Optimal conversion from Rényi Differential Privacy to $f$-Differential Privacy

Abstract

We prove the conjecture stated in Appendix F.3 of \citet{zhu2022optimalaccountingdifferentialprivacy}: among all conversion rules that map a Rényi Differential Privacy (RDP) profile $τ\mapsto ρ(τ)$ to a valid hypothesis-testing trade-off $f$, the rule based on the intersection of single-order RDP privacy regions is optimal. This optimality holds simultaneously for all valid RDP profiles and for all Type I error levels $α$. Concretely, we show that in the space of trade-off functions, the tightest possible bound is $f_{ρ(\cdot)}(α) = \sup_{τ\geq 0.5} f_{τ,ρ(τ)}(α)$: the pointwise maximum of the single-order bounds for each RDP privacy region. Our proof unifies and sharpens the insights of \citet{balle2019hypothesistestinginterpretationsrenyi}, \citet{asoodeh2021variantsdifferentialprivacylossless}, and \citet{zhu2022optimalaccountingdifferentialprivacy}. Our analysis relies on a precise geometric characterization of the RDP privacy region, leveraging its convexity and the fact that its boundary is determined exclusively by Bernoulli mechanisms. Our results establish that the \enquote{intersection-of-RDP-privacy-regions} rule is not only valid, but optimal: no other black-box conversion can uniformly dominate it in the Blackwell sense, marking the fundamental limit of what can be inferred about a mechanism's privacy solely from its RDP guarantees.