Private Online Learning via Lazy Algorithms
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866909504797409280 |
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| author | Asi, Hilal Koren, Tomer Liu, Daogao Talwar, Kunal |
| author_facet | Asi, Hilal Koren, Tomer Liu, Daogao Talwar, Kunal |
| contents | We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private algorithms. We apply our transformation for differentially private OPE and OCO using existing lazy algorithms for these problems. Our final algorithms obtain regret, which significantly improves the regret in the high privacy regime $\varepsilon \ll 1$, obtaining $\sqrt{T \log d} + T^{1/3} \log(d)/\varepsilon^{2/3}$ for DP-OPE and $\sqrt{T} + T^{1/3} \sqrt{d}/\varepsilon^{2/3}$ for DP-OCO. We also complement our results with a lower bound for DP-OPE, showing that these rates are optimal for a natural family of low-switching private algorithms. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_03620 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Private Online Learning via Lazy Algorithms Asi, Hilal Koren, Tomer Liu, Daogao Talwar, Kunal Machine Learning Cryptography and Security Data Structures and Algorithms Optimization and Control We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private algorithms. We apply our transformation for differentially private OPE and OCO using existing lazy algorithms for these problems. Our final algorithms obtain regret, which significantly improves the regret in the high privacy regime $\varepsilon \ll 1$, obtaining $\sqrt{T \log d} + T^{1/3} \log(d)/\varepsilon^{2/3}$ for DP-OPE and $\sqrt{T} + T^{1/3} \sqrt{d}/\varepsilon^{2/3}$ for DP-OCO. We also complement our results with a lower bound for DP-OPE, showing that these rates are optimal for a natural family of low-switching private algorithms. |
| title | Private Online Learning via Lazy Algorithms |
| topic | Machine Learning Cryptography and Security Data Structures and Algorithms Optimization and Control |
| url | https://arxiv.org/abs/2406.03620 |