Achieving optimal statistical performance while ensuring the privacy of personal data is a challenging yet crucial objective in modern data analysis. However, characterizing the optimality, particularly the minimax lower bound, under privacy constraints is technically difficult. To address this issue, we propose a novel approach called the score attack, which provides a lower bound on the differential-privacy-constrained minimax risk of parameter estimation. The score attack method is based on the tracing attack concept in differential privacy and can be applied to any statistical model with a well-defined score statistic. It can optimally lower bound the minimax risk of estimating unknown model parameters, up to a logarithmic factor, while ensuring differential privacy for a range of statistical problems. We demonstrate the effectiveness and optimality of this general method in various examples, such as the generalized linear model in both classical and high-dimensional sparse settings, the Bradley-Terry-Luce model for pairwise comparisons, and nonparametric regression over the Sobolev class.
Many deployments of differential privacy in industry are in the local model, where each party releases its private information via a differentially private randomizer. We study triangle counting in the noninteractive and interactive local model with edge differential privacy (that, intuitively, requires that the outputs of the algorithm on graphs that differ in one edge be indistinguishable). In this model, each party's local view consists of the adjacency list of one vertex. In the noninteractive model, we prove that additive $\Omega(n^2)$ error is necessary, where $n$ is the number of nodes. This lower bound is our main technical contribution. It uses a reconstruction attack with a new class of linear queries and a novel mix-and-match strategy of running the local randomizers with different completions of their adjacency lists. It matches the additive error of the algorithm based on Randomized Response, proposed by Imola, Murakami and Chaudhuri (USENIX2021) and analyzed by Imola, Murakami and Chaudhuri (CCS2022) for constant $\varepsilon$. We use a different postprocessing of Randomized Response and provide tight bounds on the variance of the resulting algorithm. In the interactive setting, we prove a lower bound of $\Omega(n^{3/2})$ on the additive error. Previously, no hardness results were known for interactive, edge-private algorithms in the local model, except for those that follow trivially from the results for the central model. Our work significantly improves on the state of the art in differentially private graph analysis in the local model.
We consider likelihood score-based methods for causal discovery in structural causal models. In particular, we focus on Gaussian scoring and analyze the effect of model misspecification in terms of non-Gaussian error distribution. We present a surprising negative result for Gaussian likelihood scoring in combination with nonparametric regression methods.
This paper introduces a new method that embeds any Bayesian model used to generate synthetic data and converts it into a differentially private (DP) mechanism. We propose an alteration of the model synthesizer to utilize a censored likelihood that induces upper and lower bounds of [$\exp(-\epsilon / 2), \exp(\epsilon / 2)$], where $\epsilon$ denotes the level of the DP guarantee. This censoring mechanism equipped with an $\epsilon-$DP guarantee will induce distortion into the joint parameter posterior distribution by flattening or shifting the distribution towards a weakly informative prior. To minimize the distortion in the posterior distribution induced by likelihood censoring, we embed a vector-weighted pseudo posterior mechanism within the censoring mechanism. The pseudo posterior is formulated by selectively downweighting each likelihood contribution proportionally to its disclosure risk. On its own, the pseudo posterior mechanism produces a weaker asymptotic differential privacy (aDP) guarantee. After embedding in the censoring mechanism, the DP guarantee becomes strict such that it does not rely on asymptotics. We demonstrate that the pseudo posterior mechanism creates synthetic data with the highest utility at the price of a weaker, aDP guarantee, while embedding the pseudo posterior mechanism in the proposed censoring mechanism produces synthetic data with a stronger, non-asymptotic DP guarantee at the cost of slightly reduced utility. The perturbed histogram mechanism is included for comparison.
Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems, modeling is much more challenging for stochastic systems in which one is interested in obtaining a predictive distribution over future trajectories. Existing methods are either computationally slow since they rely on Monte Carlo sampling or make simplifying assumptions such that the predictive distribution is unimodal. In this work, we present a deep state-space model which employs graph neural networks in order to model the underlying interacting dynamical system. The predictive distribution is multimodal and has the form of a Gaussian mixture model, where the moments of the Gaussian components can be computed via deterministic moment matching rules. Our moment matching scheme can be exploited for sample-free inference, leading to more efficient and stable training compared to Monte Carlo alternatives. Furthermore, we propose structured approximations to the covariance matrices of the Gaussian components in order to scale up to systems with many agents. We benchmark our novel framework on two challenging autonomous driving datasets. Both confirm the benefits of our method compared to state-of-the-art methods. We further demonstrate the usefulness of our individual contributions in a carefully designed ablation study and provide a detailed runtime analysis of our proposed covariance approximations. Finally, we empirically demonstrate the generalization ability of our method by evaluating its performance on unseen scenarios.
In this paper, we propose a new class of local differential privacy (LDP) schemes based on combinatorial block designs for a discrete distribution estimation. This class not only recovers many known LDP schemes in a unified framework of combinatorial block design, but also suggests a novel way of finding new schemes achieving the optimal (or near-optimal) privacy-utility trade-off with lower communication costs. Indeed, we find many new LDP schemes that achieve both the optimal privacy-utility trade-off and the minimum communication cost among all the unbiased schemes for a certain set of input data size and LDP constraint. Furthermore, to partially solve the sparse existence issue of block design schemes, we consider a broader class of LDP schemes based on regular and pairwise-balanced designs, called RPBD schemes, which relax one of the symmetry requirements on block designs. By considering this broader class of RPBD schemes, we can find LDP schemes achieving near-optimal privacy-utility trade-off with reasonably low communication costs for a much larger set of input data size and LDP constraint.
Privacy in AI remains a topic that draws attention from researchers and the general public in recent years. As one way to implement privacy-preserving AI, differentially private learning is a framework that enables AI models to use differential privacy (DP). To achieve DP in the learning process, existing algorithms typically limit the magnitude of gradients with a constant clipping, which requires carefully tuned due to its significant impact on model performance. As a solution to this issue, latest works NSGD and Auto-S innovatively propose to use normalization instead of clipping to avoid hyperparameter tuning. However, normalization-based approaches like NSGD and Auto-S rely on a monotonic weight function, which imposes excessive weight on small gradient samples and introduces extra deviation to the update. In this paper, we propose a Differentially Private Per-Sample Adaptive Clipping (DP-PSAC) algorithm based on a non-monotonic adaptive weight function, which guarantees privacy without the typical hyperparameter tuning process of using a constant clipping while significantly reducing the deviation between the update and true batch-averaged gradient. We provide a rigorous theoretical convergence analysis and show that with convergence rate at the same order, the proposed algorithm achieves a lower non-vanishing bound, which is maintained over training iterations, compared with NSGD/Auto-S. In addition, through extensive experimental evaluation, we show that DP-PSAC outperforms or matches the state-of-the-art methods on multiple main-stream vision and language tasks.
Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multi-agent systems. The same mechanism that enables its success, i.e., information sharing among participating agents, however, also leads to the disclosure of individual agents' private information, which is unacceptable when sensitive data are involved. As differential privacy is becoming a de facto standard for privacy preservation, recently results have emerged integrating differential privacy with distributed optimization. However, directly incorporating differential privacy design in existing distributed optimization approaches significantly compromises optimization accuracy. In this paper, we propose to redesign and tailor gradient methods for differentially-private distributed optimization, and propose two differential-privacy oriented gradient methods that can ensure both rigorous epsilon-differential privacy and optimality. The first algorithm is based on static-consensus based gradient methods, and the second algorithm is based on dynamic-consensus (gradient-tracking) based distributed optimization methods and, hence, is applicable to general directed interaction graph topologies. Both algorithms can simultaneously ensure almost sure convergence to an optimal solution and a finite privacy budget, even when the number of iterations goes to infinity. To our knowledge, this is the first time that both goals are achieved simultaneously. Numerical simulations using a distributed estimation problem and experimental results on a benchmark dataset confirm the effectiveness of the proposed approaches.
We provide a new information-theoretic generalization error bound that is exactly tight (i.e., matching even the constant) for the canonical quadratic Gaussian mean estimation problem. Despite considerable existing efforts in deriving information-theoretic generalization error bounds, applying them to this simple setting where sample average is used as the estimate of the mean value of Gaussian data has not yielded satisfying results. In fact, most existing bounds are order-wise loose in this setting, which has raised concerns about the fundamental capability of information-theoretic bounds in reasoning the generalization behavior for machine learning. The proposed new bound adopts the individual-sample-based approach proposed by Bu et al., but also has several key new ingredients. Firstly, instead of applying the change of measure inequality on the loss function, we apply it to the generalization error function itself; secondly, the bound is derived in a conditional manner; lastly, a reference distribution, which bears a certain similarity to the prior distribution in the Bayesian setting, is introduced. The combination of these components produces a general KL-divergence-based generalization error bound. We further show that although the conditional bounding and the reference distribution can make the bound exactly tight, removing them does not significantly degrade the bound, which leads to a mutual-information-based bound that is also asymptotically tight in this setting.
In this paper, we find a sample complexity bound for learning a simplex from noisy samples. Assume a dataset of size $n$ is given which includes i.i.d. samples drawn from a uniform distribution over an unknown simplex in $\mathbb{R}^K$, where samples are assumed to be corrupted by a multi-variate additive Gaussian noise of an arbitrary magnitude. We prove the existence of an algorithm that with high probability outputs a simplex having a $\ell_2$ distance of at most $\varepsilon$ from the true simplex (for any $\varepsilon>0$). Also, we theoretically show that in order to achieve this bound, it is sufficient to have $n\ge\left(K^2/\varepsilon^2\right)e^{\Omega\left(K/\mathrm{SNR}^2\right)}$ samples, where $\mathrm{SNR}$ stands for the signal-to-noise ratio. This result solves an important open problem and shows as long as $\mathrm{SNR}\ge\Omega\left(K^{1/2}\right)$, the sample complexity of the noisy regime has the same order to that of the noiseless case. Our proofs are a combination of the so-called sample compression technique in \citep{ashtiani2018nearly}, mathematical tools from high-dimensional geometry, and Fourier analysis. In particular, we have proposed a general Fourier-based technique for recovery of a more general class of distribution families from additive Gaussian noise, which can be further used in a variety of other related problems.
Besov priors are nonparametric priors that model spatially inhomogeneous functions. They are routinely used in inverse problems and imaging, where they exhibit attractive sparsity-promoting and edge-preserving features. A recent line of work has initiated the study of their asymptotic frequentist convergence properties. In the present paper, we consider the theoretical recovery performance of the posterior distributions associated to Besov-Laplace priors in the density estimation model, under the assumption that the observations are generated by a possibly spatially inhomogeneous true density belonging to a Besov space. We improve on existing results and show that carefully tuned Besov-Laplace priors attain optimal posterior contraction rates. Furthermore, we show that hierarchical procedures involving a hyper-prior on the regularity parameter lead to adaptation to any smoothness level.