arXiv · 2210.06593
Differentially Private Online-to-Batch for Smooth Losses
Abstract
We develop a new reduction that converts any online convex optimization algorithm suffering $O(\sqrt{T})$ regret into an $\epsilon$-differentially private stochastic convex optimization algorithm with the optimal convergence rate $\tilde O(1/\sqrt{T} + \sqrt{d}/\epsilon T)$ on smooth losses in linear time, forming a direct analogy to the classical non-private "online-to-batch" conversion. By applying our techniques to more advanced adaptive online algorithms, we produce adaptive differentially private counterparts whose convergence rates depend on apriori unknown variances or parameter norms.
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Qinzi Zhang, Hoang Tran, Ashok Cutkosky. 2022-10-12. Differentially Private Online-to-Batch for Smooth Losses. https://arxiv.org/abs/2210.06593
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