Improved some of the upper bounds w.r.t the Littlestone dimension. Most significantly, we removed two exponents from the bound w.r.t general composition (now it has a single exponent rather than triple exponents). Add a figure. Other
Let~$\cH$ be a class of boolean functions and consider a {\it composed class} $\cH'$ that is derived from~$\cH$ using some arbitrary aggregation rule (for example, $\cH'$ may be the class of all 3-wise majority-votes of functions in $\cH$). We upper bound the Littlestone dimension of~$\cH'$ in terms of that of~$\cH$. As a corollary, we derive closure properties for online learning and private PAC learning.
The derived bounds on the Littlestone dimension exhibit an undesirable exponential dependence. For private learning, we prove close to optimal bounds that circumvents this suboptimal dependency. The improved bounds on the sample complexity of private learning are derived algorithmically via transforming a private learner for the original class $\cH$ to a private learner for the composed class~$\cH'$. Using the same ideas we show that any ({\em proper or improper}) private algorithm that learns a class of functions $\cH$ in the realizable case (i.e., when the examples are labeled by some function in the class) can be transformed to a private algorithm that learns the class $\cH$ in the agnostic case.
A recent line of work has shown a qualitative equivalence between differentially private PAC learning and online learning: A concept class is privately learnable if and only if it is online learnable with a finite mistake bound. However, both directions of this equivalence incur significant losses in both sample and computational efficiency. Studying a special case of this connection, Gonen, Hazan, and Moran (NeurIPS 2019) showed that uniform or highly sample-efficient pure-private learners can be time-efficiently compiled into online learners. We show that, assuming the existence of one-way f…
National University of Defense Technology（国防科技大学）；University of Rochester（罗切斯特大学）；Tencent AI Lab（腾讯人工智能实验室）
Decentralized Online Learning (online learning in decentralized networks) attracts more and more attention, since it is believed that Decentralized Online Learning can help the data providers cooperatively better solve their online problems without sharing their private data to a third party or other providers. Typically, the cooperation is achieved by letting the data providers exchange their models between neighbors, e.g., recommendation model. However, the best regret bound for a decentralized online learning algorithm is $\Ocal{n\sqrt{T}}$, where $n$ is the number of nodes (or users) and $…
We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from experts, we design new algorithms that obtain near-optimal regret ${O} \big( \varepsilon^{-1} \log^{1.5}{d} \big)$ where $d$ is the number of experts. This significantly improves over the best existing regret bounds for the DP non-realizable setting which are ${O} \big( \varepsilon^{-1} \min\big\{d, T^{1/3}\log d\big\} \big)$. We also develop an adaptive algor…
The Hong Kong University of Science and Technology（香港科技大学）
Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially. We also consider the continual release model where parameters related to private information are updated and released upon each new data, often known as the online algorithms. Despite that numerous algorithms have been developed to achieve the optimal excess risks in different $\ell_p$ norm geometries, yet none of the existing ones can be adapted to the str…
Data-driven algorithm design, that is, choosing the best algorithm for a specific application, is a crucial problem in modern data science. Practitioners often optimize over a parameterized algorithm family, tuning parameters based on problems from their domain. These procedures have historically come with no guarantees, though a recent line of work studies algorithm selection from a theoretical perspective. We advance the foundations of this field in several directions: we analyze online algorithm selection, where problems arrive one-by-one and the goal is to minimize regret, and private algo…
We consider the problem of online classification under a privacy constraint. In this setting a learner observes sequentially a stream of labelled examples $(x_t, y_t)$, for $1 \leq t \leq T$, and returns at each iteration $t$ a hypothesis $h_t$ which is used to predict the label of each new example $x_t$. The learner's performance is measured by her regret against a known hypothesis class $\mathcal{H}$. We require that the algorithm satisfies the following privacy constraint: the sequence $h_1, \ldots, h_T$ of hypotheses output by the algorithm needs to be an $(ε, δ)$-differentially private fu…
Optimal Gap-Dependent Regret for Private Stochastic Decision-Theoretic Online Learning
School of Electrical Engineering and Computer Science University of Ottawa（电气工程与计算机科学学院，渥太华大学）；School of Mathematics University of Bristol（数学学院，布里斯托尔大学）
针对完全信息、事件级纯差分隐私的随机决策理论在线学习，提出一种无水平线的纯差分隐私算法，并证明遗憾界为O(log K / Δ_min + log K / ε)。
IBM Quantum（IBM量子）；IBM T.J. Watson Research Center（IBM托马斯·J·沃森研究中心）；Stanford University（斯坦福大学）
Learning an unknown $n$-qubit quantum state $ρ$ is a fundamental challenge in quantum computing. Information-theoretically, it is known that tomography requires exponential in $n$ many copies of $ρ$ to estimate it up to trace distance. Motivated by computational learning theory, Aaronson et al. introduced many (weaker) learning models: the PAC model of learning states (Proceedings of Royal Society A'07), shadow tomography (STOC'18) for learning "shadows" of a state, a model that also requires learners to be differentially private (STOC'19) and the online model of learning states (NeurIPS'18). …
Oregon State University（俄勒冈州立大学）；University of Virginia（弗吉尼亚大学）
Bandit algorithms have become a reference solution for interactive recommendation. However, as such algorithms directly interact with users for improved recommendations, serious privacy concerns have been raised regarding its practical use. In this work, we propose a differentially private linear contextual bandit algorithm, via a tree-based mechanism to add Laplace or Gaussian noise to model parameters. Our key insight is that as the model converges during online update, the global sensitivity of its parameters shrinks over time (thus named dynamic global sensitivity). Compared with existing …
We show a generic reduction from multiclass differentially private PAC learning to binary private PAC learning. We apply this transformation to a recently proposed binary private PAC learner to obtain a private multiclass learner with sample complexity that has a polynomial dependence on the multiclass Littlestone dimension and a poly-logarithmic dependence on the number of classes. This yields an exponential improvement in the dependence on both parameters over learners from previous work. Our proof extends the notion of $Ψ$-dimension defined in work of Ben-David et al. [JCSS '95] to the onli…
We study the relationship between the notions of differentially private learning and online learning in games. Several recent works have shown that differentially private learning implies online learning, but an open problem of Neel, Roth, and Wu \cite{NeelAaronRoth2018} asks whether this implication is {\it efficient}. Specifically, does an efficient differentially private learner imply an efficient online learner? In this paper we resolve this open question in the context of pure differential privacy. We derive an efficient black-box reduction from differentially private learning to online l…
Online learning, in the mistake bound model, is one of the most fundamental concepts in learning theory. Differential privacy, instead, is the most widely used statistical concept of privacy in the machine learning community. It is thus clear that defining learning problems that are online differentially privately learnable is of great interest. In this paper, we pose the question on if the two problems are equivalent from a learning perspective, i.e., is privacy for free in the online learning framework?
Alon et al. [2019] and Bun et al. [2020] recently showed that online learnability and private PAC learnability are equivalent in binary classification. We investigate whether this equivalence extends to multi-class classification and regression. First, we show that private learnability implies online learnability in both settings. Our extension involves studying a novel variant of the Littlestone dimension that depends on a tolerance parameter and on an appropriate generalization of the concept of threshold functions beyond binary classification. Second, we show that while online learnability …
Carnegie Mellon University（卡内基梅隆大学）；University of California, Irvine（加利福尼亚大学欧文分校）
In this paper, we resolve many of the key algorithmic questions regarding robustness, memory efficiency, and differential privacy of tensor decomposition. We propose simple variants of the tensor power method which enjoy these strong properties. We present the first guarantees for online tensor power method which has a linear memory requirement. Moreover, we present a noise calibrated tensor power method with efficient privacy guarantees. At the heart of all these guarantees lies a careful perturbation analysis derived in this paper which improves up on the existing results significantly.
We develop a new reduction that converts any online convex optimization algorithm suffering $O(\sqrt{T})$ regret into an $ε$-differentially private stochastic convex optimization algorithm with the optimal convergence rate $\tilde O(1/\sqrt{T} + \sqrt{d}/εT)$ 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.
Microsoft Research India（微软研究院印度）；University of Texas at Austin（得克萨斯大学奥斯汀分校）；Pennsylvania State University（宾夕法尼亚州立大学）
In this paper, we consider the problem of preserving privacy in the online learning setting. We study the problem in the online convex programming (OCP) framework---a popular online learning setting with several interesting theoretical and practical implications---while using differential privacy as the formal privacy measure. For this problem, we distill two critical attributes that a private OCP algorithm should have in order to provide reasonable privacy as well as utility guarantees: 1) linearly decreasing sensitivity, i.e., as new data points arrive their effect on the learning model decr…
Boston University（波士顿大学）；Tel Aviv University（特拉维夫大学）；Google AI Princeton（谷歌AI普林斯顿）；Princeton University（普林斯顿大学）
We prove that every concept class with finite Littlestone dimension can be learned by an (approximate) differentially-private algorithm. This answers an open question of Alon et al. (STOC 2019) who proved the converse statement (this question was also asked by Neel et al.~(FOCS 2019)). Together these two results yield an equivalence between online learnability and private PAC learnability. We introduce a new notion of algorithmic stability called "global stability" which is essential to our proof and may be of independent interest. We also discuss an application of our results to boosting the …
In this paper we develop the first algorithms for online submodular minimization that preserve differential privacy under full information feedback and bandit feedback. A sequence of $T$ submodular functions over a collection of $n$ elements arrive online, and at each timestep the algorithm must choose a subset of $[n]$ before seeing the function. The algorithm incurs a cost equal to the function evaluated on the chosen set, and seeks to choose a sequence of sets that achieves low expected regret. Our first result is in the full information setting, where the algorithm can observe the entire f…
Huazhong University of Science and Technology（华中科技大学）；Georgia Tech（佐治亚理工学院）
Online learning has been in the spotlight from the machine learning society for a long time. To handle massive data in Big Data era, one single learner could never efficiently finish this heavy task. Hence, in this paper, we propose a novel distributed online learning algorithm to solve the problem. Comparing to typical centralized online learner, the distributed learners optimize their own learning parameters based on local data sources and timely communicate with neighbors. However, communication may lead to a privacy breach. Thus, we use differential privacy to preserve the privacy of learn…
Practical and pervasive needs for robustness and privacy in algorithms have inspired the design of online adversarial and differentially private learning algorithms. The primary quantity that characterizes learnability in these settings is the Littlestone dimension of the class of hypotheses [Ben-David et al., 2009, Alon et al., 2019]. This characterization is often interpreted as an impossibility result because classes such as linear thresholds and neural networks have infinite Littlestone dimension. In this paper, we apply the framework of smoothed analysis [Spielman and Teng, 2004], in whic…
University of Oxford（牛津大学）；University of Notre Dame（圣母大学）
Deep learning (DL) has recently emerged as a candidate for closure modeling of large-eddy simulation (LES) of turbulent flows. High-fidelity training data is typically limited: it is computationally costly (or even impossible) to numerically generate at high Reynolds numbers, while experimental data is also expensive to produce and might only include sparse/aggregate flow measurements. Thus, only a relatively small number of geometries and physical regimes will realistically be included in any training dataset. Limited data can lead to overfitting and therefore inaccurate predictions for geome…
Tel Aviv University（特拉维夫大学）；Google Research（谷歌研究院）；Technion（以色列理工学院）；Georgetown University（乔治城大学）
In this work we introduce an interactive variant of joint differential privacy towards handling online processes in which existing privacy definitions seem too restrictive. We study basic properties of this definition and demonstrate that it satisfies (suitable variants) of group privacy, composition, and post processing. We then study the cost of interactive joint privacy in the basic setting of online classification. We show that any (possibly non-private) learning rule can be effectively transformed to a private learning rule with only a polynomial overhead in the mistake bound. This demons…
Given a real-valued hypothesis class $\mathcal{H}$, we investigate under what conditions there is a differentially private algorithm which learns an optimal hypothesis from $\mathcal{H}$ given i.i.d. data. Inspired by recent results for the related setting of binary classification (Alon et al., 2019; Bun et al., 2020), where it was shown that online learnability of a binary class is necessary and sufficient for its private learnability, Jung et al. (2020) showed that in the setting of regression, online learnability of $\mathcal{H}$ is necessary for private learnability. Here online learnabili…
Huazhong University of Science and Technology（华中科技大学）；University of Florida（佛罗里达大学）
With the rapid growth in multimedia services and the enormous offers of video contents in online social networks, users have difficulty in obtaining their interests. Therefore, various personalized recommendation systems have been proposed. However, they ignore that the accelerated proliferation of social media data has led to the big data era, which has greatly impeded the process of video recommendation. In addition, none of them has considered both the privacy of users' contexts (e,g., social status, ages and hobbies) and video service vendors' repositories, which are extremely sensitive an…
Georgia Institute of Technology（佐治亚理工学院）；University of Waterloo（滑铁卢大学）
In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed. Thus the problem of False Discovery Rate (FDR) control is to find a procedure for testing multiple hypotheses that accounts for this effect in determining the set of hypotheses to reject. The goal is to minimize the number (or fraction) of false discoveries, while maintaining a high true positive rate (i.e., correct discoveries). In this work, we study False …
Differentially Private Online Bayesian Estimation With Adaptive Truncation
Sabancı University（萨班哲大学）；Faculty of Engineering and Natural Sciences, Sabancı University（萨班哲大学工程与自然科学学院）；Center of Excellence in Data Analytics (VERİM), Sabancı University（萨班哲大学数据分析卓越中心（VERİM））
Oxford Robotics Institute, University of Oxford（牛津大学牛津机器人研究所）
In this paper, we present a factor-graph LiDAR-SLAM system which incorporates a state-of-the-art deeply learned feature-based loop closure detector to enable a legged robot to localize and map in industrial environments. These facilities can be badly lit and comprised of indistinct metallic structures, thus our system uses only LiDAR sensing and was developed to run on the quadruped robot's navigation PC. Point clouds are accumulated using an inertial-kinematic state estimator before being aligned using ICP registration. To close loops we use a loop proposal mechanism which matches individual …
Huazhong University of Science & Technology（华中科技大学）；Peking University（北京大学）；Northwestern Polytechnical University（西北工业大学）；National University of Singapore（新加坡国立大学）
With the rapid growth of Internet technologies, cloud computing and social networks have become ubiquitous. An increasing number of people participate in social networks and massive online social data are obtained. In order to exploit knowledge from copious amounts of data obtained and predict social behavior of users, we urge to realize data mining in social networks. Almost all online websites use cloud services to effectively process the large scale of social data, which are gathered from distributed data centers. These data are so large-scale, high-dimension and widely distributed that we …
Gamers Private Network (GPN) is a client/server technology that guarantees a connection for online video games that is more reliable and lower latency than a standard internet connection. Users of the GPN technology benefit from a stable and high-quality gaming experience for online games, which are hosted and played across the world. After transforming a massive volume of raw networking data collected by WTFast, we have structured the cleaned data into a special-purpose data warehouse and completed the extensive analysis using machine learning and neural nets technologies, and business intell…
The Gamer's Private Network (GPN) is a client/server technology created by WTFast for making the network performance of online games faster and more reliable. GPN s use middle-mile servers and proprietary algorithms to better connect online video-game players to their game's servers across a wide-area network. Online games are a massive entertainment market and network latency is a key aspect of a player's competitive edge. This market means many different approaches to network architecture are implemented by different competing companies and that those architectures are constantly evolving. E…
In this paper, we study the non-stationary online second price auction problem. We assume that the seller is selling the same type of items in $T$ rounds by the second price auction, and she can set the reserve price in each round. In each round, the bidders draw their private values from a joint distribution unknown to the seller. Then, the seller announced the reserve price in this round. Next, bidders with private values higher than the announced reserve price in that round will report their values to the seller as their bids. The bidder with the highest bid larger than the reserved price w…
