提出首个纯差分隐私下最优间隙依赖的在线学习算法。
Optimal Gap-Dependent Regret for Private Stochastic Decision-Theoretic Online Learning
- 分块时间+指数机制选择动作,实现无时长依赖的隐私保护。
- 首次达到理论下界,后悔值上界为 $\frac{\log K}{Δ_{\min}} + \frac{\log K}{\varepsilon}$。
- 适合研究隐私保障在线学习的学者,尤其关注紧致边界与机制设计。
研究全信息下具有事件级纯差分隐私的随机决策论在线学习问题。针对 Hu 与 Mehta 在 COLT 上提出的开放问题——确定在纯事件级差分隐私下的最优间隙依赖后悔率,本文针对 $K$ 个动作、损失值在 $[0,1]$ 区间且最优动作与次优动作间最小差距为 $Δ_{\min}$ 的情形,给出一个无时长依赖的纯差分隐私算法,并证明其后悔上界为 $\operatorname{Reg}_T \le 1000 \cdot \left(\frac{\log K}{Δ_{\min}} + \frac{\log K}{\varepsilon}\right)$,对任意时长 $T$ 成立。该算法将时间划分为指数增长的块,每块内固定一个动作,通过指数机制基于前一块的数据无关随机前缀选择下一动作。随机前缀将块内后悔转化为所有前缀长度上的 softmax 选择误差之和,单个熵势能论证可统一控制所有大间隙动作带来的隐私代价,成本为 $\log K / \varepsilon$。
原文摘要 · Abstract (English)
We study stochastic decision-theoretic online learning with full information and event-level pure differential privacy. A COLT open problem of Hu and Mehta asks to determine the optimal gap-dependent regret rate for stochastic decision-theoretic online learning under pure event-level differential privacy. For $K$ actions, losses in $[0,1]$, and a unique best action separated from the second-best action by gap $Δ_{\min}$, the known lower bound is of order $ \frac{\log K}{\min\{Δ_{\min},\varepsilon\}}, $ or equivalently, up to universal constants, of order \[ \frac{\log K}{Δ_{\min}}+\frac{\log K}{\varepsilon}. \] We give a horizon-free pure-DP algorithm and prove the explicit regret bound \[ \operatorname{Reg}_T \le 1000 \cdot \left(\frac{\log K}{Δ_{\min}}+\frac{\log K}{\varepsilon}\right) \] for every horizon $T$. The numerical constant is not optimized. The algorithm partitions time into blocks of exponentially increasing size, plays a single action throughout each block, and chooses the next action by an exponential mechanism applied to a data-independent random prefix of the previous block. The random prefix converts block regret into a sum, over all prefix lengths, of softmax selection errors. A single entropy-potential argument controls all privacy-dominated large-gap actions at cost $\log K/\varepsilon$.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。