2025
Connecting Thompson Sampling and UCB: Towards More Efficient Trade-offs Between Privacy and Regret
ICML 2025poster
We address differentially private stochastic bandit problems by leveraging Thompson Sampling with Gaussian priors and Gaussian differential privacy (GDP). We propose DP-TS-UCB, a novel parametrized private algorithm that enables trading off privacy and regret. DP-TS-UCB satisfies $ \tilde{O} \l…