Srini Devadas

Axel Feldmann, Nikola Samardzic, Aleksandar Krastev et al.

Fully Homomorphic Encryption (FHE) allows computing on encrypted data, enabling secure offloading of computation to untrusted serves. Though it provides ideal security, FHE is expensive when executed in software, 4 to 5 orders of magnitude slower than computing on unencrypted data. These overheads are a major barrier to FHE's widespread adoption. We present F1, the first FHE accelerator that is programmable, i.e., capable of executing full FHE programs. F1 builds on an in-depth architectural analysis of the characteristics of FHE computations that reveals acceleration opportunities. F1 is a wide-vector processor with novel functional units deeply specialized to FHE primitives, such as modular arithmetic, number-theoretic transforms, and structured permutations. This organization provides so much compute throughput that data movement becomes the bottleneck. Thus, F1 is primarily designed to minimize data movement. The F1 hardware provides an explicitly managed memory hierarchy and mechanisms to decouple data movement from execution. A novel compiler leverages these mechanisms to maximize reuse and schedule off-chip and on-chip data movement. We evaluate F1 using cycle-accurate simulations and RTL synthesis. F1 is the first system to accelerate complete FHE programs and outperforms state-of-the-art software implementations by gmean 5400x and by up to 17000x. These speedups counter most of FHE's overheads and enable new applications, like real-time private deep learning in the cloud.

Di Wang, Hanshen Xiao, Srini Devadas et al.

In this paper, we consider the problem of designing Differentially Private (DP) algorithms for Stochastic Convex Optimization (SCO) on heavy-tailed data. The irregularity of such data violates some key assumptions used in almost all existing DP-SCO and DP-ERM methods, resulting in failure to provide the DP guarantees. To better understand this type of challenges, we provide in this paper a comprehensive study of DP-SCO under various settings. First, we consider the case where the loss function is strongly convex and smooth. For this case, we propose a method based on the sample-and-aggregate framework, which has an excess population risk of $\tilde{O}(\frac{d^3}{nε^4})$ (after omitting other factors), where $n$ is the sample size and $d$ is the dimensionality of the data. Then, we show that with some additional assumptions on the loss functions, it is possible to reduce the \textit{expected} excess population risk to $\tilde{O}(\frac{ d^2}{ nε^2 })$. To lift these additional conditions, we also provide a gradient smoothing and trimming based scheme to achieve excess population risks of $\tilde{O}(\frac{ d^2}{nε^2})$ and $\tilde{O}(\frac{d^\frac{2}{3}}{(nε^2)^\frac{1}{3}})$ for strongly convex and general convex loss functions, respectively, \textit{with high probability}. Experiments suggest that our algorithms can effectively deal with the challenges caused by data irregularity.