Private online learning and prediction for Littlestone classes

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Article Summary

We study mistake bounds for differentially private online learning and online prediction under oblivious realisable adversaries. Online learning requires the learner to release a hypothesis at each time step whereas in online prediction, the learner only needs to make predictions without releasing a hypothesis. Using a novel lower bound for private online learning and an upper bound for private prediction, we show that the sample complexity of these two problems are separated by a factor that grows with the time horizon for every class of finite Littlestone dimension $d$. First, we prove that every $\br{ε,δ}$-private online learner has a deterministic realisable stream of length $T$ on which the mistake bound is at least $\bE\bs{M_T}=\Om{\frac dε\log\br{ T}^{2/3}}$. In particular, this is the first non-trivial lower in the range $1/T<δ<1/\log T)$ left open in earlier works[SR22,DSS24,LWY24]. Second, we prove that for every class of of Littlestone dimension $d$, there exists an $(ε,δ)$-jointly private predictor with at most $2^{2^{cd^2}}ε^{-2}\log^2\br{2/\br{εδ}}$ expected mistakes, independently of $T$, for some absolute constant $c>0$. Thus, for every fixed class of finite Littlestone dimension when $δ=Θ\br{1/\log T}$, private learning requires $\Om{\br{\log T}^{2/3}}$ expected mistakes, whereas private prediction admits $\bigO{\br{\log\log T}^2}$.

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