Private Online Learning against an Adaptive Adversary: Realizable and Agnostic Settings

We revisit the problem of private online learning, in which a learner receives a sequence of $T$ data points and has to respond at each time-step a hypothesis. It is required that the entire stream of output hypotheses should satisfy differential privacy. Prior work of Golowich and Livni [2021] established that every concept class $\mathcal{H}$ with finite Littlestone dimension $d$ is privately online learnable in the realizable setting. In particular, they proposed an algorithm that achieves an $O_{d}(\log T)$ mistake bound against an oblivious adversary. However, their approach yields a suboptimal $\tilde{O}\_{d}(\sqrt{T})$ bound against an adaptive adversary. In this work, we present a new algorithm with a mistake bound of $O_{d}(\log T)$ against an adaptive adversary, closing this gap. We further investigate the problem in the agnostic setting, which is more general than the realizable setting as it does not impose any assumptions on the data. We give an algorithm that obtains a sublinear regret of $\tilde{O}_d(\sqrt{T})$ for generic Littlestone classes, demonstrating that they are also privately online learnable in the agnostic setting.