We introduce a universal framework for characterizing the statistical efficiency of a statistical estimation problem with differential privacy guarantees. Our framework, which we call High-dimensional Propose-Test-Release (HPTR), builds upon three crucial components: the exponential mechanism, robust statistics, and the Propose-Test-Release mechanism. Gluing all these together is the concept of resilience, which is central to robust statistical estimation. Resilience guides the design of the algorithm, the sensitivity analysis, and the success probability analysis of the test step in Propose-Test-Release. The key insight is that if we design an exponential mechanism that accesses the data only via one-dimensional robust statistics, then the resulting local sensitivity can be dramatically reduced. Using resilience, we can provide tight local sensitivity bounds. These tight bounds readily translate into near-optimal utility guarantees in several cases. We give a general recipe for applying HPTR to a given instance of a statistical estimation problem and demonstrate it on canonical problems of mean estimation, linear regression, covariance estimation, and principal component analysis. We introduce a general utility analysis technique that proves that HPTR nearly achieves the optimal sample complexity under several scenarios studied in the literature.
The availability of genomic data is essential to progress in biomedical research, personalized medicine, etc. However, its extreme sensitivity makes it problematic, if not outright impossible, to publish or share it. As a result, several initiatives have been launched to experiment with synthetic genomic data, e.g., using generative models to learn the underlying distribution of the real data and generate artificial datasets that preserve its salient characteristics without exposing it. This paper provides the first evaluation of both utility and privacy protection of six state-of-the-art models for generating synthetic genomic data. We assess the performance of the synthetic data on several common tasks, such as allele population statistics and linkage disequilibrium. We then measure privacy through the lens of membership inference attacks, i.e., inferring whether a record was part of the training data. Our experiments show that no single approach to generate synthetic genomic data yields both high utility and strong privacy across the board. Also, the size and nature of the training dataset matter. Moreover, while some combinations of datasets and models produce synthetic data with distributions close to the real data, there often are target data points that are vulnerable to membership inference. Looking forward, our techniques can be used by practitioners to assess the risks of deploying synthetic genomic data in the wild and serve as a benchmark for future work.
The Granular Instrumental Variables (GIV) methodology exploits panels with factor error structures to construct instruments to estimate structural time series models with endogeneity even after controlling for latent factors. We extend the GIV methodology in several dimensions. First, we extend the identification procedure to a large $N$ and large $T$ framework, which depends on the asymptotic Herfindahl index of the size distribution of $N$ cross-sectional units. Second, we treat both the factors and loadings as unknown and show that the sampling error in the estimated instrument and factors is negligible when considering the limiting distribution of the structural parameters. Third, we show that the sampling error in the high-dimensional precision matrix is negligible in our estimation algorithm. Fourth, we overidentify the structural parameters with additional constructed instruments, which leads to efficiency gains. Monte Carlo evidence is presented to support our asymptotic theory and application to the global crude oil market leads to new results.
(Gradient) Expectation Maximization (EM) is a widely used algorithm for estimating the maximum likelihood of mixture models or incomplete data problems. A major challenge facing this popular technique is how to effectively preserve the privacy of sensitive data. Previous research on this problem has already lead to the discovery of some Differentially Private (DP) algorithms for (Gradient) EM. However, unlike in the non-private case, existing techniques are not yet able to provide finite sample statistical guarantees. To address this issue, we propose in this paper the first DP version of (Gradient) EM algorithm with statistical guarantees. Moreover, we apply our general framework to three canonical models: Gaussian Mixture Model (GMM), Mixture of Regressions Model (MRM) and Linear Regression with Missing Covariates (RMC). Specifically, for GMM in the DP model, our estimation error is near optimal in some cases. For the other two models, we provide the first finite sample statistical guarantees. Our theory is supported by thorough numerical experiments.
Probabilistic counters are well known tools often used for space-efficient set cardinality estimation. In this paper we investigate probabilistic counters from the perspective of preserving privacy. We use standard, rigid differential privacy notion. The intuition is that the probabilistic counters do not reveal too much information about individuals, but provide only general information about the population. Thus they can be used safely without violating privacy of individuals. It turned out however that providing a precise, formal analysis of privacy parameters of probabilistic counters is surprisingly difficult and needs advanced techniques and a very careful approach. We demonstrate also that probabilistic counters can be used as a privacy protecion mechanism without any extra randomization. That is, the inherit randomization from the protocol is sufficient for protecting privacy, even if the probabilistic counter is used many times. In particular we present a specific privacy-preserving data aggregation protocol based on a probabilistic counter. Our results can be used for example in performing distributed surveys.
When are inferences (whether Direct-Likelihood, Bayesian, or Frequentist) obtained from partial data valid? This paper answers this question by offering a new asymptotic theory about inference with missing data that is more general than existing theories. By using more powerful tools from real analysis and probability theory than those used in previous research, it proves that as the sample size increases and the extent of missingness decreases, the mean-loglikelihood function generated by partial data and that ignores the missingness mechanism will almost surely converge uniformly to that which would have been generated by complete data; and if the data are Missing at Random, this convergence depends only on sample size. Thus, inferences from partial data, such as posterior modes, uncertainty estimates, confidence intervals, likelihood ratios, test statistics, and indeed, all quantities or features derived from the partial-data loglikelihood function, will be consistently estimated. They will approximate their complete-data analogues. This adds to previous research which has only proved the consistency and asymptotic normality of the posterior mode, and developed separate theories for Direct-Likelihood, Bayesian, and Frequentist inference. Practical implications of this result are discussed, and the theory is verified using a previous study of International Human Rights Law.
This paper uses the concept of algorithmic efficiency to present a unified theory of intelligence. Intelligence is defined informally, formally, and computationally. I introduce the concept of Dimensional complexity in algorithmic efficiency and deduce that an optimally efficient algorithm has zero Time complexity, zero Space complexity, and an infinite Dimensional complexity. This algorithm is then used to generate the number line.
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.
Federated learning has been showing as a promising approach in paving the last mile of artificial intelligence, due to its great potential of solving the data isolation problem in large scale machine learning. Particularly, with consideration of the heterogeneity in practical edge computing systems, asynchronous edge-cloud collaboration based federated learning can further improve the learning efficiency by significantly reducing the straggler effect. Despite no raw data sharing, the open architecture and extensive collaborations of asynchronous federated learning (AFL) still give some malicious participants great opportunities to infer other parties' training data, thus leading to serious concerns of privacy. To achieve a rigorous privacy guarantee with high utility, we investigate to secure asynchronous edge-cloud collaborative federated learning with differential privacy, focusing on the impacts of differential privacy on model convergence of AFL. Formally, we give the first analysis on the model convergence of AFL under DP and propose a multi-stage adjustable private algorithm (MAPA) to improve the trade-off between model utility and privacy by dynamically adjusting both the noise scale and the learning rate. Through extensive simulations and real-world experiments with an edge-could testbed, we demonstrate that MAPA significantly improves both the model accuracy and convergence speed with sufficient privacy guarantee.
Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local computation and message passing. Such an iterative process could cause privacy concerns of data owners. The goal of this paper is to provide differential privacy for ADMM-based distributed machine learning. Prior approaches on differentially private ADMM exhibit low utility under high privacy guarantee and often assume the objective functions of the learning problems to be smooth and strongly convex. To address these concerns, we propose a novel differentially private ADMM-based distributed learning algorithm called DP-ADMM, which combines an approximate augmented Lagrangian function with time-varying Gaussian noise addition in the iterative process to achieve higher utility for general objective functions under the same differential privacy guarantee. We also apply the moments accountant method to bound the end-to-end privacy loss. The theoretical analysis shows that DP-ADMM can be applied to a wider class of distributed learning problems, is provably convergent, and offers an explicit utility-privacy tradeoff. To our knowledge, this is the first paper to provide explicit convergence and utility properties for differentially private ADMM-based distributed learning algorithms. The evaluation results demonstrate that our approach can achieve good convergence and model accuracy under high end-to-end differential privacy guarantee.
Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in theoretical computer science has shown that, in appropriate distributional models, it is possible to robustly estimate the mean and covariance with polynomial time algorithms that can tolerate a constant fraction of corruptions, independent of the dimension. However, the sample and time complexity of these algorithms is prohibitively large for high-dimensional applications. In this work, we address both of these issues by establishing sample complexity bounds that are optimal, up to logarithmic factors, as well as giving various refinements that allow the algorithms to tolerate a much larger fraction of corruptions. Finally, we show on both synthetic and real data that our algorithms have state-of-the-art performance and suddenly make high-dimensional robust estimation a realistic possibility.