A Van Trees Lower Bound for Fully Interactive Differentially Private Federated Learning

Federated differentially private protocols can communicate over many adaptive rounds and reuse each client's local samples.

Existing lower bound arguments for federated DP are often restricted to noninteractive protocols or fresh batch decompositions, so the fundamental information-theoretic limit of estimation under fully interactive protocols remains unknown.

We establish a federated van Trees inequality for parameter estimation under squared \ell_2 loss from any complete public transcript satisfying a clientwise zCDP constraint at the sample level.

A scalar trace form covers homogeneous experiments, while a matrix form preserves directional Fisher geometry in heterogeneous experiments where different clients are informative in different subspaces.

Together with existing upper bounds for the corresponding problems, these results identify the minimax rates for various statistical problems including mean estimation, linear regression, nonparametric regression, and functional mean estimation over the full class of interactive public-transcript protocols.

For these problems, arbitrary public interaction and repeated sample reuse do not improve the rate over simpler restricted protocols.

The key technical ingredient in our paper is a contraction inequality for the Fisher information in the transcript: each client's contribution is bounded both by the Fisher information in its local experiment and by its total privacy budget.