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Federated Online Prediction from Experts with Differential Privacy: Separations and Regret Speed-ups

NeurIPS 2024 · Federated learning and privacy › Differential privacy · approach: Private online and user-level learning · 0 citations (OpenAlex)

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Studies differentially private federated online prediction from experts against stochastic and oblivious adversaries, proposing Fed-DP-OPE-Stoch (sqrt(m) speed-up), lower bounds for general oblivious adversaries, and Fed-SVT (m-fold speed-up under low-loss expert realizability).

Problem

Differentially private online prediction from experts in a federated setting with m clients, minimizing per-client regret against stochastic or oblivious adversaries while keeping communication low.

Approach

A federated DP-FW-based algorithm where clients privatize local gradient estimates via tree mechanism and Laplace noise, and the server picks a global expert from noisy inner products (stochastic case); and a sparse-vector-based protocol where clients send per-phase accumulated losses so the server decides when to switch experts (realizable oblivious case). A policy-reduction argument yields lower

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use federated collaboration with Fed-DP-OPE-Stoch instead of the single-player Limited Updates algorithmOnline prediction from experts with stochastic adversaries · Stochastic adversariesper-client regret: $O\left( \sqrt{T\log d}+\frac{\log d \log T}{\varepsilon}\right)$ -> $O\left( \sqrt{\frac{T\log d}{m}}+\frac{\log d \logHelped
Use Fed-SVT with federated collaboration instead of single-player Sparse-VectorOnline prediction from experts with realizable oblivious adversaries · Oblivious adversaries (realizable), $\varepsilon$-DPregret: $O\left(\frac{\log T\log d+\log^2 d}{\varepsilon} \right)$ -> $O\left( \frac{\log T\log d+\log^2 d}{m\varepsilon} + N\loHelped
Collaborate across clients against general oblivious adversariesFederated online prediction from experts · Oblivious adversariesper-client regretNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: MovieLens-1M

Metrics: per-client regret

Baselines: Limited Updates Sparse-Vector

Builds on: DP-FW Limited Updates Sparse-Vector technique

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