On The Differential Privacy of Thompson Sampling With Gaussian Prior

24 Jun 2018Aristide C. Y. TossouChristos Dimitrakakis

We show that Thompson Sampling with Gaussian Prior as detailed by Algorithm 2 in (Agrawal & Goyal, 2013) is already differentially private. Theorem 1 show that it enjoys a very competitive privacy loss of only $\mathcal{O}(\ln^2 T)$ after T rounds... (read more)

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