Locally Differentially Private Reinforcement Learning for Linear Mixture Markov Decision Processes
Reinforcement learning (RL) algorithms can be used to provide personalized services, which rely on users' private and sensitive data. To protect the users' privacy, privacy-preserving RL algorithms are in demand. In this paper, we study RL with linear function approximation and local differential privacy (LDP) guarantees. We propose a novel (ε, δ)-LDP algorithm for learning a class of Markov decision processes (MDPs) dubbed linear mixture MDPs, and obtains an 𝒪̃( d^5/4H^7/4T^3/4(log(1/δ))^1/4√(1/ε)) regret, where d is the dimension of feature mapping, H is the length of the planning horizon, and T is the number of interactions with the environment. We also prove a lower bound Ω(dH√(T)/(e^ε(e^ε-1))) for learning linear mixture MDPs under ε-LDP constraint. Experiments on synthetic datasets verify the effectiveness of our algorithm. To the best of our knowledge, this is the first provable privacy-preserving RL algorithm with linear function approximation.
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