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Privacy Preserving Adaptive Experiment Design

ICML 2024 · Federated learning and privacy › Differential privacy · approach: Private data analysis frameworks · 0 citations (OpenAlex)

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Proposes DP-ConSE, a differentially private contextual bandit experiment algorithm for CATE estimation that trades off regret and estimation error, matching a lower bound (regret × MSE = O(M)) while being (ε, 1/n)-anticipating-private.

Problem

Adaptive experiments estimating conditional average treatment effects (CATE) must balance regret (patient welfare) against estimation accuracy, while protecting privacy of patient data under differential privacy.

Approach

Extends a regret-vs-ATE tradeoff framework to contextual bandits with per-feature successive elimination in the first half, randomized-length RCTs in the second half, and Laplace noise on rewards and batch lengths for anticipating differential privacy; shows privacy comes at no asymptotic cost in the regret-estimation Pareto curve.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ConSE to balance regret and CATE estimation errorContextual bandit experiment · Contextual bandit experiment (CATE)regret × estimation error: \mathcal{O}(M) versus lower bound \Omega(M)Helped
Add differential privacy using DP-ConSEConSE · Contextual bandit experiment (CATE)regret × estimation error: \mathcal{O}(M)No clear effect
Vary α toward 1 (ablation)ConSE · Contextual bandit experiment (CATE)regretHelped
Vary α toward 1 (ablation)ConSE · Contextual bandit experiment (CATE)estimation error (MSE)Hurt
Vary α toward 0 (ablation)ConSE · Contextual bandit experiment (CATE)estimation error (MSE)Helped
Vary α toward 0 (ablation)ConSE · Contextual bandit experiment (CATE)regretHurt
Add differential privacyConSE · Contextual bandit experiment (CATE)asymptotic varianceNo clear effect
Use UCB or Thompson sampling instead of an exploration-heavy experiment designContextual bandit experiment · Contextual bandit experiment (CATE)estimation error (MSE): \Omega\left(\frac{M}{\log (n)}\right)Hurt

Surprising findings

Limitations

Experimental setup

Metrics: regret mean squared error of CATE estimate asymptotic normality

Baselines: ConSE (non-private) random controlled trials (RCT) UCB Thompson sampling

Builds on: ConSE (Bandit experiment regret-ATE tradeoff) anticipating differential privacy DP successive elimination tree mechanism

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