Towards Optimal Differentially Private Regret Bounds in Linear MDPs
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Abstract (arXiv)
We study regret minimization under privacy constraints in episodic inhomogeneous linear Markov Decision Processes (MDPs), motivated by the growing use of reinforcement learning (RL) in personalized decision-making systems that rely on sensitive user data. In this setting, both transition probabilities and reward functions are assumed to be linear in a feature mapping φ(s, a), and we aim to ensure privacy through joint differential privacy (JDP), a relaxation of differential privacy suited to online learning. Prior work has established suboptimal regret bounds by privatizing the LSVI-UCB algorithm, which achieves widetildeO(√d3 H4 K) regret in the non-private setting. Building on recent advances that improve this to near minimax optimal regret widetildeO(d√H3K) via LSVI-UCB++ with Bernstein-style bonuses, we design a new differentially private algorithm by privatizing LSVI-UCB++ and adapting techniques for variance-aware analysis from offline RL. Our algorithm achieves a regret bound of widetildeO(d √H3 K + H15/4 d7/6 K1/2 / ε), improving over previous private methods. Empirical results show that our algorithm retains near-optimal utility compared to non-private baselines, indicating that privacy can be achieved with minimal performance degradation in this setting.
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 24 of its 34 references that are in the map. First posted on arXiv 12 Apr 2025.
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References · 24
- 2019Provably Efficient Reinforcement Learning with Linear Function Approximationcited by 514
- 2017Minimax Regret Bounds for Reinforcement Learningcited by 500
- 2016Concentrated Differential Privacy: Simplifications, Extensions, and Lower Boundscited by 339
- 2020Model-Based Reinforcement Learning with Value-Targeted Regressioncited by 233
- 2017Deep Reinforcement Learning framework for Autonomous Drivingcited by 224
- 2021Reinforcement learning based recommender systems: A surveycited by 187
- 2017Unifying PAC and Regret: Uniform PAC Bounds for Episodic Reinforcement Learningcited by 175
- 2016Concentrated Differential Privacycited by 139
- 2021Provably Efficient Reinforcement Learning with Linear Function Approximation Under Adaptivity Constraintscited by 124
- 2018Differentially Private Contextual Linear Banditscited by 82
- 2022Near-optimal Offline Reinforcement Learning with Linear Representation: Leveraging Variance Information with Pessimismcited by 63
- 2022Nearly Minimax Optimal Reinforcement Learning for Linear Markov Decision Processescited by 57
12 more
- 2022Computationally Efficient Horizon-Free Reinforcement Learning for Linear Mixture MDPscited by 52
- 2020Private Reinforcement Learning with PAC and Regret Guaranteescited by 51
- 2021Variance-Aware Off-Policy Evaluation with Linear Function Approximationcited by 34
- 2013Private Matchings and Allocationscited by 23
- 2021Differentially Private Regret Minimization in Episodic Markov Decision Processescited by 23
- 2022Offline Reinforcement Learning with Differential Privacycited by 19
- 2022Near-Optimal Differentially Private Reinforcement Learningcited by 16
- 2021Privately Publishable Per-instance Privacycited by 12
- 2021Differentially Private Exploration in Reinforcement Learning with Linear Representationcited by 11
- 2022Improved Regret for Differentially Private Exploration in Linear MDPcited by 8
- 2015Robust Mediators in Large Gamescited by 6
- 2024Medical Knowledge Integration into Reinforcement Learning Algorithms for Dynamic Treatment Regimescited by 3
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- 2019Privacy-preserving Q-Learning with Functional Noise in Continuous State Spaces
- 2024Preserving Expert-Level Privacy in Offline Reinforcement Learning
- 2025Towards User-level Private Reinforcement Learning with Human Feedback
- 2025Offline and Online KL-Regularized RLHF under Differential Privacy