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Asymptotically Optimal Best Arm Identification with Fixed-Budget under Differential Privacy
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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
- On a 50-arm synthetic instance (epsilon=0.1, 500 trials), AO-Pri-BAI clearly dominates DP-TT-FB and Uniform in moderate and large budgets, approaching perfect accuracy while DP-TT-FB plateaus around mid-0.8s.
- On a 17-arm instance with a small gap, AO-Pri-BAI achieves higher accuracy than DP-BAI once the budget is moderately large.
Surprising findings
- DP-TT-FB, a fixed-confidence method adapted to fixed budget, plateaus in accuracy as GPE updates slow down over time.
Limitations
- The upper bound is for the conditional error probability given the history, not directly the unconditional error probability, so the exponents do not establish a matching unconditional characterization.
- Results are restricted to Bernoulli rewards; extension to other reward distributions is only outlined.
- Experiments are limited to synthetic instances with a single epsilon=0.1 setting.
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)
Closest papers by meaning
- Fixed-Budget Differentially Private Best Arm Identification (ICLR 2024 · similarity 0.95)
- On the Complexity of Differentially Private Best-Arm Identification with Fixed Confidence (NeurIPS 2023 · similarity 0.94)
- Optimal Best Arm Identification under Differential Privacy (NeurIPS 2025 · similarity 0.93)
- Optimal Multi-Fidelity Best-Arm Identification (NeurIPS 2024 · similarity 0.89)
- Balancing Performance and Costs in Best Arm Identification (NeurIPS 2025 · similarity 0.88)
- Almost Minimax Optimal Best Arm Identification in Piecewise Stationary Linear Bandits (NeurIPS 2024 · similarity 0.87)
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