aiqbench analysis
This paper addresses the intersection of pure-exploration bandit problems and differential privacy, deriving new theoretical bounds for error probability decay under fixed sampling budgets. The authors introduce an adaptive algorithm that leverages Laplace-tree mechanisms to simultaneously optimize statistical efficiency and privacy guarantees without sacrificing performance in non-asymptotic settings. This work advances the foundational understanding of how to balance utility and confidentiality in resource-constrained learning environments.
Asymptotically Optimal Best Arm Identification with Fixed-Budget under Differential Privacy
arXiv:2610.04600v1 Announce Type: new Abstract: Best arm identification under differential privacy is a pure-exploration problem in which both statistical efficiency and privacy protection must be achieved simultaneously. We study fixed-budget best arm identification for bandits under pure $\epsilon$-differential privacy, where the learner must recommend an arm after a prescribed sampling budget while protecting the full transcript. We prove that the optimal exponential decay rate of the error probability is upper bounded by an instance-dependent privacy-aware transportation exponent that differs from the analogous quantity used to characterize the stopping time in fixed-confidence analysis by Jourdan and Azize [2025]. Guided by this exponent, we propose AO-Pri-BAI, an adaptive algorithm that maintains private running estimates through Laplace-tree mechanisms and learns a sampling design through a min--max interaction between hard alternatives and arm allocations. We prove that AO-Pri-BAI satisfies pure $\epsilon$-differential privacy. We also establish that the exponent of the failure probability of AO-Pri-BAI matches the privacy-aware benchmark. Numerical studies show that even in the non-asymptotic setting, AO-Pri-BAI outperforms benchmark algorithms on various instances, complementing the theoretical analyses.
Abstract:Best arm identification under differential privacy is a pure-exploration problem in which both statistical efficiency and privacy protection must be achieved simultaneously. We study fixed-budget best arm identification for bandits under pure $\epsilon$-differential privacy, where the learner must recommend an arm after a prescribed sampling budget while protecting the full transcript. We prove that the optimal exponential decay rate of the error probability is upper bounded by an instance-dependent privacy-aware transportation exponent that differs from the analogous quantity used to characterize the stopping time in fixed-confidence analysis by Jourdan and Azize [2025]. Guided by this exponent, we propose AO-Pri-BAI, an adaptive algorithm that maintains private running estimates through Laplace-tree mechanisms and learns a sampling design through a min--max interaction between hard alternatives and arm allocations. We prove that AO-Pri-BAI satisfies pure $\epsilon$-differential privacy. We also establish that the exponent of the failure probability of AO-Pri-BAI matches the privacy-aware benchmark. Numerical studies show that even in the non-asymptotic setting, AO-Pri-BAI outperforms benchmark algorithms on various instances, complementing the theoretical analyses.
Machine Learning (cs.LG)
arXiv:2610.04600 [cs.LG]
(or arXiv:2610.04600v1 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2610.04600 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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Full text under the publisher's open licence · 263 words
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