Adam Smith

LG
h-index45
50papers
3,396citations
Novelty55%
AI Score59

50 Papers

CRJun 1
A Unified Framework for Adversary-Aware Differential Privacy Bounds

Marika Swanberg, Meenatchi Sundaram Muthu Selva Annamalai, Jamie Hayes et al.

Differential Privacy (DP) bounds the privacy leakage of a mechanism against worst-case membership inference, but the precise tradeoff between complex adversarial models and DP protections remains poorly understood. In this paper, we present a unified framework that generalizes the patchwork of existing bounds across membership inference, attribute inference, and data reconstruction attacks. Crucially, our framework is the first to evaluate attacks that target multiple individuals simultaneously and measure success beyond exact matches under a single cohesive bound. Our bounds capture this broad family of previously unexplored attack settings by relying solely on the privacy parameters and the adversary's baseline success rate (i.e. its prior without access to the mechanism's output). To illustrate this, we compare our high-probability guarantees to empirical attacks in two novel settings: extracting multiple non-uniform secrets (passwords and PII) from DP-finetuned language models, and reconstructing tabular data from noisy marginals. Ultimately, this framework provides a rigorous theoretical foundation to investigate the risk landscape of DP algorithms in new adversarial settings.

LGJan 28, 2023
Fast, Sample-Efficient, Affine-Invariant Private Mean and Covariance Estimation for Subgaussian Distributions

Gavin Brown, Samuel B. Hopkins, Adam Smith

We present a fast, differentially private algorithm for high-dimensional covariance-aware mean estimation with nearly optimal sample complexity. Only exponential-time estimators were previously known to achieve this guarantee. Given $n$ samples from a (sub-)Gaussian distribution with unknown mean $μ$ and covariance $Σ$, our $(\varepsilon,δ)$-differentially private estimator produces $\tildeμ$ such that $\|μ- \tildeμ\|_Σ \leq α$ as long as $n \gtrsim \tfrac d {α^2} + \tfrac{d \sqrt{\log 1/δ}}{α\varepsilon}+\frac{d\log 1/δ}{\varepsilon}$. The Mahalanobis error metric $\|μ- \hatμ\|_Σ$ measures the distance between $\hat μ$ and $μ$ relative to $Σ$; it characterizes the error of the sample mean. Our algorithm runs in time $\tilde{O}(nd^{ω- 1} + nd/\varepsilon)$, where $ω< 2.38$ is the matrix multiplication exponent. We adapt an exponential-time approach of Brown, Gaboardi, Smith, Ullman, and Zakynthinou (2021), giving efficient variants of stable mean and covariance estimation subroutines that also improve the sample complexity to the nearly optimal bound above. Our stable covariance estimator can be turned to private covariance estimation for unrestricted subgaussian distributions. With $n\gtrsim d^{3/2}$ samples, our estimate is accurate in spectral norm. This is the first such algorithm using $n= o(d^2)$ samples, answering an open question posed by Alabi et al. (2022). With $n\gtrsim d^2$ samples, our estimate is accurate in Frobenius norm. This leads to a fast, nearly optimal algorithm for private learning of unrestricted Gaussian distributions in TV distance. Duchi, Haque, and Kuditipudi (2023) obtained similar results independently and concurrently.

LGNov 15, 2022
Differentially Private Sampling from Distributions

Sofya Raskhodnikova, Satchit Sivakumar, Adam Smith et al.

We initiate an investigation of private sampling from distributions. Given a dataset with $n$ independent observations from an unknown distribution $P$, a sampling algorithm must output a single observation from a distribution that is close in total variation distance to $P$ while satisfying differential privacy. Sampling abstracts the goal of generating small amounts of realistic-looking data. We provide tight upper and lower bounds for the dataset size needed for this task for three natural families of distributions: arbitrary distributions on $\{1,\ldots ,k\}$, arbitrary product distributions on $\{0,1\}^d$, and product distributions on $\{0,1\}^d$ with bias in each coordinate bounded away from 0 and 1. We demonstrate that, in some parameter regimes, private sampling requires asymptotically fewer observations than learning a description of $P$ nonprivately; in other regimes, however, private sampling proves to be as difficult as private learning. Notably, for some classes of distributions, the overhead in the number of observations needed for private learning compared to non-private learning is completely captured by the number of observations needed for private sampling.

STOct 28, 2022
Instance-Optimal Differentially Private Estimation

Audra McMillan, Adam Smith, Jon Ullman

In this work, we study local minimax convergence estimation rates subject to $ε$-differential privacy. Unlike worst-case rates, which may be conservative, algorithms that are locally minimax optimal must adapt to easy instances of the problem. We construct locally minimax differentially private estimators for one-parameter exponential families and estimating the tail rate of a distribution. In these cases, we show that optimal algorithms for simple hypothesis testing, namely the recent optimal private testers of Canonne et al. (2019), directly inform the design of locally minimax estimation algorithms.

CRApr 8
Differentially Private Modeling of Disease Transmission within Human Contact Networks

Shlomi Hod, Debanuj Nayak, Jason R. Gantenberg et al.

Epidemiologic studies of infectious diseases often rely on models of contact networks to capture the complex interactions that govern disease spread, and ongoing projects aim to vastly increase the scale at which such data can be collected. However, contact networks may include sensitive information, such as sexual relationships or drug use behavior. Protecting individual privacy while maintaining the scientific usefulness of the data is crucial. We propose a privacy-preserving pipeline for disease spread simulation studies based on a sensitive network that integrates differential privacy (DP) with statistical network models such as stochastic block models (SBMs) and exponential random graph models (ERGMs). Our pipeline comprises three steps: (1) compute network summary statistics using \emph{node-level} DP (which corresponds to protecting individuals' contributions); (2) fit a statistical model, like an ERGM, using these summaries, which allows generating synthetic networks reflecting the structure of the original network; and (3) simulate disease spread on the synthetic networks using an agent-based model. We evaluate the effectiveness of our approach using a simple Susceptible-Infected-Susceptible (SIS) disease model under multiple configurations. We compare both numerical results, such as simulated disease incidence and prevalence, as well as qualitative conclusions such as intervention effect size, on networks generated with and without differential privacy constraints. Our experiments are based on egocentric sexual network data from the ARTNet study (a survey about HIV-related behaviors). Our results show that the noise added for privacy is small relative to other sources of error (sampling and model misspecification). This suggests that, in principle, curators of such sensitive data can provide valuable epidemiologic insights while protecting privacy.

CROct 31, 2022
Fully Adaptive Composition for Gaussian Differential Privacy

Adam Smith, Abhradeep Thakurta

We show that Gaussian Differential Privacy, a variant of differential privacy tailored to the analysis of Gaussian noise addition, composes gracefully even in the presence of a fully adaptive analyst. Such an analyst selects mechanisms (to be run on a sensitive data set) and their privacy budgets adaptively, that is, based on the answers from other mechanisms run previously on the same data set. In the language of Rogers, Roth, Ullman and Vadhan, this gives a filter for GDP with the same parameters as for nonadaptive composition.

LGJun 9, 2022
Strong Memory Lower Bounds for Learning Natural Models

Gavin Brown, Mark Bun, Adam Smith

We give lower bounds on the amount of memory required by one-pass streaming algorithms for solving several natural learning problems. In a setting where examples lie in $\{0,1\}^d$ and the optimal classifier can be encoded using $κ$ bits, we show that algorithms which learn using a near-minimal number of examples, $\tilde O(κ)$, must use $\tilde Ω( dκ)$ bits of space. Our space bounds match the dimension of the ambient space of the problem's natural parametrization, even when it is quadratic in the size of examples and the final classifier. For instance, in the setting of $d$-sparse linear classifiers over degree-2 polynomial features, for which $κ=Θ(d\log d)$, our space lower bound is $\tildeΩ(d^2)$. Our bounds degrade gracefully with the stream length $N$, generally having the form $\tildeΩ\left(dκ\cdot \fracκ{N}\right)$. Bounds of the form $Ω(dκ)$ were known for learning parity and other problems defined over finite fields. Bounds that apply in a narrow range of sample sizes are also known for linear regression. Ours are the first such bounds for problems of the type commonly seen in recent learning applications that apply for a large range of input sizes.

DSApr 1
Local Node Differential Privacy

Sofya Raskhodnikova, Adam Smith, Connor Wagaman et al.

We initiate an investigation of node differential privacy for graphs in the local model of private data analysis. In our model, dubbed LNDP*, each node sees its own edge list and releases the output of a local randomizer on this input. These outputs are aggregated by an untrusted server to obtain a final output. We develop a novel algorithmic framework for this setting that allows us to accurately answer arbitrary linear queries about the input graph's degree distribution. Our framework is based on a new object, called the blurry degree distribution, which closely approximates the degree distribution and has lower sensitivity. Instead of answering queries about the degree distribution directly, our algorithms answer queries about the blurry degree distribution. This framework yields accurate LNDP* algorithms for the edge count, PMF and CDF of the degree distribution, and other graph statistics. For some natural problems, our algorithms match the accuracy achievable with node privacy in the central model, where data are held and processed by a trusted server. We also prove lower bounds on the error required by LNDP* algorithms that imply the optimality of our framework for edge counting in sparse graphs and Erdos-Renyi parameter estimation. Our lower bounds apply even to interactive protocols with a constant number of rounds of interaction between the nodes and the server. Existing lower-bound techniques for related models either yield loose bounds or do not apply in our setting, as graph data results in inherently overlapping inputs to local randomizers. To prove our bounds, we develop a splicing argument that stitches together views from locally similar but globally different distributions on graphs to obtain hard instances. Finally, we prove structural results that reveal qualitative differences between local node privacy and the standard local model for tabular data.

STMay 21
Robust Statistical Estimators with Bounded Empirical Sensitivity

Valentio Iverson, Gautam Kamath, Argyris Mouzakis et al.

We introduce a new measure of robustness for statistical estimators, which we call \emph{empirical sensitivity}. An estimator $\hat θ$ has bounded empirical sensitivity if, with high probability over a dataset $X = (X_1, \dots, X_n) \sim \mathcal{D}^{\otimes n}$, for any dataset $Y$ obtained by modifying at most $ηn$ points in $X$, we have that $\hat θ(Y)$ is close to $\hat θ(X)$. We study bounds on this quantity for the prototypical problem of Gaussian mean estimation. We prove new lower bounds, showing that for any estimator $\hat μ$ which achieves an optimal $\ell_2$-error bound of $O\left(\sqrt{d/n}\right)$, the empirical sensitivity is at least $Ω\left(η+ \sqrt{ηd/n}\right)$. The two terms arise due to obstructions on the mean and variance (via an Efron-Stein argument) of such an estimator. We show that this bound is tight up to logarithmic factors, by employing recent results for robust empirical mean estimation.

CVMar 21
Ensemble of Small Classifiers For Imbalanced White Blood Cell Classification

Siddharth Srivastava, Adam Smith, Scott Brooks et al.

Automating white blood cell classification for diagnosis of leukaemia is a promising alternative to time-consuming and resource-intensive examination of cells by expert pathologists. However, designing robust algorithms for classification of rare cell types remains challenging due to variations in staining, scanning and inter-patient heterogeneity. We propose a lightweight ensemble approach for classification of cells during Haematopoiesis, with a focus on the biology of Granulopoiesis, Monocytopoiesis and Lymphopoiesis. Through dataset expansion to alleviate some class imbalance, we demonstrate that a simple ensemble of lightweight pretrained SwinV2-Tiny, DinoBloom-Small and ConvNeXT-V2-Tiny models achieves excellent performance on this challenging dataset. We train 3 instantiations of each architecture in a stratified 3-fold cross-validation framework; for an input image, we forward-pass through all 9 models and aggregate through logit averaging. We further reason on the weaknesses of our model in confusing similar-looking myelocytes in granulopoiesis and lymphocytes in lymphopoiesis. Code: https://gitlab.com/siddharthsrivastava/wbc-bench-2026.

LGDec 21, 2023
Metalearning with Very Few Samples Per Task

Maryam Aliakbarpour, Konstantina Bairaktari, Gavin Brown et al.

Metalearning and multitask learning are two frameworks for solving a group of related learning tasks more efficiently than we could hope to solve each of the individual tasks on their own. In multitask learning, we are given a fixed set of related learning tasks and need to output one accurate model per task, whereas in metalearning we are given tasks that are drawn i.i.d. from a metadistribution and need to output some common information that can be easily specialized to new tasks from the metadistribution. We consider a binary classification setting where tasks are related by a shared representation, that is, every task $P$ can be solved by a classifier of the form $f_{P} \circ h$ where $h \in H$ is a map from features to a representation space that is shared across tasks, and $f_{P} \in F$ is a task-specific classifier from the representation space to labels. The main question we ask is how much data do we need to metalearn a good representation? Here, the amount of data is measured in terms of the number of tasks $t$ that we need to see and the number of samples $n$ per task. We focus on the regime where $n$ is extremely small. Our main result shows that, in a distribution-free setting where the feature vectors are in $\mathbb{R}^d$, the representation is a linear map from $\mathbb{R}^d \to \mathbb{R}^k$, and the task-specific classifiers are halfspaces in $\mathbb{R}^k$, we can metalearn a representation with error $\varepsilon$ using $n = k+2$ samples per task, and $d \cdot (1/\varepsilon)^{O(k)}$ tasks. Learning with so few samples per task is remarkable because metalearning would be impossible with $k+1$ samples per task, and because we cannot even hope to learn an accurate task-specific classifier with $k+2$ samples per task. Our work also yields a characterization of distribution-free multitask learning and reductions between meta and multitask learning.

LGFeb 21, 2024
Private Gradient Descent for Linear Regression: Tighter Error Bounds and Instance-Specific Uncertainty Estimation

Gavin Brown, Krishnamurthy Dvijotham, Georgina Evans et al.

We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time step. Our analysis leads to new results on the algorithm's accuracy: for a proper fixed choice of hyperparameters, the sample complexity depends only linearly on the dimension of the data. This matches the dimension-dependence of the (non-private) ordinary least squares estimator as well as that of recent private algorithms that rely on sophisticated adaptive gradient-clipping schemes (Varshney et al., 2022; Liu et al., 2023). Our analysis of the iterates' distribution also allows us to construct confidence intervals for the empirical optimizer which adapt automatically to the variance of the algorithm on a particular data set. We validate our theorems through experiments on synthetic data.

LGApr 23, 2024
Insufficient Statistics Perturbation: Stable Estimators for Private Least Squares

Gavin Brown, Jonathan Hayase, Samuel Hopkins et al.

We present a sample- and time-efficient differentially private algorithm for ordinary least squares, with error that depends linearly on the dimension and is independent of the condition number of $X^\top X$, where $X$ is the design matrix. All prior private algorithms for this task require either $d^{3/2}$ examples, error growing polynomially with the condition number, or exponential time. Our near-optimal accuracy guarantee holds for any dataset with bounded statistical leverage and bounded residuals. Technically, we build on the approach of Brown et al. (2023) for private mean estimation, adding scaled noise to a carefully designed stable nonprivate estimator of the empirical regression vector.

LGMar 5, 2025
It's My Data Too: Private ML for Datasets with Multi-User Training Examples

Arun Ganesh, Ryan McKenna, Brendan McMahan et al.

We initiate a study of algorithms for model training with user-level differential privacy (DP), where each example may be attributed to multiple users, which we call the multi-attribution model. We first provide a carefully chosen definition of user-level DP under the multi-attribution model. Training in the multi-attribution model is facilitated by solving the contribution bounding problem, i.e. the problem of selecting a subset of the dataset for which each user is associated with a limited number of examples. We propose a greedy baseline algorithm for the contribution bounding problem. We then empirically study this algorithm for a synthetic logistic regression task and a transformer training task, including studying variants of this baseline algorithm that optimize the subset chosen using different techniques and criteria. We find that the baseline algorithm remains competitive with its variants in most settings, and build a better understanding of the practical importance of a bias-variance tradeoff inherent in solutions to the contribution bounding problem.

LGDec 16, 2024
Privacy in Metalearning and Multitask Learning: Modeling and Separations

Maryam Aliakbarpour, Konstantina Bairaktari, Adam Smith et al.

Model personalization allows a set of individuals, each facing a different learning task, to train models that are more accurate for each person than those they could develop individually. The goals of personalization are captured in a variety of formal frameworks, such as multitask learning and metalearning. Combining data for model personalization poses risks for privacy because the output of an individual's model can depend on the data of other individuals. In this work we undertake a systematic study of differentially private personalized learning. Our first main contribution is to construct a taxonomy of formal frameworks for private personalized learning. This taxonomy captures different formal frameworks for learning as well as different threat models for the attacker. Our second main contribution is to prove separations between the personalized learning problems corresponding to different choices. In particular, we prove a novel separation between private multitask learning and private metalearning.

LGOct 19, 2025
High-Dimensional Privacy-Utility Dynamics of Noisy Stochastic Gradient Descent on Least Squares

Shurong Lin, Eric D. Kolaczyk, Adam Smith et al.

The interplay between optimization and privacy has become a central theme in privacy-preserving machine learning. Noisy stochastic gradient descent (SGD) has emerged as a cornerstone algorithm, particularly in large-scale settings. These variants of gradient methods inject carefully calibrated noise into each update to achieve differential privacy, the gold standard notion of rigorous privacy guarantees. Prior work primarily provides various bounds on statistical risk and privacy loss for noisy SGD, yet the \textit{exact} behavior of the process remains unclear, particularly in high-dimensional settings. This work leverages a diffusion approach to analyze noisy SGD precisely, providing a continuous-time perspective that captures both statistical risk evolution and privacy loss dynamics in high dimensions. Moreover, we study a variant of noisy SGD that does not require explicit knowledge of gradient sensitivity, unlike existing work that assumes or enforces sensitivity through gradient clipping. Specifically, we focus on the least squares problem with $\ell_2$ regularization.

LGAug 26, 2025
The Sample Complexity of Membership Inference and Privacy Auditing

Mahdi Haghifam, Adam Smith, Jonathan Ullman

A membership-inference attack gets the output of a learning algorithm, and a target individual, and tries to determine whether this individual is a member of the training data or an independent sample from the same distribution. A successful membership-inference attack typically requires the attacker to have some knowledge about the distribution that the training data was sampled from, and this knowledge is often captured through a set of independent reference samples from that distribution. In this work we study how much information the attacker needs for membership inference by investigating the sample complexity-the minimum number of reference samples required-for a successful attack. We study this question in the fundamental setting of Gaussian mean estimation where the learning algorithm is given $n$ samples from a Gaussian distribution $\mathcal{N}(μ,Σ)$ in $d$ dimensions, and tries to estimate $\hatμ$ up to some error $\mathbb{E}[\|\hat μ- μ\|^2_Σ]\leq ρ^2 d$. Our result shows that for membership inference in this setting, $Ω(n + n^2 ρ^2)$ samples can be necessary to carry out any attack that competes with a fully informed attacker. Our result is the first to show that the attacker sometimes needs many more samples than the training algorithm uses to train the model. This result has significant implications for practice, as all attacks used in practice have a restricted form that uses $O(n)$ samples and cannot benefit from $ω(n)$ samples. Thus, these attacks may be underestimating the possibility of membership inference, and better attacks may be possible when information about the distribution is easy to obtain.

LGJun 19, 2025
Black-Box Privacy Attacks on Shared Representations in Multitask Learning

John Abascal, Nicolás Berrios, Alina Oprea et al.

Multitask learning (MTL) has emerged as a powerful paradigm that leverages similarities among multiple learning tasks, each with insufficient samples to train a standalone model, to solve them simultaneously while minimizing data sharing across users and organizations. MTL typically accomplishes this goal by learning a shared representation that captures common structure among the tasks by embedding data from all tasks into a common feature space. Despite being designed to be the smallest unit of shared information necessary to effectively learn patterns across multiple tasks, these shared representations can inadvertently leak sensitive information about the particular tasks they were trained on. In this work, we investigate what information is revealed by the shared representations through the lens of inference attacks. Towards this, we propose a novel, black-box task-inference threat model where the adversary, given the embedding vectors produced by querying the shared representation on samples from a particular task, aims to determine whether that task was present when training the shared representation. We develop efficient, purely black-box attacks on machine learning models that exploit the dependencies between embeddings from the same task without requiring shadow models or labeled reference data. We evaluate our attacks across vision and language domains for multiple use cases of MTL and demonstrate that even with access only to fresh task samples rather than training data, a black-box adversary can successfully infer a task's inclusion in training. To complement our experiments, we provide theoretical analysis of a simplified learning setting and show a strict separation between adversaries with training samples and fresh samples from the target task's distribution.

MLApr 29, 2025
Generate-then-Verify: Reconstructing Data from Limited Published Statistics

Terrance Liu, Eileen Xiao, Adam Smith et al.

We study the problem of reconstructing tabular data from aggregate statistics, in which the attacker aims to identify interesting claims about the sensitive data that can be verified with 100% certainty given the aggregates. Successful attempts in prior work have conducted studies in settings where the set of published statistics is rich enough that entire datasets can be reconstructed with certainty. In our work, we instead focus on the regime where many possible datasets match the published statistics, making it impossible to reconstruct the entire private dataset perfectly (i.e., when approaches in prior work fail). We propose the problem of partial data reconstruction, in which the goal of the adversary is to instead output a $\textit{subset}$ of rows and/or columns that are $\textit{guaranteed to be correct}$. We introduce a novel integer programming approach that first $\textbf{generates}$ a set of claims and then $\textbf{verifies}$ whether each claim holds for all possible datasets consistent with the published aggregates. We evaluate our approach on the housing-level microdata from the U.S. Decennial Census release, demonstrating that privacy violations can still persist even when information published about such data is relatively sparse.

LGJun 4, 2024
Auditing Privacy Mechanisms via Label Inference Attacks

Róbert István Busa-Fekete, Travis Dick, Claudio Gentile et al.

We propose reconstruction advantage measures to audit label privatization mechanisms. A reconstruction advantage measure quantifies the increase in an attacker's ability to infer the true label of an unlabeled example when provided with a private version of the labels in a dataset (e.g., aggregate of labels from different users or noisy labels output by randomized response), compared to an attacker that only observes the feature vectors, but may have prior knowledge of the correlation between features and labels. We consider two such auditing measures: one additive, and one multiplicative. These incorporate previous approaches taken in the literature on empirical auditing and differential privacy. The measures allow us to place a variety of proposed privatization schemes -- some differentially private, some not -- on the same footing. We analyze these measures theoretically under a distributional model which encapsulates reasonable adversarial settings. We also quantify their behavior empirically on real and simulated prediction tasks. Across a range of experimental settings, we find that differentially private schemes dominate or match the privacy-utility tradeoff of more heuristic approaches.

LGFeb 16, 2022
Improved Differential Privacy for SGD via Optimal Private Linear Operators on Adaptive Streams

Sergey Denisov, Brendan McMahan, Keith Rush et al.

Motivated by recent applications requiring differential privacy over adaptive streams, we investigate the question of optimal instantiations of the matrix mechanism in this setting. We prove fundamental theoretical results on the applicability of matrix factorizations to adaptive streams, and provide a parameter-free fixed-point algorithm for computing optimal factorizations. We instantiate this framework with respect to concrete matrices which arise naturally in machine learning, and train user-level differentially private models with the resulting optimal mechanisms, yielding significant improvements in a notable problem in federated learning with user-level differential privacy.

DSDec 1, 2021
The Price of Differential Privacy under Continual Observation

Palak Jain, Sofya Raskhodnikova, Satchit Sivakumar et al.

We study the accuracy of differentially private mechanisms in the continual release model. A continual release mechanism receives a sensitive dataset as a stream of $T$ inputs and produces, after receiving each input, an accurate output on the obtained inputs. In contrast, a batch algorithm receives the data as one batch and produces a single output. We provide the first strong lower bounds on the error of continual release mechanisms. In particular, for two fundamental problems that are widely studied and used in the batch model, we show that the worst case error of every continual release algorithm is $\tilde Ω(T^{1/3})$ times larger than that of the best batch algorithm. Previous work shows only a polylogarithimic (in $T$) gap between the worst case error achievable in these two models; further, for many problems, including the summation of binary attributes, the polylogarithmic gap is tight (Dwork et al., 2010; Chan et al., 2010). Our results show that problems closely related to summation -- specifically, those that require selecting the largest of a set of sums -- are fundamentally harder in the continual release model than in the batch model. Our lower bounds assume only that privacy holds for streams fixed in advance (the "nonadaptive" setting). However, we provide matching upper bounds that hold in a model where privacy is required even for adaptively selected streams. This model may be of independent interest.

LGJun 24, 2021
Covariance-Aware Private Mean Estimation Without Private Covariance Estimation

Gavin Brown, Marco Gaboardi, Adam Smith et al.

We present two sample-efficient differentially private mean estimators for $d$-dimensional (sub)Gaussian distributions with unknown covariance. Informally, given $n \gtrsim d/α^2$ samples from such a distribution with mean $μ$ and covariance $Σ$, our estimators output $\tildeμ$ such that $\| \tildeμ- μ\|_Σ \leq α$, where $\| \cdot \|_Σ$ is the Mahalanobis distance. All previous estimators with the same guarantee either require strong a priori bounds on the covariance matrix or require $Ω(d^{3/2})$ samples. Each of our estimators is based on a simple, general approach to designing differentially private mechanisms, but with novel technical steps to make the estimator private and sample-efficient. Our first estimator samples a point with approximately maximum Tukey depth using the exponential mechanism, but restricted to the set of points of large Tukey depth. Its accuracy guarantees hold even for data sets that have a small amount of adversarial corruption. Proving that this mechanism is private requires a novel analysis. Our second estimator perturbs the empirical mean of the data set with noise calibrated to the empirical covariance, without releasing the covariance itself. Its sample complexity guarantees hold more generally for subgaussian distributions, albeit with a slightly worse dependence on the privacy parameter. For both estimators, careful preprocessing of the data is required to satisfy differential privacy.

CRJun 18, 2021
Non-parametric Differentially Private Confidence Intervals for the Median

Joerg Drechsler, Ira Globus-Harris, Audra McMillan et al.

Differential privacy is a restriction on data processing algorithms that provides strong confidentiality guarantees for individual records in the data. However, research on proper statistical inference, that is, research on properly quantifying the uncertainty of the (noisy) sample estimate regarding the true value in the population, is currently still limited. This paper proposes and evaluates several strategies to compute valid differentially private confidence intervals for the median. Instead of computing a differentially private point estimate and deriving its uncertainty, we directly estimate the interval bounds and discuss why this approach is superior if ensuring privacy is important. We also illustrate that addressing both sources of uncertainty--the error from sampling and the error from protecting the output--simultaneously should be preferred over simpler approaches that incorporate the uncertainty in a sequential fashion. We evaluate the performance of the different algorithms under various parameter settings in extensive simulation studies and demonstrate how the findings could be applied in practical settings using data from the 1940 Decennial Census.

LGDec 11, 2020
When is Memorization of Irrelevant Training Data Necessary for High-Accuracy Learning?

Gavin Brown, Mark Bun, Vitaly Feldman et al.

Modern machine learning models are complex and frequently encode surprising amounts of information about individual inputs. In extreme cases, complex models appear to memorize entire input examples, including seemingly irrelevant information (social security numbers from text, for example). In this paper, we aim to understand whether this sort of memorization is necessary for accurate learning. We describe natural prediction problems in which every sufficiently accurate training algorithm must encode, in the prediction model, essentially all the information about a large subset of its training examples. This remains true even when the examples are high-dimensional and have entropy much higher than the sample size, and even when most of that information is ultimately irrelevant to the task at hand. Further, our results do not depend on the training algorithm or the class of models used for learning. Our problems are simple and fairly natural variants of the next-symbol prediction and the cluster labeling tasks. These tasks can be seen as abstractions of text- and image-related prediction problems. To establish our results, we reduce from a family of one-way communication problems for which we prove new information complexity lower bounds. Additionally, we present synthetic-data experiments demonstrating successful attacks on logistic regression and neural network classifiers.

LGNov 11, 2020
Empirical Risk Minimization in the Non-interactive Local Model of Differential Privacy

Di Wang, Marco Gaboardi, Adam Smith et al.

In this paper, we study the Empirical Risk Minimization (ERM) problem in the non-interactive Local Differential Privacy (LDP) model. Previous research on this problem \citep{smith2017interaction} indicates that the sample complexity, to achieve error $α$, needs to be exponentially depending on the dimensionality $p$ for general loss functions. In this paper, we make two attempts to resolve this issue by investigating conditions on the loss functions that allow us to remove such a limit. In our first attempt, we show that if the loss function is $(\infty, T)$-smooth, by using the Bernstein polynomial approximation we can avoid the exponential dependency in the term of $α$. We then propose player-efficient algorithms with $1$-bit communication complexity and $O(1)$ computation cost for each player. The error bound of these algorithms is asymptotically the same as the original one. With some additional assumptions, we also give an algorithm which is more efficient for the server. In our second attempt, we show that for any $1$-Lipschitz generalized linear convex loss function, there is an $(ε, δ)$-LDP algorithm whose sample complexity for achieving error $α$ is only linear in the dimensionality $p$. Our results use a polynomial of inner product approximation technique. Finally, motivated by the idea of using polynomial approximation and based on different types of polynomial approximations, we propose (efficient) non-interactive locally differentially private algorithms for learning the set of k-way marginal queries and the set of smooth queries.

LGJul 10, 2020
Differentially Private Simple Linear Regression

Daniel Alabi, Audra McMillan, Jayshree Sarathy et al.

Economics and social science research often require analyzing datasets of sensitive personal information at fine granularity, with models fit to small subsets of the data. Unfortunately, such fine-grained analysis can easily reveal sensitive individual information. We study algorithms for simple linear regression that satisfy differential privacy, a constraint which guarantees that an algorithm's output reveals little about any individual input data record, even to an attacker with arbitrary side information about the dataset. We consider the design of differentially private algorithms for simple linear regression for small datasets, with tens to hundreds of datapoints, which is a particularly challenging regime for differential privacy. Focusing on a particular application to small-area analysis in economics research, we study the performance of a spectrum of algorithms we adapt to the setting. We identify key factors that affect their performance, showing through a range of experiments that algorithms based on robust estimators (in particular, the Theil-Sen estimator) perform well on the smallest datasets, but that other more standard algorithms do better as the dataset size increases.

DSSep 20, 2019
Manipulation Attacks in Local Differential Privacy

Albert Cheu, Adam Smith, Jonathan Ullman

Local differential privacy is a widely studied restriction on distributed algorithms that collect aggregates about sensitive user data, and is now deployed in several large systems. We initiate a systematic study of a fundamental limitation of locally differentially private protocols: they are highly vulnerable to adversarial manipulation. While any algorithm can be manipulated by adversaries who lie about their inputs, we show that any non-interactive locally differentially private protocol can be manipulated to a much greater extent. Namely, when the privacy level is high or the input domain is large, an attacker who controls a small fraction of the users in the protocol can completely obscure the distribution of the users' inputs. We also show that existing protocols differ greatly in their resistance to manipulation, even when they offer the same accuracy guarantee with honest execution. Our results suggest caution when deploying local differential privacy and reinforce the importance of efficient cryptographic techniques for emulating mechanisms from central differential privacy in distributed settings.

LGJun 21, 2019
Guaranteed Validity for Empirical Approaches to Adaptive Data Analysis

Ryan Rogers, Aaron Roth, Adam Smith et al.

We design a general framework for answering adaptive statistical queries that focuses on providing explicit confidence intervals along with point estimates. Prior work in this area has either focused on providing tight confidence intervals for specific analyses, or providing general worst-case bounds for point estimates. Unfortunately, as we observe, these worst-case bounds are loose in many settings --- often not even beating simple baselines like sample splitting. Our main contribution is to design a framework for providing valid, instance-specific confidence intervals for point estimates that can be generated by heuristics. When paired with good heuristics, this method gives guarantees that are orders of magnitude better than the best worst-case bounds. We provide a Python library implementing our method.

LGDec 17, 2018
Noninteractive Locally Private Learning of Linear Models via Polynomial Approximations

Di Wang, Adam Smith, Jinhui Xu

Minimizing a convex risk function is the main step in many basic learning algorithms. We study protocols for convex optimization which provably leak very little about the individual data points that constitute the loss function. Specifically, we consider differentially private algorithms that operate in the local model, where each data record is stored on a separate user device and randomization is performed locally by those devices. We give new protocols for \emph{noninteractive} LDP convex optimization---i.e., protocols that require only a single randomized report from each user to an untrusted aggregator. We study our algorithms' performance with respect to expected loss---either over the data set at hand (empirical risk) or a larger population from which our data set is assumed to be drawn. Our error bounds depend on the form of individuals' contribution to the expected loss. For the case of \emph{generalized linear losses} (such as hinge and logistic losses), we give an LDP algorithm whose sample complexity is only linear in the dimensionality $p$ and quasipolynomial in other terms (the privacy parameters $ε$ and $δ$, and the desired excess risk $α$). This is the first algorithm for nonsmooth losses with sub-exponential dependence on $p$. For the Euclidean median problem, where the loss is given by the Euclidean distance to a given data point, we give a protocol whose sample complexity grows quasipolynomially in $p$. This is the first protocol with sub-exponential dependence on $p$ for a loss that is not a generalized linear loss . Our result for the hinge loss is based on a technique, dubbed polynomial of inner product approximation, which may be applicable to other problems. Our results for generalized linear losses and the Euclidean median are based on new reductions to the case of hinge loss.

DSNov 27, 2018
The Structure of Optimal Private Tests for Simple Hypotheses

Clément L. Canonne, Gautam Kamath, Audra McMillan et al.

Hypothesis testing plays a central role in statistical inference, and is used in many settings where privacy concerns are paramount. This work answers a basic question about privately testing simple hypotheses: given two distributions $P$ and $Q$, and a privacy level $\varepsilon$, how many i.i.d. samples are needed to distinguish $P$ from $Q$ subject to $\varepsilon$-differential privacy, and what sort of tests have optimal sample complexity? Specifically, we characterize this sample complexity up to constant factors in terms of the structure of $P$ and $Q$ and the privacy level $\varepsilon$, and show that this sample complexity is achieved by a certain randomized and clamped variant of the log-likelihood ratio test. Our result is an analogue of the classical Neyman-Pearson lemma in the setting of private hypothesis testing. We also give an application of our result to the private change-point detection. Our characterization applies more generally to hypothesis tests satisfying essentially any notion of algorithmic stability, which is known to imply strong generalization bounds in adaptive data analysis, and thus our results have applications even when privacy is not a primary concern.

STOct 30, 2018
Private Algorithms Can Always Be Extended

Christian Borgs, Jennifer Chayes, Adam Smith et al.

We consider the following fundamental question on $ε$-differential privacy. Consider an arbitrary $ε$-differentially private algorithm defined on a subset of the input space. Is it possible to extend it to an $ε'$-differentially private algorithm on the whole input space for some $ε'$ comparable with $ε$? In this note we answer affirmatively this question for $ε'=2ε$. Our result applies to every input metric space and space of possible outputs. This result originally appeared in a recent paper by the authors [BCSZ18]. We present a self-contained version in this note, in the hopes that it will be broadly useful.

STOct 4, 2018
Revealing Network Structure, Confidentially: Improved Rates for Node-Private Graphon Estimation

Christian Borgs, Jennifer Chayes, Adam Smith et al.

Motivated by growing concerns over ensuring privacy on social networks, we develop new algorithms and impossibility results for fitting complex statistical models to network data subject to rigorous privacy guarantees. We consider the so-called node-differentially private algorithms, which compute information about a graph or network while provably revealing almost no information about the presence or absence of a particular node in the graph. We provide new algorithms for node-differentially private estimation for a popular and expressive family of network models: stochastic block models and their generalization, graphons. Our algorithms improve on prior work, reducing their error quadratically and matching, in many regimes, the optimal nonprivate algorithm. We also show that for the simplest random graph models ($G(n,p)$ and $G(n,m)$), node-private algorithms can be qualitatively more accurate than for more complex models---converging at a rate of $\frac{1}{ε^2 n^{3}}$ instead of $\frac{1}{ε^2 n^2}$. This result uses a new extension lemma for differentially private algorithms that we hope will be broadly useful.

LGOct 3, 2018
From Soft Classifiers to Hard Decisions: How fair can we be?

Ran Canetti, Aloni Cohen, Nishanth Dikkala et al.

A popular methodology for building binary decision-making classifiers in the presence of imperfect information is to first construct a non-binary "scoring" classifier that is calibrated over all protected groups, and then to post-process this score to obtain a binary decision. We study the feasibility of achieving various fairness properties by post-processing calibrated scores, and then show that deferring post-processors allow for more fairness conditions to hold on the final decision. Specifically, we show: 1. There does not exist a general way to post-process a calibrated classifier to equalize protected groups' positive or negative predictive value (PPV or NPV). For certain "nice" calibrated classifiers, either PPV or NPV can be equalized when the post-processor uses different thresholds across protected groups, though there exist distributions of calibrated scores for which the two measures cannot be both equalized. When the post-processing consists of a single global threshold across all groups, natural fairness properties, such as equalizing PPV in a nontrivial way, do not hold even for "nice" classifiers. 2. When the post-processing is allowed to `defer' on some decisions (that is, to avoid making a decision by handing off some examples to a separate process), then for the non-deferred decisions, the resulting classifier can be made to equalize PPV, NPV, false positive rate (FPR) and false negative rate (FNR) across the protected groups. This suggests a way to partially evade the impossibility results of Chouldechova and Kleinberg et al., which preclude equalizing all of these measures simultaneously. We also present different deferring strategies and show how they affect the fairness properties of the overall system. We evaluate our post-processing techniques using the COMPAS data set from 2016.

CRAug 4, 2018
Distributed Differential Privacy via Shuffling

Albert Cheu, Adam Smith, Jonathan Ullman et al.

We consider the problem of designing scalable, robust protocols for computing statistics about sensitive data. Specifically, we look at how best to design differentially private protocols in a distributed setting, where each user holds a private datum. The literature has mostly considered two models: the "central" model, in which a trusted server collects users' data in the clear, which allows greater accuracy; and the "local" model, in which users individually randomize their data, and need not trust the server, but accuracy is limited. Attempts to achieve the accuracy of the central model without a trusted server have so far focused on variants of cryptographic MPC, which limits scalability. In this paper, we initiate the analytic study of a shuffled model for distributed differentially private algorithms, which lies between the local and central models. This simple-to-implement model, a special case of the ESA framework of [Bittau et al., '17], augments the local model with an anonymous channel that randomly permutes a set of user-supplied messages. For sum queries, we show that this model provides the power of the central model while avoiding the need to trust a central server and the complexity of cryptographic secure function evaluation. More generally, we give evidence that the power of the shuffled model lies strictly between those of the central and local models: for a natural restriction of the model, we show that shuffled protocols for a widely studied selection problem require exponentially higher sample complexity than do central-model protocols.

LGJun 15, 2018
The Limits of Post-Selection Generalization

Kobbi Nissim, Adam Smith, Thomas Steinke et al.

While statistics and machine learning offers numerous methods for ensuring generalization, these methods often fail in the presence of adaptivity---the common practice in which the choice of analysis depends on previous interactions with the same dataset. A recent line of work has introduced powerful, general purpose algorithms that ensure post hoc generalization (also called robust or post-selection generalization), which says that, given the output of the algorithm, it is hard to find any statistic for which the data differs significantly from the population it came from. In this work we show several limitations on the power of algorithms satisfying post hoc generalization. First, we show a tight lower bound on the error of any algorithm that satisfies post hoc generalization and answers adaptively chosen statistical queries, showing a strong barrier to progress in post selection data analysis. Second, we show that post hoc generalization is not closed under composition, despite many examples of such algorithms exhibiting strong composition properties.

OCMay 25, 2018
Graph Oracle Models, Lower Bounds, and Gaps for Parallel Stochastic Optimization

Blake Woodworth, Jialei Wang, Adam Smith et al.

We suggest a general oracle-based framework that captures different parallel stochastic optimization settings described by a dependency graph, and derive generic lower bounds in terms of this graph. We then use the framework and derive lower bounds for several specific parallel optimization settings, including delayed updates and parallel processing with intermittent communication. We highlight gaps between lower and upper bounds on the oracle complexity, and cases where the "natural" algorithms are not known to be optimal.

AIMay 2, 2018
Evolving Mario Levels in the Latent Space of a Deep Convolutional Generative Adversarial Network

Vanessa Volz, Jacob Schrum, Jialin Liu et al.

Generative Adversarial Networks (GANs) are a machine learning approach capable of generating novel example outputs across a space of provided training examples. Procedural Content Generation (PCG) of levels for video games could benefit from such models, especially for games where there is a pre-existing corpus of levels to emulate. This paper trains a GAN to generate levels for Super Mario Bros using a level from the Video Game Level Corpus. The approach successfully generates a variety of levels similar to one in the original corpus, but is further improved by application of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Specifically, various fitness functions are used to discover levels within the latent space of the GAN that maximize desired properties. Simple static properties are optimized, such as a given distribution of tile types. Additionally, the champion A* agent from the 2009 Mario AI competition is used to assess whether a level is playable, and how many jumping actions are required to beat it. These fitness functions allow for the discovery of levels that exist within the space of examples designed by experts, and also guide the search towards levels that fulfill one or more specified objectives.

LGJun 2, 2017
Information, Privacy and Stability in Adaptive Data Analysis

Adam Smith

Traditional statistical theory assumes that the analysis to be performed on a given data set is selected independently of the data themselves. This assumption breaks downs when data are re-used across analyses and the analysis to be performed at a given stage depends on the results of earlier stages. Such dependency can arise when the same data are used by several scientific studies, or when a single analysis consists of multiple stages. How can we draw statistically valid conclusions when data are re-used? This is the focus of a recent and active line of work. At a high level, these results show that limiting the information revealed by earlier stages of analysis controls the bias introduced in later stages by adaptivity. Here we review some known results in this area and highlight the role of information-theoretic concepts, notably several one-shot notions of mutual information.

CONov 30, 2016
Stability selection for component-wise gradient boosting in multiple dimensions

Janek Thomas, Andreas Mayr, Bernd Bischl et al.

We present a new algorithm for boosting generalized additive models for location, scale and shape (GAMLSS) that allows to incorporate stability selection, an increasingly popular way to obtain stable sets of covariates while controlling the per-family error rate (PFER). The model is fitted repeatedly to subsampled data and variables with high selection frequencies are extracted. To apply stability selection to boosted GAMLSS, we develop a new "noncyclical" fitting algorithm that incorporates an additional selection step of the best-fitting distribution parameter in each iteration. This new algorithms has the additional advantage that optimizing the tuning parameters of boosting is reduced from a multi-dimensional to a one-dimensional problem with vastly decreased complexity. The performance of the novel algorithm is evaluated in an extensive simulation study. We apply this new algorithm to a study to estimate abundance of common eider in Massachusetts, USA, featuring excess zeros, overdispersion, non-linearity and spatio-temporal structures. Eider abundance is estimated via boosted GAMLSS, allowing both mean and overdispersion to be regressed on covariates. Stability selection is used to obtain a sparse set of stable predictors.

LGApr 13, 2016
Max-Information, Differential Privacy, and Post-Selection Hypothesis Testing

Ryan Rogers, Aaron Roth, Adam Smith et al.

In this paper, we initiate a principled study of how the generalization properties of approximate differential privacy can be used to perform adaptive hypothesis testing, while giving statistically valid $p$-value corrections. We do this by observing that the guarantees of algorithms with bounded approximate max-information are sufficient to correct the $p$-values of adaptively chosen hypotheses, and then by proving that algorithms that satisfy $(ε,δ)$-differential privacy have bounded approximate max information when their inputs are drawn from a product distribution. This substantially extends the known connection between differential privacy and max-information, which previously was only known to hold for (pure) $(ε,0)$-differential privacy. It also extends our understanding of max-information as a partially unifying measure controlling the generalization properties of adaptive data analyses. We also show a lower bound, proving that (despite the strong composition properties of max-information), when data is drawn from a product distribution, $(ε,δ)$-differentially private algorithms can come first in a composition with other algorithms satisfying max-information bounds, but not necessarily second if the composition is required to itself satisfy a nontrivial max-information bound. This, in particular, implies that the connection between $(ε,δ)$-differential privacy and max-information holds only for inputs drawn from product distributions, unlike the connection between $(ε,0)$-differential privacy and max-information.

STApr 7, 2016
When is Nontrivial Estimation Possible for Graphons and Stochastic Block Models?

Audra McMillan, Adam Smith

Block graphons (also called stochastic block models) are an important and widely-studied class of models for random networks. We provide a lower bound on the accuracy of estimators for block graphons with a large number of blocks. We show that, given only the number $k$ of blocks and an upper bound $ρ$ on the values (connection probabilities) of the graphon, every estimator incurs error at least on the order of $\min(ρ, \sqrt{ρk^2/n^2})$ in the $δ_2$ metric with constant probability, in the worst case over graphons. In particular, our bound rules out any nontrivial estimation (that is, with $δ_2$ error substantially less than $ρ$) when $k\geq n\sqrtρ$. Combined with previous upper and lower bounds, our results characterize, up to logarithmic terms, the minimax accuracy of graphon estimation in the $δ_2$ metric. A similar lower bound to ours was obtained independently by Klopp, Tsybakov and Verzelen (2016).

LGNov 8, 2015
Algorithmic Stability for Adaptive Data Analysis

Raef Bassily, Kobbi Nissim, Adam Smith et al.

Adaptivity is an important feature of data analysis---the choice of questions to ask about a dataset often depends on previous interactions with the same dataset. However, statistical validity is typically studied in a nonadaptive model, where all questions are specified before the dataset is drawn. Recent work by Dwork et al. (STOC, 2015) and Hardt and Ullman (FOCS, 2014) initiated the formal study of this problem, and gave the first upper and lower bounds on the achievable generalization error for adaptive data analysis. Specifically, suppose there is an unknown distribution $\mathbf{P}$ and a set of $n$ independent samples $\mathbf{x}$ is drawn from $\mathbf{P}$. We seek an algorithm that, given $\mathbf{x}$ as input, accurately answers a sequence of adaptively chosen queries about the unknown distribution $\mathbf{P}$. How many samples $n$ must we draw from the distribution, as a function of the type of queries, the number of queries, and the desired level of accuracy? In this work we make two new contributions: (i) We give upper bounds on the number of samples $n$ that are needed to answer statistical queries. The bounds improve and simplify the work of Dwork et al. (STOC, 2015), and have been applied in subsequent work by those authors (Science, 2015, NIPS, 2015). (ii) We prove the first upper bounds on the number of samples required to answer more general families of queries. These include arbitrary low-sensitivity queries and an important class of optimization queries. As in Dwork et al., our algorithms are based on a connection with algorithmic stability in the form of differential privacy. We extend their work by giving a quantitatively optimal, more general, and simpler proof of their main theorem that stability implies low generalization error. We also study weaker stability guarantees such as bounded KL divergence and total variation distance.

QUANT-PHJul 6, 2015
Classical Cryptographic Protocols in a Quantum World

Sean Hallgren, Adam Smith, Fang Song

Cryptographic protocols, such as protocols for secure function evaluation (SFE), have played a crucial role in the development of modern cryptography. The extensive theory of these protocols, however, deals almost exclusively with classical attackers. If we accept that quantum information processing is the most realistic model of physically feasible computation, then we must ask: what classical protocols remain secure against quantum attackers? Our main contribution is showing the existence of classical two-party protocols for the secure evaluation of any polynomial-time function under reasonable computational assumptions (for example, it suffices that the learning with errors problem be hard for quantum polynomial time). Our result shows that the basic two-party feasibility picture from classical cryptography remains unchanged in a quantum world.

STJun 19, 2015
Private Graphon Estimation for Sparse Graphs

Christian Borgs, Jennifer T. Chayes, Adam Smith

We design algorithms for fitting a high-dimensional statistical model to a large, sparse network without revealing sensitive information of individual members. Given a sparse input graph $G$, our algorithms output a node-differentially-private nonparametric block model approximation. By node-differentially-private, we mean that our output hides the insertion or removal of a vertex and all its adjacent edges. If $G$ is an instance of the network obtained from a generative nonparametric model defined in terms of a graphon $W$, our model guarantees consistency, in the sense that as the number of vertices tends to infinity, the output of our algorithm converges to $W$ in an appropriate version of the $L_2$ norm. In particular, this means we can estimate the sizes of all multi-way cuts in $G$. Our results hold as long as $W$ is bounded, the average degree of $G$ grows at least like the log of the number of vertices, and the number of blocks goes to infinity at an appropriate rate. We give explicit error bounds in terms of the parameters of the model; in several settings, our bounds improve on or match known nonprivate results.

CRApr 29, 2015
Efficient Lipschitz Extensions for High-Dimensional Graph Statistics and Node Private Degree Distributions

Sofya Raskhodnikova, Adam Smith

Lipschitz extensions were recently proposed as a tool for designing node differentially private algorithms. However, efficiently computable Lipschitz extensions were known only for 1-dimensional functions (that is, functions that output a single real value). In this paper, we study efficiently computable Lipschitz extensions for multi-dimensional (that is, vector-valued) functions on graphs. We show that, unlike for 1-dimensional functions, Lipschitz extensions of higher-dimensional functions on graphs do not always exist, even with a non-unit stretch. We design Lipschitz extensions with small stretch for the sorted degree list and for the degree distribution of a graph. Crucially, our extensions are efficiently computable. We also develop new tools for employing Lipschitz extensions in the design of differentially private algorithms. Specifically, we generalize the exponential mechanism, a widely used tool in data privacy. The exponential mechanism is given a collection of score functions that map datasets to real values. It attempts to return the name of the function with nearly minimum value on the data set. Our generalized exponential mechanism provides better accuracy when the sensitivity of an optimal score function is much smaller than the maximum sensitivity of score functions. We use our Lipschitz extension and the generalized exponential mechanism to design a node-differentially private algorithm for releasing an approximation to the degree distribution of a graph. Our algorithm is much more accurate than algorithms from previous work.

CRApr 18, 2015
Local, Private, Efficient Protocols for Succinct Histograms

Raef Bassily, Adam Smith

We give efficient protocols and matching accuracy lower bounds for frequency estimation in the local model for differential privacy. In this model, individual users randomize their data themselves, sending differentially private reports to an untrusted server that aggregates them. We study protocols that produce a succinct histogram representation of the data. A succinct histogram is a list of the most frequent items in the data (often called "heavy hitters") along with estimates of their frequencies; the frequency of all other items is implicitly estimated as 0. If there are $n$ users whose items come from a universe of size $d$, our protocols run in time polynomial in $n$ and $\log(d)$. With high probability, they estimate the accuracy of every item up to error $O\left(\sqrt{\log(d)/(ε^2n)}\right)$ where $ε$ is the privacy parameter. Moreover, we show that this much error is necessary, regardless of computational efficiency, and even for the simple setting where only one item appears with significant frequency in the data set. Previous protocols (Mishra and Sandler, 2006; Hsu, Khanna and Roth, 2012) for this task either ran in time $Ω(d)$ or had much worse error (about $\sqrt[6]{\log(d)/(ε^2n)}$), and the only known lower bound on error was $Ω(1/\sqrt{n})$. We also adapt a result of McGregor et al (2010) to the local setting. In a model with public coins, we show that each user need only send 1 bit to the server. For all known local protocols (including ours), the transformation preserves computational efficiency.

LGMar 16, 2015
More General Queries and Less Generalization Error in Adaptive Data Analysis

Raef Bassily, Adam Smith, Thomas Steinke et al.

Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive model, where all questions are specified before the dataset is drawn. Recent work by Dwork et al. (STOC '15) and Hardt and Ullman (FOCS '14) initiated the formal study of this problem, and gave the first upper and lower bounds on the achievable generalization error for adaptive data analysis. Specifically, suppose there is an unknown distribution $\mathcal{P}$ and a set of $n$ independent samples $x$ is drawn from $\mathcal{P}$. We seek an algorithm that, given $x$ as input, "accurately" answers a sequence of adaptively chosen "queries" about the unknown distribution $\mathcal{P}$. How many samples $n$ must we draw from the distribution, as a function of the type of queries, the number of queries, and the desired level of accuracy? In this work we make two new contributions towards resolving this question: *We give upper bounds on the number of samples $n$ that are needed to answer statistical queries that improve over the bounds of Dwork et al. *We prove the first upper bounds on the number of samples required to answer more general families of queries. These include arbitrary low-sensitivity queries and the important class of convex risk minimization queries. As in Dwork et al., our algorithms are based on a connection between differential privacy and generalization error, but we feel that our analysis is simpler and more modular, which may be useful for studying these questions in the future.

LGMay 27, 2014
Differentially Private Empirical Risk Minimization: Efficient Algorithms and Tight Error Bounds

Raef Bassily, Adam Smith, Abhradeep Thakurta

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower bounds for private ERM assuming only that each data point's contribution to the loss function is Lipschitz bounded and that the domain of optimization is bounded. We provide a separate set of algorithms and matching lower bounds for the setting in which the loss functions are known to also be strongly convex. Our algorithms run in polynomial time, and in some cases even match the optimal non-private running time (as measured by oracle complexity). We give separate algorithms (and lower bounds) for $(ε,0)$- and $(ε,δ)$-differential privacy; perhaps surprisingly, the techniques used for designing optimal algorithms in the two cases are completely different. Our lower bounds apply even to very simple, smooth function families, such as linear and quadratic functions. This implies that algorithms from previous work can be used to obtain optimal error rates, under the additional assumption that the contributions of each data point to the loss function is smooth. We show that simple approaches to smoothing arbitrary loss functions (in order to apply previous techniques) do not yield optimal error rates. In particular, optimal algorithms were not previously known for problems such as training support vector machines and the high-dimensional median.

DSOct 8, 2012
The Power of Linear Reconstruction Attacks

Shiva Prasad Kasiviswanathan, Mark Rudelson, Adam Smith

We consider the power of linear reconstruction attacks in statistical data privacy, showing that they can be applied to a much wider range of settings than previously understood. Linear attacks have been studied before (Dinur and Nissim PODS'03, Dwork, McSherry and Talwar STOC'07, Kasiviswanathan, Rudelson, Smith and Ullman STOC'10, De TCC'12, Muthukrishnan and Nikolov STOC'12) but have so far been applied only in settings with releases that are obviously linear. Consider a database curator who manages a database of sensitive information but wants to release statistics about how a sensitive attribute (say, disease) in the database relates to some nonsensitive attributes (e.g., postal code, age, gender, etc). We show one can mount linear reconstruction attacks based on any release that gives: a) the fraction of records that satisfy a given non-degenerate boolean function. Such releases include contingency tables (previously studied by Kasiviswanathan et al., STOC'10) as well as more complex outputs like the error rate of classifiers such as decision trees; b) any one of a large class of M-estimators (that is, the output of empirical risk minimization algorithms), including the standard estimators for linear and logistic regression. We make two contributions: first, we show how these types of releases can be transformed into a linear format, making them amenable to existing polynomial-time reconstruction algorithms. This is already perhaps surprising, since many of the above releases (like M-estimators) are obtained by solving highly nonlinear formulations. Second, we show how to analyze the resulting attacks under various distributional assumptions on the data. Specifically, we consider a setting in which the same statistic (either a) or b) above) is released about how the sensitive attribute relates to all subsets of size k (out of a total of d) nonsensitive boolean attributes.