Abstract:
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(ε−1poly(logd)) 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(ε−1min{d,√Tlogd}). We also develop an adaptive algorithm for the small-loss setting with regret (L⋆+ε−1)⋅O(poly(logd)) where L⋆ is the total loss of the best expert. Additionally, we consider DP online convex optimization in the realizable setting and propose an algorithm with near-optimal regret O(ε−1poly(d)), as well as an algorithm for the smooth case with regret O((√Td/ε)2/3), both significantly improving over existing bounds in the non-realizable regime.
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