Reinforcement Learning with Differential Privacy

Part of Proceedings of the International Conference on Machine Learning 1 pre-proceedings (ICML 2020)

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Authors

Giuseppe Vietri, Borja de Balle Pigem, Akshay Krishnamurthy, Steven Wu

Abstract

<p>Motivated by high-stakes decision-making domains like personalized medicine where user information is inherently sensitive, we design privacy preserving exploration policies for episodic reinforcement learning (RL). We first provide a meaningful privacy formulation using the notion of joint differential privacy (JDP)--a strong variant of differential privacy for settings where each user receives their own sets of output (e.g., policy recommendations). We then develop a private optimism-based learning algorithm that simultaneously achieves strong PAC and regret bounds, and enjoys a JDP guarantee. Our algorithm only pays for a moderate privacy cost on exploration: in comparison to the non-private bounds, the privacy parameter only appears in lower-order terms. Finally, we present lower bounds on sample complexity and regret for reinforcement learning subject to JDP.</p>