ResidualPlanner+: a scalable matrix mechanism for marginals and beyond
This work addresses scalability and flexibility challenges in privacy mechanisms for data release, benefiting researchers and practitioners in fields like statistics and data science, though it is incremental by extending matrix mechanisms to more general workloads.
The authors tackled the problem of efficiently and accurately releasing noisy marginals for privacy-preserving data analysis, introducing ResidualPlanner and ResidualPlanner+ as scalable matrix mechanisms that optimize marginal queries in seconds on large datasets with up to 100 attributes, outperforming prior methods like HDMM in speed and memory usage.
Noisy marginals are a common form of confidentiality protecting data release and are useful for many downstream tasks such as contingency table analysis, construction of Bayesian networks, and even synthetic data generation. Privacy mechanisms that provide unbiased noisy answers to linear queries (such as marginals) are known as matrix mechanisms. We propose ResidualPlanner and ResidualPlanner+, two highly scalable matrix mechanisms. ResidualPlanner is both optimal and scalable for answering marginal queries with Gaussian noise, while ResidualPlanner+ provides support for more general workloads, such as combinations of marginals and range queries or prefix-sum queries. ResidualPlanner can optimize for many loss functions that can be written as a convex function of marginal variances (prior work was restricted to just one predefined objective function). ResidualPlanner can optimize the accuracy of marginals in large scale settings in seconds, even when the previous state of the art (HDMM) runs out of memory. It even runs on datasets with 100 attributes in a couple of minutes. Furthermore, ResidualPlanner can efficiently compute variance/covariance values for each marginal (prior methods quickly run out of memory, even for relatively small datasets). ResidualPlanner+ provides support for more complex workloads that combine marginal and range/prefix-sum queries (e.g., a marginal on race, a range query on age, and a combined race/age tabulation that answers age range queries for each race). It even supports custom user-defined workloads on different attributes. With this added flexibility, ResidualPlanner+ is not necessarily optimal, however it is still extremely scalable and outperforms the prior state-of-the-art (HDMM) on prefix-sum queries both in terms of accuracy and speed.