Thompson Sampling under Bernoulli Rewards with Local Differential Privacy

This paper investigates the problem of regret minimization for multi-armed bandit (MAB) problems with local differential privacy (LDP) guarantee. Given a fixed privacy budget ε, we consider three privatizing mechanisms under Bernoulli scenario: linear, quadratic and exponential mechanisms. Under each mechanism, we derive stochastic regret bound for Thompson Sampling algorithm. Finally, we simulate to illustrate the convergence of different mechanisms under different privacy budgets.