Differentially private distributed online learning over time‐varying digraphs via dual averaging
Dongyu Han, Kun Liu, Yeming Lin, Yuanqing Xia
Abstract
Abstract This article investigates a distributed online learning problem with privacy preservation, in which the learning nodes in a distributed network aims to minimize the sum of local loss functions over time horizon . Based on the push‐sum protocol and the Laplace mechanism, we propose a differentially private distributed dual averaging algorithm for constrained distributed online learning problem over time‐varying digraphs. It is shown that the expectation of the regret of our algorithm achieves a sublinear rate of . Furthermore, we provide an analysis of differential privacy, which reveals a tradeoff between the accuracy and the privacy level of our algorithm. Finally, numerical examples are presented to validate the effectiveness of the algorithm.