Differentially Private High Dimensional Bandits
- URL: http://arxiv.org/abs/2402.03737v1
- Date: Tue, 6 Feb 2024 06:10:46 GMT
- Title: Differentially Private High Dimensional Bandits
- Authors: Apurv Shukla
- Abstract summary: We present PrivateLASSO, a differentially private LASSO bandit algorithm.
PrivateLASSO is based on two sub-routines: (i) a sparse hard-thresholding-based privacy mechanism and (ii) an episodic thresholding rule for identifying the support of the parameter $theta$.
- Score: 1.3597551064547502
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: We consider a high-dimensional stochastic contextual linear bandit problem
when the parameter vector is $s_{0}$-sparse and the decision maker is subject
to privacy constraints under both central and local models of differential
privacy. We present PrivateLASSO, a differentially private LASSO bandit
algorithm. PrivateLASSO is based on two sub-routines: (i) a sparse
hard-thresholding-based privacy mechanism and (ii) an episodic thresholding
rule for identifying the support of the parameter $\theta$. We prove minimax
private lower bounds and establish privacy and utility guarantees for
PrivateLASSO for the central model under standard assumptions.
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