In modern distributed computing applications, such as federated learning and AIoT systems, protecting privacy is crucial to prevent misbehaving parties from colluding to steal others' private information. However, guaranteeing the utility of computation outcomes while protecting all parties' privacy can be challenging, particularly when the parties' privacy requirements are highly heterogeneous. In this paper, we propose a novel privacy framework for multi-party computation called Threshold Personalized Multi-party Differential Privacy (TPMDP), which addresses a limited number of semi-honest colluding adversaries. Our framework enables each party to have a personalized privacy budget. We design a multi-party Gaussian mechanism that is easy to implement and satisfies TPMDP, wherein each party perturbs the computation outcome in a secure multi-party computation protocol using Gaussian noise. To optimize the utility of the mechanism, we cast the utility loss minimization problem into a linear programming (LP) problem. We exploit the specific structure of this LP problem to compute the optimal solution after O(n) computations, where n is the number of parties, while a generic solver may require exponentially many computations. Extensive experiments demonstrate the benefits of our approach in terms of low utility loss and high efficiency compared to existing private mechanisms that do not consider personalized privacy requirements or collusion thresholds.
We study the effect of approximation errors in assessing the extreme behaviour of univariate functionals of random objects. We build our framework into a general setting where estimation of the extreme value index and extreme quantiles of the functional is based on some approximated value instead of the true one. As an example, we consider the effect of discretisation errors in computation of the norms of paths of stochastic processes. In particular, we quantify connections between the sample size $n$ (the number of observed paths), the number of the discretisation points $m$, and the modulus of continuity function $\phi$ describing the path continuity of the underlying stochastic process. As an interesting example fitting into our framework, we consider processes of form $Y(t) = \mathcal{R}Z(t)$, where $\mathcal{R}$ is a heavy-tailed random variable and the increments of the process $Z$ have lighter tails compared to $\mathcal{R}$.
The development of new manufacturing techniques such as 3D printing have enabled the creation of previously infeasible chemical reactor designs. Systematically optimizing the highly parameterized geometries involved in these new classes of reactor is vital to ensure enhanced mixing characteristics and feasible manufacturability. Here we present a framework to rapidly solve this nonlinear, computationally expensive, and derivative-free problem, enabling the fast prototype of novel reactor parameterizations. We take advantage of Gaussian processes to adaptively learn a multi-fidelity model of reactor simulations across a number of different continuous mesh fidelities. The search space of reactor geometries is explored through an amalgam of different, potentially lower, fidelity simulations which are chosen for evaluation based on weighted acquisition function, trading off information gain with cost of simulation. Within our framework we derive a novel criteria for monitoring the progress and dictating the termination of multi-fidelity Bayesian optimization, ensuring a high fidelity solution is returned before experimental budget is exhausted. The class of reactor we investigate are helical-tube reactors under pulsed-flow conditions, which have demonstrated outstanding mixing characteristics, have the potential to be highly parameterized, and are easily manufactured using 3D printing. To validate our results, we 3D print and experimentally validate the optimal reactor geometry, confirming its mixing performance. In doing so we demonstrate our design framework to be extensible to a broad variety of expensive simulation-based optimization problems, supporting the design of the next generation of highly parameterized chemical reactors.
Differential Privacy (DP) relies on random numbers to preserve privacy, typically utilising Pseudorandom Number Generators (PRNGs) as a source of randomness. In order to allow for consistent reproducibility, testing and bug-fixing in DP algorithms and results, it is important to allow for the seeding of the PRNGs used therein. In this work, we examine the landscape of Random Number Generators (RNGs), and the considerations software engineers should make when choosing and seeding a PRNG for DP. We hope it serves as a suitable guide for DP practitioners, and includes many lessons learned when implementing seeding for diffprivlib.
We consider the problem of clustering privately a dataset in $\mathbb{R}^d$ that undergoes both insertion and deletion of points. Specifically, we give an $\varepsilon$-differentially private clustering mechanism for the $k$-means objective under continual observation. This is the first approximation algorithm for that problem with an additive error that depends only logarithmically in the number $T$ of updates. The multiplicative error is almost the same as non privately. To do so we show how to perform dimension reduction under continual observation and combine it with a differentially private greedy approximation algorithm for $k$-means. We also partially extend our results to the $k$-median problem.
This paper examines the approximation of log-determinant for large-scale symmetric positive definite matrices. Inspired by the variance reduction technique, we split the approximation of $\log\det(A)$ into two parts. The first to compute is the trace of the projection of $\log(A)$ onto a suboptimal subspace, while the second is the trace of the projection on the corresponding orthogonal complementary space. For these two approximations, the stochastic Lanczos quadrature method is used. Furthermore, in the construction of the suboptimal subspace, we utilize a projection-cost-preserving sketch to bound the size of the Gaussian random matrix and the dimension of the suboptimal subspace. We provide a rigorous error analysis for our proposed method and explicit lower bounds for its design parameters, offering guidance for practitioners. We conduct numerical experiments to demonstrate our method's effectiveness and illustrate the quality of the derived bounds.
The framework of differential privacy protects an individual's privacy while publishing query responses on congregated data. In this work, a new noise addition mechanism for differential privacy is introduced where the noise added is sampled from a hybrid density that resembles Laplace in the centre and Gaussian in the tail. With a sharper centre and light, sub-Gaussian tail, this density has the best characteristics of both distributions. We theoretically analyze the proposed mechanism, and we derive the necessary and sufficient condition in one dimension and a sufficient condition in high dimensions for the mechanism to guarantee (${\epsilon}$,${\delta}$)-differential privacy. Numerical simulations corroborate the efficacy of the proposed mechanism compared to other existing mechanisms in achieving a better trade-off between privacy and accuracy.
We study efficient mechanisms for differentially private kernel density estimation (DP-KDE). Prior work for the Gaussian kernel described algorithms that run in time exponential in the number of dimensions $d$. This paper breaks the exponential barrier, and shows how the KDE can privately be approximated in time linear in $d$, making it feasible for high-dimensional data. We also present improved bounds for low-dimensional data. Our results are obtained through a general framework, which we term Locality Sensitive Quantization (LSQ), for constructing private KDE mechanisms where existing KDE approximation techniques can be applied. It lets us leverage several efficient non-private KDE methods -- like Random Fourier Features, the Fast Gauss Transform, and Locality Sensitive Hashing -- and ``privatize'' them in a black-box manner. Our experiments demonstrate that our resulting DP-KDE mechanisms are fast and accurate on large datasets in both high and low dimensions.
The availability of large amounts of informative data is crucial for successful machine learning. However, in domains with sensitive information, the release of high-utility data which protects the privacy of individuals has proven challenging. Despite progress in differential privacy and generative modeling for privacy-preserving data release in the literature, only a few approaches optimize for machine learning utility: most approaches only take into account statistical metrics on the data itself and fail to explicitly preserve the loss metrics of machine learning models that are to be subsequently trained on the generated data. In this paper, we introduce a data release framework, 3A (Approximate, Adapt, Anonymize), to maximize data utility for machine learning, while preserving differential privacy. We also describe a specific implementation of this framework that leverages mixture models to approximate, kernel-inducing points to adapt, and Gaussian differential privacy to anonymize a dataset, in order to ensure that the resulting data is both privacy-preserving and high utility. We present experimental evidence showing minimal discrepancy between performance metrics of models trained on real versus privatized datasets, when evaluated on held-out real data. We also compare our results with several privacy-preserving synthetic data generation models (such as differentially private generative adversarial networks), and report significant increases in classification performance metrics compared to state-of-the-art models. These favorable comparisons show that the presented framework is a promising direction of research, increasing the utility of low-risk synthetic data release for machine learning.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
While existing work in robust deep learning has focused on small pixel-level $\ell_p$ norm-based perturbations, this may not account for perturbations encountered in several real world settings. In many such cases although test data might not be available, broad specifications about the types of perturbations (such as an unknown degree of rotation) may be known. We consider a setup where robustness is expected over an unseen test domain that is not i.i.d. but deviates from the training domain. While this deviation may not be exactly known, its broad characterization is specified a priori, in terms of attributes. We propose an adversarial training approach which learns to generate new samples so as to maximize exposure of the classifier to the attributes-space, without having access to the data from the test domain. Our adversarial training solves a min-max optimization problem, with the inner maximization generating adversarial perturbations, and the outer minimization finding model parameters by optimizing the loss on adversarial perturbations generated from the inner maximization. We demonstrate the applicability of our approach on three types of naturally occurring perturbations -- object-related shifts, geometric transformations, and common image corruptions. Our approach enables deep neural networks to be robust against a wide range of naturally occurring perturbations. We demonstrate the usefulness of the proposed approach by showing the robustness gains of deep neural networks trained using our adversarial training on MNIST, CIFAR-10, and a new variant of the CLEVR dataset.