变量在拉普拉斯机制下的集中不等式,为差分隐私文献提供了更紧密的联合分析工具。
原文摘要 · Abstract (English)
As sequential learning algorithms are increasingly applied to real life, ensuring data privacy while maintaining their utilities emerges as a timely question. In this context, regret minimisation in stochastic bandits under $ε$-global Differential Privacy (DP) has been widely studied. Unlike bandits without DP, there is a significant gap between the best-known regret lower and upper bound in this setting, though they "match" in order. Thus, we revisit the regret lower and upper bounds of $ε$-global DP algorithms for Bernoulli bandits and improve both. First, we prove a tighter regret lower bound involving a novel information-theoretic quantity characterising the hardness of $ε$-global DP in stochastic bandits. Our lower bound strictly improves on the existing ones across all $ε$ values. Then, we choose two asymptotically optimal bandit algorithms, i.e. DP-KLUCB and DP-IMED, and propose their DP versions using a unified blueprint, i.e., (a) running in arm-dependent phases, and (b) adding Laplace noise to achieve privacy. For Bernoulli bandits, we analyse the regrets of these algorithms and show that their regrets asymptotically match our lower bound up to a constant arbitrary close to 1. This refutes the conjecture that forgetting past rewards is necessary to design optimal bandit algorithms under global DP. At the core of our algorithms lies a new concentration inequality for sums of Bernoulli variables under Laplace mechanism, which is a new DP version of the Chernoff bound. This result is universally useful as the DP literature commonly treats the concentrations of Laplace noise and random variables separately, while we couple them to yield a tighter bound.
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