Optimal query complexity for private sequential learning

Motivated by privacy concerns in many practical applications such as Federated Learning, we study a stylized private sequential learning problem: a learner tries to estimate an unknown scalar value, by sequentially querying an external database and receiving binary responses; meanwhile, a third-party adversary observes the learner's queries but not the responses. The learner's goal is to design a querying strategy with the minimum number of queries (optimal query complexity) so that she can accurately estimate the true value, while the adversary even with the complete knowledge of her querying strategy cannot. Prior work has obtained both upper and lower bounds on the optimal query complexity, however, these upper and lower bounds have a large gap in general. In this paper, we construct new querying strategies and prove almost matching upper and lower bounds, providing a complete characterization of the optimal query complexity as a function of the estimation accuracy and the desired levels of privacy.