Long Tran, Antti Koskela, Ossi Räisä, Antti Honkela
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Accounting for privacy loss under fully adaptive composition---where mechanism choice and privacy parameters may depend on the history of prior outputs---is a central challenge in differential privacy (DP). Here, privacy filters are stopping rules ensuring a prescribed global budget is not exceeded. A leading candidate for optimal filter design is 𝑓-DP, which characterizes the full extent of adversarial hypothesis testing and recovers (ε,δ)-DP through piece-wise linear trade-off functions, while enabling tight (ε,δ)-DP accounting in standard compositions via tensor products. Yet whether such filters can be correctly defined under 𝑓-DP remains unclear. We show that the natural 𝑓-DP filter---tracking path-wise accumulating tensor products and stopping when the prescribed curve is crossed---is fundamentally invalid, precluding the direct use of standard efficient numerical Fast-Fourier-Transform accounting in the fully adaptive setting. We characterize this failure, establishing necessary and sufficient conditions for the natural 𝑓-DP filter's validity. Furthermore, we prove a fully adaptive central limit theorem for 𝑓-DP, establishing Gaussian convergence of cumulative privacy losses under full adaptivity. As a demonstration, we construct a closed-form approximate GDP filter for subsampled Gaussian mechanisms that provably outperforms RDP-based accounting in asymptotic regimes ($q\ll 1$ and $q\approx 1$) without tracking the full trade-off function, demonstrating that the slack in RDP is not intrinsic to adaptive composition---though CLT-based approximations are known to be optimistic at realistic subsampling rates, a limitation that remains an open challenge.