Private Evaluation of High-Dimensional Functions

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.