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This research advances differentially private black-box evaluation for high-dimensional functions by reducing the problem to quasi-concave optimization, offering improved utility guarantees over existing baselines. The work provides a theoretical framework that generalizes prior results on real-valued function evaluation and recovers private center-point guarantees with explicit additive approximations.
Private Evaluation of High-Dimensional Functions
arXiv:2610.24477v1 Announce Type: cross Abstract: We study differentially private black-box evaluation of arbitrary high-dimensional functions. Given a dataset $S$ and query access to a function $f$---whose sensitivity may be unknown or unbounded---the goal is to privately output an approximation to $f(S)$. The black-box evaluator can only query the value of $f$ over a down neighborhood of $S$ (i.e., those subsets of $S$ that are obtained by removing a bounded number of elements from $S$). We design generic black-box evaluators for both pure and approximate differential privacy through a reduction to high-dimensional private quasi-concave optimization (QCO). Our black-box evaluator enjoys a geometric notion of utility. Consider the vectors obtained by applying $f$ on sets in a down neighborhood of $S$. With high probability, the evaluator's output is guaranteed to be in the convex hull of these vectors. Our work generalizes the result of Linder et al. [LRSS25] for real-valued function evaluation to high dimensions. It also recovers the private center-point guarantees of Beimel et al. [BMNS19], with an explicit additive approximation to maximum Tukey depth. We also apply our evaluators to user-level quasi-concave and convex optimization, showing how they can improve upon the sample-and-aggregate baseline of Nissim et al. [NRS07] by replacing the multiplicative data overhead with an additive overhead. Finally, we show that our formulation of high dimensional black-box evaluation and high dimensional private QCO are equivalent up to a factor of the dimension: the hardest private evaluation instances already arise from the cases that $f$ is a (non-private) quasi-concave optimizer.
Abstract:We study differentially private black-box evaluation of arbitrary high-dimensional functions. Given a dataset $S$ and query access to a function $f$---whose sensitivity may be unknown or unbounded---the goal is to privately output an approximation to $f(S)$. The black-box evaluator can only query the value of $f$ over a down neighborhood of $S$ (i.e., those subsets of $S$ that are obtained by removing a bounded number of elements from $S$). We design generic black-box evaluators for both pure and approximate differential privacy through a reduction to high-dimensional private quasi-concave optimization (QCO). Our black-box evaluator enjoys a geometric notion of utility. Consider the vectors obtained by applying $f$ on sets in a down neighborhood of $S$. With high probability, the evaluator's output is guaranteed to be in the convex hull of these vectors. Our work generalizes the result of Linder et al. [LRSS25] for real-valued function evaluation to high dimensions. It also recovers the private center-point guarantees of Beimel et al. [BMNS19], with an explicit additive approximation to maximum Tukey depth. We also apply our evaluators to user-level quasi-concave and convex optimization, showing how they can improve upon the sample-and-aggregate baseline of Nissim et al. [NRS07] by replacing the multiplicative data overhead with an additive overhead. Finally, we show that our formulation of high dimensional black-box evaluation and high dimensional private QCO are equivalent up to a factor of the dimension: the hardest private evaluation instances already arise from the cases that $f$ is a (non-private) quasi-concave optimizer.
Machine Learning (stat.ML); Cryptography and Security (cs.CR); Data Structures and Algorithms (cs.DS); Information Theory (cs.IT); Machine Learning (cs.LG)
arXiv:2610.24477 [stat.ML]
(or arXiv:2610.24477v1 [stat.ML] for this version)
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