Ryan McKenna

Ryan McKenna

Correlated noise mechanisms such as DP Matrix Factorization (DP-MF) have proven to be effective alternatives to DP-SGD in large-epsilon few-epoch training regimes. Significant work has been done to find the best correlated noise strategies, and the current state-of-the-art approach is DP-BandMF, which optimally balances the benefits of privacy amplification and noise correlation. Despite it's utility advantages, severe scalability limitations prevent this mechanism from handling large-scale training scenarios where the number of training iterations may exceed $10^4$ and the number of model parameters may exceed $10^7$. In this work, we present techniques to scale up DP-BandMF along these two dimensions, significantly extending it's reach and enabling it to handle settings with virtually any number of model parameters and training iterations, with negligible utility degradation.

Miguel Fuentes, Brett Mullins, Ryan McKenna et al.

Mechanisms for generating differentially private synthetic data based on marginals and graphical models have been successful in a wide range of settings. However, one limitation of these methods is their inability to incorporate public data. Initializing a data generating model by pre-training on public data has shown to improve the quality of synthetic data, but this technique is not applicable when model structure is not determined a priori. We develop the mechanism jam-pgm, which expands the adaptive measurements framework to jointly select between measuring public data and private data. This technique allows for public data to be included in a graphical-model-based mechanism. We show that jam-pgm is able to outperform both publicly assisted and non publicly assisted synthetic data generation mechanisms even when the public data distribution is biased.

Nikita P. Kalinin, Ryan McKenna, Jalaj Upadhyay et al.

Matrix factorization mechanisms for differentially private training have emerged as a promising approach to improve model utility under privacy constraints. In practical settings, models are typically trained over multiple epochs, requiring matrix factorizations that account for repeated participation. Existing theoretical upper and lower bounds on multi-epoch factorization error leave a significant gap. In this work, we introduce a new explicit factorization method, Banded Inverse Square Root (BISR), which imposes a banded structure on the inverse correlation matrix. This factorization enables us to derive an explicit and tight characterization of the multi-epoch error. We further prove that BISR achieves asymptotically optimal error by matching the upper and lower bounds. Empirically, BISR performs on par with state-of-the-art factorization methods, while being simpler to implement, computationally efficient, and easier to analyze.

Ryan McKenna, Siddhant Pradhan, Daniel Sheldon et al.

Many differentially private algorithms for answering database queries involve a step that reconstructs a discrete data distribution from noisy measurements. This provides consistent query answers and reduces error, but often requires space that grows exponentially with dimension. Private-PGM is a recent approach that uses graphical models to represent the data distribution, with complexity proportional to that of exact marginal inference in a graphical model with structure determined by the co-occurrence of variables in the noisy measurements. Private-PGM is highly scalable for sparse measurements, but may fail to run in high dimensions with dense measurements. We overcome the main scalability limitation of Private-PGM through a principled approach that relaxes consistency constraints in the estimation objective. Our new approach works with many existing private query answering algorithms and improves scalability or accuracy with no privacy cost.

Ryan McKenna, Gerome Miklau, Michael Hay et al.

In this work we describe the High-Dimensional Matrix Mechanism (HDMM), a differentially private algorithm for answering a workload of predicate counting queries. HDMM represents query workloads using a compact implicit matrix representation and exploits this representation to efficiently optimize over (a subset of) the space of differentially private algorithms for one that is unbiased and answers the input query workload with low expected error. HDMM can be deployed for both $ε$-differential privacy (with Laplace noise) and $(ε, δ)$-differential privacy (with Gaussian noise), although the core techniques are slightly different for each. We demonstrate empirically that HDMM can efficiently answer queries with lower expected error than state-of-the-art techniques, and in some cases, it nearly matches existing lower bounds for the particular class of mechanisms we consider.

Ryan McKenna, Daniel Sheldon

We consider the problem of differentially private selection. Given a finite set of candidate items and a quality score for each item, our goal is to design a differentially private mechanism that returns an item with a score that is as high as possible. The most commonly used mechanism for this task is the exponential mechanism. In this work, we propose a new mechanism for this task based on a careful analysis of the privacy constraints. The expected score of our mechanism is always at least as large as the exponential mechanism, and can offer improvements up to a factor of two. Our mechanism is simple to implement and runs in linear time.

Ryan McKenna, Daniel Sheldon, Gerome Miklau

Many privacy mechanisms reveal high-level information about a data distribution through noisy measurements. It is common to use this information to estimate the answers to new queries. In this work, we provide an approach to solve this estimation problem efficiently using graphical models, which is particularly effective when the distribution is high-dimensional but the measurements are over low-dimensional marginals. We show that our approach is far more efficient than existing estimation techniques from the privacy literature and that it can improve the accuracy and scalability of many state-of-the-art mechanisms.

Ryan McKenna, Gerome Miklau, Michael Hay et al.

Differentially private algorithms for answering sets of predicate counting queries on a sensitive database have many applications. Organizations that collect individual-level data, such as statistical agencies and medical institutions, use them to safely release summary tabulations. However, existing techniques are accurate only on a narrow class of query workloads, or are extremely slow, especially when analyzing more than one or two dimensions of the data. In this work we propose HDMM, a new differentially private algorithm for answering a workload of predicate counting queries, that is especially effective for higher-dimensional datasets. HDMM represents query workloads using an implicit matrix representation and exploits this compact representation to efficiently search (a subset of) the space of differentially private algorithms for one that answers the input query workload with high accuracy. We empirically show that HDMM can efficiently answer queries with lower error than state-of-the-art techniques on a variety of low and high dimensional datasets.

Garrett Bernstein, Ryan McKenna, Tao Sun et al.

We investigate the problem of learning discrete, undirected graphical models in a differentially private way. We show that the approach of releasing noisy sufficient statistics using the Laplace mechanism achieves a good trade-off between privacy, utility, and practicality. A naive learning algorithm that uses the noisy sufficient statistics "as is" outperforms general-purpose differentially private learning algorithms. However, it has three limitations: it ignores knowledge about the data generating process, rests on uncertain theoretical foundations, and exhibits certain pathologies. We develop a more principled approach that applies the formalism of collective graphical models to perform inference over the true sufficient statistics within an expectation-maximization framework. We show that this learns better models than competing approaches on both synthetic data and on real human mobility data used as a case study.