# Differentially Private Kernelized Contextual Bandits

arXiv: https://arxiv.org/abs/2501.07046 · HTML: https://mlsanity.com/paper/2501.07046/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 32 references that are in the map.
- First posted on arXiv 13 Jan 2025.

## Builds on (most cited first, 27 of 27)

- [On Kernelized Multi-armed Bandits](https://mlsanity.com/paper/1704.00445/) (2017)
- [Finite-Time Analysis of Kernelised Contextual Bandits](https://mlsanity.com/paper/1309.6869/) (2013)
- [On Information Gain and Regret Bounds in Gaussian Process Bandits](https://mlsanity.com/paper/2009.06966/) (2020)
- [Differentially-Private Federated Linear Bandits](https://mlsanity.com/paper/2010.11425/) (2020)
- [Lower Bounds on Regret for Noisy Gaussian Process Bandit Optimization](https://mlsanity.com/paper/1706.00090/) (2017)
- [Gaussian Process Bandit Optimization with Few Batches](https://mlsanity.com/paper/2110.07788/) (2021)
- [Optimal Order Simple Regret for Gaussian Process Bandits](https://mlsanity.com/paper/2108.09262/) (2021)
- [Locally Differentially Private (Contextual) Bandits Learning](https://mlsanity.com/paper/2006.00701/) (2020)
- [A Domain-Shrinking based Bayesian Optimization Algorithm with Order-Optimal Regret Performance](https://mlsanity.com/paper/2010.13997/) (2020)
- [Differentially Private Federated Bayesian Optimization with Distributed Exploration](https://mlsanity.com/paper/2110.14153/) (2021)
- [Generalized Linear Bandits with Local Differential Privacy](https://mlsanity.com/paper/2106.03365/) (2021)
- [Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming](https://mlsanity.com/paper/2004.11408/) (2020)
- [When Privacy Meets Partial Information: A Refined Analysis of Differentially Private Bandits](https://mlsanity.com/paper/2209.02570/) (2022)
- [On the Sublinear Regret of GP-UCB](https://mlsanity.com/paper/2307.07539/) (2023)
- [Local Differential Privacy for Bayesian Optimization](https://mlsanity.com/paper/2010.06709/) (2020)
- [Differentially Private Stochastic Linear Bandits: (Almost) for Free](https://mlsanity.com/paper/2207.03445/) (2022)
- [Contexts can be Cheap: Solving Stochastic Contextual Bandits with Linear Bandit Algorithms](https://mlsanity.com/paper/2211.05632/) (2022)
- [Improved Convergence Rates for Sparse Approximation Methods in Kernel-Based Learning](https://mlsanity.com/paper/2202.04005/) (2022)
- [Privacy Amplification via Shuffling for Linear Contextual Bandits](https://mlsanity.com/paper/2112.06008/) (2021)
- [Multi-Scale Zero-Order Optimization of Smooth Functions in an RKHS](https://mlsanity.com/paper/2005.04832/) (2020)
- [Private Outsourced Bayesian Optimization](https://mlsanity.com/paper/2010.12799/) (2020)
- [On Differentially Private Federated Linear Contextual Bandits](https://mlsanity.com/paper/2302.13945/) (2023)
- [Distributed Contextual Linear Bandits with Minimax Optimal Communication Cost](https://mlsanity.com/paper/2205.13170/) (2022)
- [Differentially Private Bayesian Optimization](https://mlsanity.com/paper/1501.04080/) (2015)
- [Online learning with kernel losses](https://mlsanity.com/paper/1802.09732/) (2018)
- [Federated Linear Contextual Bandits with User-level Differential Privacy](https://mlsanity.com/paper/2306.05275/) (2023)
- [No-Regret Algorithms for Private Gaussian Process Bandit Optimization](https://mlsanity.com/paper/2102.12467/) (2021)

## Built on by (most cited first, 3 of 3)

- [Optimal Regret of Bernoulli Bandits under Global Differential Privacy](https://mlsanity.com/paper/2505.05613/) (2025)
- [Differential Privacy in Kernelized Contextual Bandits via Random Projections](https://mlsanity.com/paper/2507.13639/) (2025)
- [Locally Differentially Private Thresholding Bandits](https://mlsanity.com/paper/2507.23073/) (2025)

## Abstract (arXiv)

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint differential privacy, where the agents needs to ensure that the sequence of query points is differentially private with respect to both the sequence of contexts and rewards. We propose a novel algorithm that improves upon the state of the art and achieves an error rate of Oleft(√fracγTT + fracγTT varepsilonright) after T queries for a large class of kernel families, where γT represents the effective dimensionality of the kernel and varepsilon > 0 is the privacy parameter. Our results are based on a novel estimator for the reward function that simultaneously enjoys high utility along with a low-sensitivity to observed rewards and contexts, which is crucial to obtain an order optimal learning performance with improved dependence on the privacy parameter.
