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Asymptotically Optimal Best Arm Identification with Fixed-Budget under Differential Privacy

NeurIPS 2026 · Federated learning and privacy › Differential privacy · approach: Privacy accounting and mechanisms · 0 citations (OpenAlex)

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Studies fixed-budget Bernoulli best-arm identification under pure epsilon-DP, derives a privacy-aware transportation exponent lower bound, and proposes AO-Pri-BAI (Laplace-tree private estimates, min-max Gibbs challenger sampling, AdaHedge allocation) claimed to match it asymptotically.

Problem

Fixed-budget best arm identification must protect the full adaptive transcript under pure epsilon-differential privacy, and the optimal error-probability decay rate under this constraint is unknown.

Approach

A privacy-aware transportation exponent with reversed argument order relative to fixed-confidence DP-BAI characteristic time, a matching-exponent algorithm combining continual-release Laplace-tree statistics, Gibbs sampling of private challengers, and AdaHedge sampling-design learning.

Key results

Surprising findings

Limitations

Experimental setup

Benchmarks: synthetic 50-arm Bernoulli instance synthetic 17-arm instance

Metrics: empirical accuracy (probability of correct recommendation)

Baselines: Uniform DP-TT-FB DP-BAI

Builds on: Track-and-Stop characteristic time (Garivier and Kaufmann) AdaHedge Laplace-tree continual release DP-BAI fixed-confidence transportation cost (Azize and Jourdan)

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