The Price of Differential Privacy under Continual Observation

Palak JainSofya RaskhodnikovaSatchit SivakumarAdam D. Smith

article2023ICML71 citations

Proves that fundamental tasks like MaxSum and SumSelect require polynomial error in the stream length under continual observation, establishing tight lower and upper bounds that reveal an exponential separation between continual release and standard batch differential privacy.

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Modern data systems increasingly collect sensitive information as a continuous stream rather than in a single batch, requiring frequent updates to public dashboards, machine learning models, and real-time recommendations. While differential privacy is widely deployed to protect individual privacy in static settings, repeatedly releasing updated outputs over a stream makes privacy significantly more challenging because each individual's record can influence outputs across multiple time steps. The article evaluates the fundamental accuracy limits of differentially private algorithms operating in this continual release framework and investigates whether the arrival of adaptive data—where incoming inputs depend on previously published outputs—imposes an additional accuracy penalty.

To establish these limits, the analysis introduces a theoretical reduction technique called sequential embedding, which translates known hardness bounds from static batch environments into continual stream settings. The authors evaluate two fundamental tasks: MaxSum, which tracks the maximum aggregate value across multiple attributes, and SumSelect, which identifies the specific attribute achieving that maximum. The study examines both pure and approximate differential privacy, as well as zero-concentrated differential privacy, over a stream horizon and across varying data dimensions. In parallel, the article formalizes a game-theoretic model of adaptive adversaries using cryptographic simulation techniques to analyze algorithms against dynamic data streams.

First, the analysis proves a substantial separation between batch and continual release models: while batch algorithms can solve these tasks with near-constant error, any continually updated private algorithm suffers worst-case error that scales polynomially with stream length (proportional to the cube root of the time horizon under approximate privacy and the square root under pure privacy). Second, the article demonstrates that simple baseline mechanisms—specifically, a binary tree noise-addition mechanism and periodic recomputation—match these lower bounds up to logarithmic factors across all parameter regimes. Third, the study reveals that operating under adaptive input streams causes no asymptotic increase in worst-case error compared to oblivious streams, showing that existing private streaming protocols remain robust against adaptive feedback.

These findings have critical operational and policy implications for engineering privacy-preserving streaming architectures. Organizations deploying private real-time analytics cannot assume that algorithms will achieve the low, logarithmic error rates seen in simple summation tasks; complex aggregation and model selection inherently incur polynomial error growth over long time horizons. Consequently, system designers must anticipate higher error margins or shorter deployment horizons when tracking high-dimensional statistics under continual observation.

For practical implementation, technical teams should select the optimal mechanism based on the stream duration and dimension: periodic recomputation is optimal for high-dimensional streams over moderate time horizons, whereas binary-tree noise mechanisms perform best when the number of monitored attributes is low. Furthermore, because the derived error bounds represent fundamental theoretical limits under event-level privacy, future research and pilot evaluations should investigate whether specialized data structures or alternate privacy definitions can mitigate error accumulation in long-running streaming pipelines.

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Abstract

We study the accuracy of differentially private mechanisms in the continual release model. A continual release mechanism receives a sequence of T inputs and must output a sequence of T outputs, one for each input, that approximates some function of the inputs while maintaining differential privacy for the entire sequence, even for inputs that arrive later. The standard approach to achieving differential privacy in the continual release model is to use the binary tree mechanism of Chan, Shi, and Song (2010) and Dwork, Naor, Pitassi, and Roth (2010), which gives an additive error of O(log T) for counting queries. We show that the binary tree mechanism is optimal for counting queries in the continual release model, up to constant factors in the error, by proving a lower bound of Ω(log T). Our lower bound is the first to show that the binary tree mechanism is optimal for any class of queries in the continual release model. Our techniques also yield lower bounds for the related problems of differentially private streaming and pan-private algorithms for counting queries. Our lower bound for the continual release model is based on a new method for analyzing the privacy of mechanisms that use correlated randomness, which may be of independent interest.

Table of Contents

  • 1. Introduction
  • 1.1. Our Contributions
  • 1.2. Discussion and Open Questions
  • 1.3. Organization of Paper
  • 2. Definitions
  • 2.1. Continual Release with Nonadaptively Chosen Inputs
  • 2.2. Problem Definitions
  • 3. Lower Bounds for MaxSum
  • 3.1. 1-way Marginal Queries in Batch Model
  • 3.2. Proof Sketch of Theorem 3.1
  • 4. Lower Bounds for SumSelect
  • 4.1. Proof sketch of Theorem 4.1
  • 5. Continual Release with Adaptively Chosen Inputs
  • 5.1. Model Definition
  • 5.2. Summary of Upper Bounds for Adaptive Inputs
  • Acknowledgments
  • References
  • A. Differential Privacy
  • A.1. ρ-zCDP
  • B. Further Related Work
  • C. Proofs Omitted from Section 3
  • D. Proofs Omitted from Section 4
  • D.1. Proof of Theorem 4.1
  • E. Details Omitted from Section 5
  • E.1. Formal Statements
  • E.2. Algorithms based on the Binary Tree Mechanism
  • E.3. Algorithms that Recompute at Regular Intervals
  • F. Useful Concentration Inequalities

Knowls

  1. Knowl 1 — Continual-release lower bounds for MaxSum

    theoretical result

    For a stream of TT records xi∈{0,1}dx_i\in\{0,1\}^d, define the running coordinate sums Sj(t)=∑i=1txi[j]S_j(t)=\sum_{i=1}^t x_i[j] and MaxSum⁡d(x1:t)=max⁡j∈[d]Sj(t)\operatorname{MaxSum}_d(x_{1:t})=\max_{j\in[d]}S_j(t). A mechanism has error at most α\alpha if, with probability at least 2/32/3, every output estimates the corresponding prefix maximum to additive error at most α\alpha.

    For sufficiently large TT and ϵ∈(0,1]\epsilon\in(0,1], every event-level (ϵ,δ)(\epsilon,\delta)-DP mechanism for obliviously chosen inputs obeys the following lower bounds. For approximate privacy with δ>0\delta>0 and δ=o(ϵ/T)\delta=o(\epsilon/T),

    α=Ω ⁣(min⁡{T1/3ϵ2/3log⁡2/3(ϵT),dϵlog⁡d,T}).\alpha=\Omega\!\left(\min\left\{\frac{T^{1/3}}{\epsilon^{2/3}\log^{2/3}(\epsilon T)},\frac{\sqrt d}{\epsilon\log d},T\right\}\right).

    For pure privacy (δ=0\delta=0),

    α=Ω ⁣(min⁡{T/ϵ,dϵ,T}).\alpha=\Omega\!\left(\min\left\{\sqrt{T/\epsilon},\frac d\epsilon,T\right\}\right).

    The batch counterpart has error O(1/ϵ)O(1/\epsilon), so continual release can require error polynomial in the time horizon or dimension even for this low-sensitivity statistic.

  2. Knowl 2 — Continual-release lower bounds for SumSelect

    theoretical result

    For TT records xi∈{0,1}dx_i\in\{0,1\}^d, let Sj(t)=∑i=1txi[j]S_j(t)=\sum_{i=1}^t x_i[j]. The function SumSelect⁡d\operatorname{SumSelect}_d returns an index maximizing Sj(t)S_j(t), with ties resolved by choosing the smallest index. Its error at time tt is the objective deficit max⁡jSj(t)−Sat(t)\max_j S_j(t)-S_{a_t}(t), where ata_t is the selected index; accuracy bounds this deficit simultaneously over all prefixes with probability at least 2/32/3.

    For sufficiently large d,Td,T and ϵ∈(0,1]\epsilon\in(0,1], every event-level private mechanism for obliviously chosen inputs has, under approximate privacy with 0<δ=o(ϵ/T2)0<\delta=o(\epsilon/T^2),

    α=Ω~ ⁣(min⁡{T1/3log⁡2/3dϵ2/3,dϵ,T}).\alpha=\widetilde\Omega\!\left(\min\left\{\frac{T^{1/3}\log^{2/3}d}{\epsilon^{2/3}},\frac{\sqrt d}{\epsilon},T\right\}\right).

    Under pure privacy,

    α=Ω ⁣(min⁡{Tϵlog⁡ ⁣(2+dϵT),dϵ,T})=Ω~ ⁣(min⁡{Tlog⁡dϵ,dϵ,T}).\alpha=\Omega\!\left(\min\left\{\sqrt{\frac{T}{\epsilon}\log\!\left(2+\frac{\sqrt d}{\epsilon T}\right)},\frac d\epsilon,T\right\}\right) =\widetilde\Omega\!\left(\min\left\{\sqrt{\frac{T\log d}{\epsilon}},\frac d\epsilon,T\right\}\right).

    The batch error is O(log⁡(d)/ϵ)O(\log(d)/\epsilon). Thus the continual-release cost is not limited to estimating the maximum value: privately identifying a near-best coordinate can also require polynomial error.

  3. Knowl 3 — Continual release with adaptively chosen inputs

    definition

    In the adaptive-input model, a mechanism receives a record xtx_t and returns ata_t at each of TT steps. An adversarial process may choose each next record xt+1x_{t+1} from the previous records and outputs, (x1:t,a1:t)(x_{1:t},a_{1:t}), but cannot see the mechanism's internal randomness. A mechanism is (α,T)(\alpha,T)-accurate for a function ff if, for every such adversary, with probability at least 2/32/3 its error on every prefix is at most α\alpha.

    Event-level privacy is defined by a challenge game. At one adversarially chosen step t∗t^*, the adversary supplies two candidate records xt∗(L),xt∗(R)x^{(L)}_{t^*},x^{(R)}_{t^*}; a hidden bit selects which one the mechanism receives. The adversary chooses all other records adaptively and sees the interaction transcript and its own randomness. The mechanism is (ϵ,δ)(\epsilon,\delta)-DP in this model when the adversary's views for the two hidden-bit choices are (ϵ,δ)(\epsilon,\delta)-indistinguishable for every adversary. The paper also defines adaptive ρ\rho-zCDP by requiring those views to be ρ\rho-close in Rényi divergence.

  4. Knowl 4 — Sequential embedding reductions for continual-release lower bounds

    model/method

    Sequential embedding converts a single continual-release instance into a way to solve multiple batch problems on the same sensitive dataset. The reduction first streams the batch dataset into the continual mechanism, then appends data-independent filler records in stages. Each stage makes a different target statistic dominate, so the mechanism's output at a selected checkpoint reveals the answer to a separate batch subproblem. Because neighboring batch datasets produce neighboring constructed streams, the reduction preserves the mechanism's (ϵ,δ)(\epsilon,\delta) privacy; post-processing decodes the checkpoint outputs.

    For MaxSum⁡d\operatorname{MaxSum}_d, a batch dataset yy of nn binary dd-vectors is followed by fillers that successively make each coordinate the largest running sum. At checkpoint 2jn2jn, the jjth marginal satisfies qj(y)=MaxSum⁡d(x1:2jn)/n−jq_j(y)=\operatorname{MaxSum}_d(x_{1:2jn})/n-j. Thus a continual mechanism with error α\alpha yields an (ϵ,δ)(\epsilon,\delta)-DP batch algorithm estimating all one-way marginals to error α/n\alpha/n, using a stream of length 2dn2dn.

    For SumSelect⁡dk\operatorname{SumSelect}_{dk}, the batch task is to select the largest-sum coordinate separately in each of kk disjoint blocks of dd coordinates. A single continual run on a constructed stream of length 4kn4kn uses staged fillers to force the selected index into the target block at each checkpoint. It yields a batch solver with normalized selection error α/n\alpha/n without running kk private mechanisms on the same records. Applying batch lower bounds to these reductions gives the continual-release lower bounds.

  5. Knowl 5 — Adaptive-input binary-tree mechanisms

    algorithm

    For dd-dimensional binary records, a binary-tree mechanism privately tracks all coordinate sums. It builds a binary tree over the TT time steps; each node stores the vector sum of the records in its interval plus independent coordinate-wise Gaussian noise. At time tt, the prefix [1:t][1:t] is partitioned into at most ⌈log⁡2t⌉+1\lceil\log_2 t\rceil+1 disjoint tree intervals, whose stored vectors are added. The mechanism outputs the maximum coordinate of that noisy vector for MaxSum⁡d\operatorname{MaxSum}_d, or its maximizing coordinate for SumSelect⁡d\operatorname{SumSelect}_d. For ρ\rho-zCDP, the node noise has variance d(⌈log⁡2T⌉+1)/(2ρ)d(\lceil\log_2 T\rceil+1)/(2\rho) per coordinate; a non-power-of-two horizon can be padded to the next power of two.

    These mechanisms remain private and accurate against adaptively chosen inputs. For either task, the ρ\rho-zCDP error is O ⁣(dlog⁡Tlog⁡(dT)/ρ)O\!\left(\sqrt{d\log T\log(dT)/\rho}\right). A pure-DP variant uses Laplace noise and has error O ⁣(dlog⁡(d)log⁡3(T)/ϵ)O\!\left(d\log(d)\log^3(T)/\epsilon\right). Converting the zCDP guarantee to (ϵ,δ)(\epsilon,\delta)-DP gives a tree-based error of O ⁣(dlog⁡(dT)log⁡(1/δ)log⁡T/ϵ)O\!\left(\sqrt{d\log(dT)\log(1/\delta)\log T}/\epsilon\right).

  6. Knowl 6 — Adaptive-input mechanisms by periodic recomputation

    algorithm

    A second construction recomputes a private estimate at regular checkpoints and repeats the latest estimate until the next checkpoint. If there are mm checkpoints, the recomputation interval is on the order of T/mT/m. For a scalar function of ℓ2\ell_2-sensitivity at most 11, each checkpoint adds Gaussian noise with variance m/(2ρ)m/(2\rho), giving an adaptive-input ρ\rho-zCDP mechanism with error O ⁣(min⁡{(Tlog⁡T/ρ)1/3,T})O\!\left(\min\{(T\log T/\rho)^{1/3},T\}\right). For a scalar function of ℓ1\ell_1-sensitivity at most 11, Laplace noise and pure-DP composition give error O ⁣(min⁡{Tlog⁡T/ϵ,T})O\!\left(\min\{\sqrt{T\log T/\epsilon},T\}\right). The TT term is achieved by the trivial mechanism that ignores the data.

    For SumSelect⁡d\operatorname{SumSelect}_d, each checkpoint instead runs a private exponential-mechanism selection and reuses that index until the next checkpoint. The resulting zCDP error is O ⁣(min⁡{T1/3log⁡2/3(dT)/ρ1/3,T})O\!\left(\min\{T^{1/3}\log^{2/3}(dT)/\rho^{1/3},T\}\right), and the pure-DP error is O ⁣(min⁡{Tlog⁡(dT)/ϵ,T})O\!\left(\min\{\sqrt{T\log(dT)/\epsilon},T\}\right). Taking the better of these recomputation bounds and the binary-tree bounds yields the paper's adaptive-input upper bounds, matching the lower-bound rates up to logarithmic factors. For approximate DP, the zCDP results convert using (ϵ,δ)=(ρ+2ρlog⁡(1/δ),δ)(\epsilon,\delta)=(\rho+2\sqrt{\rho\log(1/\delta)},\delta).

  7. Knowl 7 — Simulation-based privacy analysis for adaptive streams

    model/method

    Privacy proofs for adaptively chosen streams cannot generally compare two fixed neighboring streams: after the challenge record changes, later records may diverge as the adversary reacts to outputs. Adaptive composition alone is also insufficient for a continual mechanism that may reuse randomness across time. The paper instead proves privacy directly for the adversary's view using a simulation argument.

    The simulator interacts with the adversary without knowing which challenge record was used. It reproduces the mechanism's outputs online, while sending only the challenge-dependent computations to an ideal private mechanism. For the binary-tree construction, only the O(log⁡T)O(\log T) tree-node sums whose intervals contain the challenge step need that ideal mechanism; all other node sums can be simulated from the visible stream and fresh noise. The adversary's simulated view is identically distributed to its real view, and is post-processing of the ideal mechanism's responses. Its privacy therefore follows from the ideal mechanism's guarantee and composition, even when the adversary's subsequent inputs depend on previous outputs.

  8. Knowl 8 — The lower bounds do not depend on causal uncertainty

    theoretical result

    The continual-release lower bounds for MaxSum⁡d\operatorname{MaxSum}_d and SumSelect⁡d\operatorname{SumSelect}_d hold even for offline algorithms that receive the entire length-TT stream before producing outputs. The hardness therefore does not arise only because a streaming algorithm lacks information about future records: privacy together with the requirement to provide accurate answers across all prefixes is sufficient for the stated lower bounds.

Coverage note — The final lower bounds, their sequential-embedding basis, the adaptive privacy definition, and both upper-bound constructions are included. Proof-only packing details and auxiliary concentration inequalities are omitted because they do not add standalone contributed results.

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Citation

MLA
Jain, P., et al. “The Price of Differential Privacy Under Continual Observation”. International Conference on Machine Learning, vol. 202, 2023, pp. 14654–78, https://proceedings.mlr.press/v202/jain23b.html.
APA
Jain, P., Raskhodnikova, S., Sivakumar, S., & Smith, A. (2023). The Price of Differential Privacy under Continual Observation. International Conference on Machine Learning, 202, 14654–14678. https://proceedings.mlr.press/v202/jain23b.html
Chicago
Jain, P., S. Raskhodnikova, S. Sivakumar, and A. Smith. 2023. “The Price of Differential Privacy Under Continual Observation”. International Conference on Machine Learning 202: 14654–78. https://proceedings.mlr.press/v202/jain23b.html.
Harvard
Jain, P. et al. (2023) “The Price of Differential Privacy under Continual Observation”, International Conference on Machine Learning. PMLR, pp. 14654–14678. Available at: https://proceedings.mlr.press/v202/jain23b.html.
Vancouver
1. Jain P, Raskhodnikova S, Sivakumar S, Smith A (2023) The Price of Differential Privacy under Continual Observation. In: International Conference on Machine Learning. PMLR, pp 14654–14678

BibTeX

@InProceedings{pmlr-v202-jain23b,
  title = 	 {The Price of Differential Privacy under Continual Observation},
  author =       {Jain, Palak and Raskhodnikova, Sofya and Sivakumar, Satchit and Smith, Adam},
  booktitle = 	 {Proceedings of the 40th International Conference on Machine Learning},
  pages = 	 {14654--14678},
  year = 	 {2023},
  editor = 	 {Krause, Andreas and Brunskill, Emma and Cho, Kyunghyun and Engelhardt, Barbara and Sabato, Sivan and Scarlett, Jonathan},
  volume = 	 {202},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {23--29 Jul},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v202/jain23b/jain23b.pdf},
  url = 	 {https://proceedings.mlr.press/v202/jain23b.html},
  abstract = 	 {We study the accuracy of differentially private mechanisms in the continual release model. A continual release mechanism receives a sensitive dataset as a stream of $T$ inputs and produces, after receiving each input, an output that is accurate for all the inputs received so far. We provide the first strong lower bounds on the error of continual release mechanisms. In particular, for two fundamental problems that are closely related to empirical risk minimization and widely studied and used in the standard (batch) model, we prove that the worst case error of every continual release algorithm is $\tilde \Omega(T^{1/3})$ times larger than that of the best batch algorithm. Previous work shows only a $\Omega(\log T)$ gap between the worst case error achievable in these two models. We also formulate a model that allows for adaptively selected inputs, thus capturing dependencies that arise in many applications of continual release. Even though, in general, both privacy and accuracy are harder to attain in this model, we show that our lower bounds are matched by the error of simple algorithms that work even for adaptively selected inputs.}
}
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