Improved regret bounds in tabular RL under local differential privacy
Hugo Richard
Abstract
We study regret minimization for time-homogeneous episodic tabular reinforcement learning with $S$ states and $A$ actions under non-interactive $ε$-local differential privacy (LDP). In each episode $k \in [K]$, the decision-maker sends a policy to a user, the user executes the policy for $H$ steps, and sends an $ε$-locally differentially private message back to the decision-maker. When $H=1$, the problem reduces to an LDP contextual bandit with $S$ contexts, $A$ arms and horizon $K$. We prove that the minimax regret is $\min\bigg(K, \frac{ \sqrt{\max( S, \exp(ε) + 1) S A K (\exp(ε) + 1)}}{\exp(ε) - 1}\bigg)$, up to constants and a $\sqrt{\log(A)}$ factor. The upper bound is achieved by an adaptation of EXP3 and a unary encoding mechanism. When $H > 1$, and for small $ε$, we show a lower bound in $Ω(HS\frac{\sqrt{A K}}ε)$ and an upper bound in $\tilde{O}(H^2 S^2 \frac{\sqrt{ AK}}ε)$. The upper bound is achieved by an algorithm based on UCBVI and a unary encoding mechanism. For small $ε$, these bounds improve the previously known lower bound by a factor $\sqrt{S}$ and the previously known upper bound by a factor of $H \sqrt{A}$.