Corpus ID: 229349126

Projection-Free Bandit Optimization with Privacy Guarantees

@inproceedings{Ene2021ProjectionFreeBO,
  title={Projection-Free Bandit Optimization with Privacy Guarantees},
  author={Alina Ene and Huy L. Nguyen and Adrian Vladu},
  booktitle={AAAI},
  year={2021}
}
We design differentially private algorithms for the bandit convex optimization problem in the projection-free setting. This setting is important whenever the decision set has a complex geometry, and access to it is done efficiently only through a linear optimization oracle, hence Euclidean projections are unavailable (e.g. matroid polytope, submodular base polytope). This is the first differentially-private algorithm for projection-free bandit optimization, and in fact our bound matches the… Expand
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