LGSep 15, 2022
Private Synthetic Data for Multitask Learning and Marginal QueriesGiuseppe Vietri, Cedric Archambeau, Sergul Aydore et al. · amazon-science
We provide a differentially private algorithm for producing synthetic data simultaneously useful for multiple tasks: marginal queries and multitask machine learning (ML). A key innovation in our algorithm is the ability to directly handle numerical features, in contrast to a number of related prior approaches which require numerical features to be first converted into {high cardinality} categorical features via {a binning strategy}. Higher binning granularity is required for better accuracy, but this negatively impacts scalability. Eliminating the need for binning allows us to produce synthetic data preserving large numbers of statistical queries such as marginals on numerical features, and class conditional linear threshold queries. Preserving the latter means that the fraction of points of each class label above a particular half-space is roughly the same in both the real and synthetic data. This is the property that is needed to train a linear classifier in a multitask setting. Our algorithm also allows us to produce high quality synthetic data for mixed marginal queries, that combine both categorical and numerical features. Our method consistently runs 2-5x faster than the best comparable techniques, and provides significant accuracy improvements in both marginal queries and linear prediction tasks for mixed-type datasets.
CYNov 6, 2022
Confidence-Ranked Reconstruction of Census Microdata from Published StatisticsTravis Dick, Cynthia Dwork, Michael Kearns et al.
A reconstruction attack on a private dataset $D$ takes as input some publicly accessible information about the dataset and produces a list of candidate elements of $D$. We introduce a new class of data reconstruction attacks based on randomized methods for non-convex optimization. We empirically demonstrate that our attacks can not only reconstruct full rows of $D$ from aggregate query statistics $Q(D)\in \mathbb{R}^m$, but can do so in a way that reliably ranks reconstructed rows by their odds of appearing in the private data, providing a signature that could be used for prioritizing reconstructed rows for further actions such as identify theft or hate crime. We also design a sequence of baselines for evaluating reconstruction attacks. Our attacks significantly outperform those that are based only on access to a public distribution or population from which the private dataset $D$ was sampled, demonstrating that they are exploiting information in the aggregate statistics $Q(D)$, and not simply the overall structure of the distribution. In other words, the queries $Q(D)$ are permitting reconstruction of elements of this dataset, not the distribution from which $D$ was drawn. These findings are established both on 2010 U.S. decennial Census data and queries and Census-derived American Community Survey datasets. Taken together, our methods and experiments illustrate the risks in releasing numerically precise aggregate statistics of a large dataset, and provide further motivation for the careful application of provably private techniques such as differential privacy.
NEJun 5, 2023
Generating Private Synthetic Data with Genetic AlgorithmsTerrance Liu, Jingwu Tang, Giuseppe Vietri et al.
We study the problem of efficiently generating differentially private synthetic data that approximate the statistical properties of an underlying sensitive dataset. In recent years, there has been a growing line of work that approaches this problem using first-order optimization techniques. However, such techniques are restricted to optimizing differentiable objectives only, severely limiting the types of analyses that can be conducted. For example, first-order mechanisms have been primarily successful in approximating statistical queries only in the form of marginals for discrete data domains. In some cases, one can circumvent such issues by relaxing the task's objective to maintain differentiability. However, even when possible, these approaches impose a fundamental limitation in which modifications to the minimization problem become additional sources of error. Therefore, we propose Private-GSD, a private genetic algorithm based on zeroth-order optimization heuristics that do not require modifying the original objective. As a result, it avoids the aforementioned limitations of first-order optimization. We empirically evaluate Private-GSD against baseline algorithms on data derived from the American Community Survey across a variety of statistics--otherwise known as statistical queries--both for discrete and real-valued attributes. We show that Private-GSD outperforms the state-of-the-art methods on non-differential queries while matching accuracy in approximating differentiable ones.
LGFeb 2, 2022
Improved Regret for Differentially Private Exploration in Linear MDPDung Daniel Ngo, Giuseppe Vietri, Zhiwei Steven Wu
We study privacy-preserving exploration in sequential decision-making for environments that rely on sensitive data such as medical records. In particular, we focus on solving the problem of reinforcement learning (RL) subject to the constraint of (joint) differential privacy in the linear MDP setting, where both dynamics and rewards are given by linear functions. Prior work on this problem due to Luyo et al. (2021) achieves a regret rate that has a dependence of $O(K^{3/5})$ on the number of episodes $K$. We provide a private algorithm with an improved regret rate with an optimal dependence of $O(\sqrt{K})$ on the number of episodes. The key recipe for our stronger regret guarantee is the adaptivity in the policy update schedule, in which an update only occurs when sufficient changes in the data are detected. As a result, our algorithm benefits from low switching cost and only performs $O(\log(K))$ updates, which greatly reduces the amount of privacy noise. Finally, in the most prevalent privacy regimes where the privacy parameter $ε$ is a constant, our algorithm incurs negligible privacy cost -- in comparison with the existing non-private regret bounds, the additional regret due to privacy appears in lower-order terms.
LGJun 14, 2021
Iterative Methods for Private Synthetic Data: Unifying Framework and New MethodsTerrance Liu, Giuseppe Vietri, Zhiwei Steven Wu
We study private synthetic data generation for query release, where the goal is to construct a sanitized version of a sensitive dataset, subject to differential privacy, that approximately preserves the answers to a large collection of statistical queries. We first present an algorithmic framework that unifies a long line of iterative algorithms in the literature. Under this framework, we propose two new methods. The first method, private entropy projection (PEP), can be viewed as an advanced variant of MWEM that adaptively reuses past query measurements to boost accuracy. Our second method, generative networks with the exponential mechanism (GEM), circumvents computational bottlenecks in algorithms such as MWEM and PEP by optimizing over generative models parameterized by neural networks, which capture a rich family of distributions while enabling fast gradient-based optimization. We demonstrate that PEP and GEM empirically outperform existing algorithms. Furthermore, we show that GEM nicely incorporates prior information from public data while overcoming limitations of PMW^Pub, the existing state-of-the-art method that also leverages public data.
LGFeb 17, 2021
Leveraging Public Data for Practical Private Query ReleaseTerrance Liu, Giuseppe Vietri, Thomas Steinke et al.
In many statistical problems, incorporating priors can significantly improve performance. However, the use of prior knowledge in differentially private query release has remained underexplored, despite such priors commonly being available in the form of public datasets, such as previous US Census releases. With the goal of releasing statistics about a private dataset, we present PMW^Pub, which -- unlike existing baselines -- leverages public data drawn from a related distribution as prior information. We provide a theoretical analysis and an empirical evaluation on the American Community Survey (ACS) and ADULT datasets, which shows that our method outperforms state-of-the-art methods. Furthermore, PMW^Pub scales well to high-dimensional data domains, where running many existing methods would be computationally infeasible.
LGSep 23, 2020
Cache Replacement as a MAB with Delayed Feedback and Decaying CostsFarzana Beente Yusuf, Vitalii Stebliankin, Giuseppe Vietri et al.
Inspired by the cache replacement problem, we propose and solve a new variant of the well-known multi-armed bandit (MAB), thus providing a solution for improving existing state-of-the-art cache management methods. Each arm (or expert) represents a distinct cache replacement policy, which advises on the page to evict from the cache when needed. Feedback on the eviction comes in the form of a "miss", but at an indeterminate time after the action is taken, and the cost of the eviction is set to be inversely proportional to the response time. The feedback is ignored if it comes after a threshold value for the delay, which we set to be equal to the size of the page eviction history. Thus, for delays beyond the threshold, its cost is assumed to be zero. Consequently, we call this problem with delayed feedback and decaying costs. We introduce an adaptive reinforcement learning algorithm EXP4-DFDC that provides a solution to the problem. We derive an optimal learning rate for EXP4-DFDC that defines the balance between exploration and exploitation and proves theoretically that the expected regret of our algorithm is a vanishing quantity as a function of time. As an application, we show that LeCaR, a recent top-performing machine learning algorithm for cache replacement, can be enhanced with adaptive learning using our formulations. We present an improved adaptive version of LeCaR, called OLeCaR, with the learning rate set as determined by the theoretical derivation presented here to minimize regret for EXP4-DFDC. It then follows that LeCaR and OLeCaR are theoretically guaranteed to have vanishing regret over time.
LGSep 18, 2020
Private Reinforcement Learning with PAC and Regret GuaranteesGiuseppe Vietri, Borja Balle, Akshay Krishnamurthy et al.
Motivated by high-stakes decision-making domains like personalized medicine where user information is inherently sensitive, we design privacy preserving exploration policies for episodic reinforcement learning (RL). We first provide a meaningful privacy formulation using the notion of joint differential privacy (JDP)--a strong variant of differential privacy for settings where each user receives their own sets of output (e.g., policy recommendations). We then develop a private optimism-based learning algorithm that simultaneously achieves strong PAC and regret bounds, and enjoys a JDP guarantee. Our algorithm only pays for a moderate privacy cost on exploration: in comparison to the non-private bounds, the privacy parameter only appears in lower-order terms. Finally, we present lower bounds on sample complexity and regret for reinforcement learning subject to JDP.
LGJul 10, 2020
New Oracle-Efficient Algorithms for Private Synthetic Data ReleaseGiuseppe Vietri, Grace Tian, Mark Bun et al.
We present three new algorithms for constructing differentially private synthetic data---a sanitized version of a sensitive dataset that approximately preserves the answers to a large collection of statistical queries. All three algorithms are \emph{oracle-efficient} in the sense that they are computationally efficient when given access to an optimization oracle. Such an oracle can be implemented using many existing (non-private) optimization tools such as sophisticated integer program solvers. While the accuracy of the synthetic data is contingent on the oracle's optimization performance, the algorithms satisfy differential privacy even in the worst case. For all three algorithms, we provide theoretical guarantees for both accuracy and privacy. Through empirical evaluation, we demonstrate that our methods scale well with both the dimensionality of the data and the number of queries. Compared to the state-of-the-art method High-Dimensional Matrix Mechanism \cite{McKennaMHM18}, our algorithms provide better accuracy in the large workload and high privacy regime (corresponding to low privacy loss $\varepsilon$).
LGSep 3, 2019
Oracle Efficient Private Non-Convex OptimizationSeth Neel, Aaron Roth, Giuseppe Vietri et al.
One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and then exactly solves it. However, to date, analyses of this approach crucially rely on the convexity and smoothness of the objective function, limiting its generality. We give two algorithms that extend this approach substantially. The first algorithm requires nothing except boundedness of the loss function, and operates over a discrete domain. Its privacy and accuracy guarantees hold even without assuming convexity. This gives an oracle-efficient optimization algorithm over arbitrary discrete domains that is comparable in its generality to the exponential mechanism. The second algorithm operates over a continuous domain and requires only that the loss function be bounded and Lipschitz in its continuous parameter. Its privacy analysis does not require convexity. Its accuracy analysis does require convexity, but does not require second order conditions like smoothness. Even without convexity, this algorithm can be generically used as an oracle-efficient optimization algorithm, with accuracy evaluated empirically. We complement our theoretical results with an empirical evaluation of the non-convex case, in which we use an integer program solver as our optimization oracle. We find that for the problem of learning linear classifiers, directly optimizing for 0/1 loss using our approach can out-perform the more standard approach of privately optimizing a convex-surrogate loss function on the Adult dataset.