提出隐私保护核上下文老虎机新算法,兼顾精度与隐私。
Differential Privacy in Kernelized Contextual Bandits via Random Projections
- 用随机投影结合私有协方差估计,降低隐私敏感度。
- 在时间跨度T内,累积损失逼近最优水平,隐私参数ε越小效果越优。
- 适合需保护用户数据隐私的推荐系统或个性化决策场景。
研究具有随机上下文的核上下文老虎机问题,其中奖励函数属于已知再生核希尔伯特空间。在此基础上引入差分隐私约束,要求查询点序列对上下文和奖励序列均满足差分隐私。提出一种新算法,在联合模型和本地模型下分别实现$ ilde{ ext{O}}(\ oot\of{γ_T T} + \frac{γ_T}{\varepsilon_{\mathrm{DP}}})$和$ ilde{ ext{O}}(\root\of{γ_T T} + \frac{γ_T\sqrt{T}}{\varepsilon_{\mathrm{DP}}})$的累积遗憾,其中$γ_T$为核的有效维度,$\varepsilon_{\mathrm{DP}} > 0$为隐私参数。核心是新型私有核岭回归估计器,通过结合私有协方差估计与私有随机投影,显著降低敏感度同时保持高预测精度,从而实现当前最优性能保证。
原文摘要 · Abstract (English)
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.
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