In deep learning with differential privacy (DP), the neural network achieves the privacy usually at the cost of slower convergence (and thus lower performance) than its non-private counterpart. This work gives the first convergence analysis of the DP deep learning, through the lens of training dynamics and the neural tangent kernel (NTK). Our convergence theory successfully characterizes the effects of two key components in the DP training: the per-sample clipping (flat or layerwise) and the noise addition. Our analysis not only initiates a general principled framework to understand the DP deep learning with any network architecture and loss function, but also motivates a new clipping method -- the global clipping, that significantly improves the convergence while preserving the same privacy guarantee as the existing local clipping. In terms of theoretical results, we establish the precise connection between the per-sample clipping and NTK matrix. We show that in the gradient flow, i.e., with infinitesimal learning rate, the noise level of DP optimizers does not affect the convergence. We prove that DP gradient descent (GD) with global clipping guarantees the monotone convergence to zero loss, which can be violated by the existing DP-GD with local clipping. Notably, our analysis framework easily extends to other optimizers, e.g., DP-Adam. Empirically speaking, DP optimizers equipped with global clipping perform strongly on a wide range of classification and regression tasks. In particular, our global clipping is surprisingly effective at learning calibrated classifiers, in contrast to the existing DP classifiers which are oftentimes over-confident and unreliable. Implementation-wise, the new clipping can be realized by adding one line of code into the Opacus library.
In this paper, we propose a unified convergence analysis for a class of generic shuffling-type gradient methods for solving finite-sum optimization problems. Our analysis works with any sampling without replacement strategy and covers many known variants such as randomized reshuffling, deterministic or randomized single permutation, and cyclic and incremental gradient schemes. We focus on two different settings: strongly convex and nonconvex problems, but also discuss the non-strongly convex case. Our main contribution consists of new non-asymptotic and asymptotic convergence rates for a wide class of shuffling-type gradient methods in both nonconvex and convex settings. We also study uniformly randomized shuffling variants with different learning rates and model assumptions. While our rate in the nonconvex case is new and significantly improved over existing works under standard assumptions, the rate on the strongly convex one matches the existing best-known rates prior to this paper up to a constant factor without imposing a bounded gradient condition. Finally, we empirically illustrate our theoretical results via two numerical examples: nonconvex logistic regression and neural network training examples. As byproducts, our results suggest some appropriate choices for diminishing learning rates in certain shuffling variants.
This paper studies decentralized federated learning algorithms in wireless IoT networks. The traditional parameter server architecture for federated learning faces some problems such as low fault tolerance, large communication overhead and inaccessibility of private data. To solve these problems, we propose a Decentralized-Wireless-Federated-Learning algorithm called DWFL. The algorithm works in a system where the workers are organized in a peer-to-peer and server-less manner, and the workers exchange their privacy preserving data with the anolog transmission scheme over wireless channels in parallel. With rigorous analysis, we show that DWFL satisfies $(\epsilon,\delta)$-differential privacy and the privacy budget per worker scale as $\mathcal{O}(\frac{1}{\sqrt{N}})$, in contrast with the constant budget in the orthogonal transmission approach. Furthermore, DWFL converges at the same rate of $\sqrt{\frac{1}{TN}}$ as the best known centralized algorithm with a central parameter server. Extensive experiments demonstrate that our algorithm DWFL also performs well in real settings.
We show that the `optimal' use of the parallel composition theorem corresponds to finding the size of the largest subset of queries that `overlap' on the data domain, a quantity we call the \emph{maximum overlap} of the queries. It has previously been shown that a certain instance of this problem, formulated in terms of determining the sensitivity of the queries, is NP-hard, but also that it is possible to use graph-theoretic algorithms, such as finding the maximum clique, to approximate query sensitivity. In this paper, we consider a significant generalization of the aforementioned instance which encompasses both a wider range of differentially private mechanisms and a broader class of queries. We show that for a particular class of predicate queries, determining if they are disjoint can be done in time polynomial in the number of attributes. For this class, we show that the maximum overlap problem remains NP-hard as a function of the number of queries. However, we show that efficient approximate solutions exist by relating maximum overlap to the clique and chromatic numbers of a certain graph determined by the queries. The link to chromatic number allows us to use more efficient approximate algorithms, which cannot be done for the clique number as it may underestimate the privacy budget. Our approach is defined in the general setting of $f$-differential privacy, which subsumes standard pure differential privacy and Gaussian differential privacy. We prove the parallel composition theorem for $f$-differential privacy. We evaluate our approach on synthetic and real-world data sets of queries. We show that the approach can scale to large domain sizes (up to $10^{20000}$), and that its application can reduce the noise added to query answers by up to 60\%.
A popular application of federated learning is using many clients to train a deep neural network, the parameters of which are maintained on a central server. While recent efforts have focused on reducing communication complexity, existing algorithms assume that each participating client is able to download the current and full set of parameters, which may not be a practical assumption depending on the memory constraints of clients such as mobile devices. In this work, we propose a novel algorithm Comfetch, which allows clients to train large networks using compressed versions of the global architecture via Count Sketch, thereby reducing communication and local memory costs. We provide a theoretical convergence guarantee and experimentally demonstrate that it is possible to learn large networks, such as a deep convolutional network and an LSTM, through federated agents training on their sketched counterparts. The resulting global models exhibit competitive test accuracy when compared against the state-of-the-art FetchSGD and the classical FedAvg, both of which require clients to download the full architecture.
The stochastic block model (SBM) and degree-corrected block model (DCBM) are network models often selected as the fundamental setting in which to analyze the theoretical properties of community detection methods. We consider the problem of spectral clustering of SBM and DCBM networks under a local form of edge differential privacy. Using a randomized response privacy mechanism called the edge-flip mechanism, we develop theoretical guarantees for differentially private community detection, demonstrating conditions under which this strong privacy guarantee can be upheld while achieving spectral clustering convergence rates that match the known rates without privacy. We prove the strongest theoretical results are achievable for dense networks (those with node degree linear in the number of nodes), while weak consistency is achievable under mild sparsity (node degree greater than $n^{-1/2}$). We empirically demonstrate our results on a number of network examples.
This book develops an effective theory approach to understanding deep neural networks of practical relevance. Beginning from a first-principles component-level picture of networks, we explain how to determine an accurate description of the output of trained networks by solving layer-to-layer iteration equations and nonlinear learning dynamics. A main result is that the predictions of networks are described by nearly-Gaussian distributions, with the depth-to-width aspect ratio of the network controlling the deviations from the infinite-width Gaussian description. We explain how these effectively-deep networks learn nontrivial representations from training and more broadly analyze the mechanism of representation learning for nonlinear models. From a nearly-kernel-methods perspective, we find that the dependence of such models' predictions on the underlying learning algorithm can be expressed in a simple and universal way. To obtain these results, we develop the notion of representation group flow (RG flow) to characterize the propagation of signals through the network. By tuning networks to criticality, we give a practical solution to the exploding and vanishing gradient problem. We further explain how RG flow leads to near-universal behavior and lets us categorize networks built from different activation functions into universality classes. Altogether, we show that the depth-to-width ratio governs the effective model complexity of the ensemble of trained networks. By using information-theoretic techniques, we estimate the optimal aspect ratio at which we expect the network to be practically most useful and show how residual connections can be used to push this scale to arbitrary depths. With these tools, we can learn in detail about the inductive bias of architectures, hyperparameters, and optimizers.
We propose a reparametrization scheme to address the challenges of applying differentially private SGD on large neural networks, which are 1) the huge memory cost of storing individual gradients, 2) the added noise suffering notorious dimensional dependence. Specifically, we reparametrize each weight matrix with two \emph{gradient-carrier} matrices of small dimension and a \emph{residual weight} matrix. We argue that such reparametrization keeps the forward/backward process unchanged while enabling us to compute the projected gradient without computing the gradient itself. To learn with differential privacy, we design \emph{reparametrized gradient perturbation (RGP)} that perturbs the gradients on gradient-carrier matrices and reconstructs an update for the original weight from the noisy gradients. Importantly, we use historical updates to find the gradient-carrier matrices, whose optimality is rigorously justified under linear regression and empirically verified with deep learning tasks. RGP significantly reduces the memory cost and improves the utility. For example, we are the first able to apply differential privacy on the BERT model and achieve an average accuracy of $83.9\%$ on four downstream tasks with $\epsilon=8$, which is within $5\%$ loss compared to the non-private baseline but enjoys much lower privacy leakage risk.
As we seek to deploy machine learning models beyond virtual and controlled domains, it is critical to analyze not only the accuracy or the fact that it works most of the time, but if such a model is truly robust and reliable. This paper studies strategies to implement adversary robustly trained algorithms towards guaranteeing safety in machine learning algorithms. We provide a taxonomy to classify adversarial attacks and defenses, formulate the Robust Optimization problem in a min-max setting and divide it into 3 subcategories, namely: Adversarial (re)Training, Regularization Approach, and Certified Defenses. We survey the most recent and important results in adversarial example generation, defense mechanisms with adversarial (re)Training as their main defense against perturbations. We also survey mothods that add regularization terms that change the behavior of the gradient, making it harder for attackers to achieve their objective. Alternatively, we've surveyed methods which formally derive certificates of robustness by exactly solving the optimization problem or by approximations using upper or lower bounds. In addition, we discuss the challenges faced by most of the recent algorithms presenting future research perspectives.
We present Residual Policy Learning (RPL): a simple method for improving nondifferentiable policies using model-free deep reinforcement learning. RPL thrives in complex robotic manipulation tasks where good but imperfect controllers are available. In these tasks, reinforcement learning from scratch remains data-inefficient or intractable, but learning a residual on top of the initial controller can yield substantial improvement. We study RPL in five challenging MuJoCo tasks involving partial observability, sensor noise, model misspecification, and controller miscalibration. By combining learning with control algorithms, RPL can perform long-horizon, sparse-reward tasks for which reinforcement learning alone fails. Moreover, we find that RPL consistently and substantially improves on the initial controllers. We argue that RPL is a promising approach for combining the complementary strengths of deep reinforcement learning and robotic control, pushing the boundaries of what either can achieve independently.
Machine Learning is a widely-used method for prediction generation. These predictions are more accurate when the model is trained on a larger dataset. On the other hand, the data is usually divided amongst different entities. For privacy reasons, the training can be done locally and then the model can be safely aggregated amongst the participants. However, if there are only two participants in \textit{Collaborative Learning}, the safe aggregation loses its power since the output of the training already contains much information about the participants. To resolve this issue, they must employ privacy-preserving mechanisms, which inevitably affect the accuracy of the model. In this paper, we model the training process as a two-player game where each player aims to achieve a higher accuracy while preserving its privacy. We introduce the notion of \textit{Price of Privacy}, a novel approach to measure the effect of privacy protection on the accuracy of the model. We develop a theoretical model for different player types, and we either find or prove the existence of a Nash Equilibrium with some assumptions. Moreover, we confirm these assumptions via a Recommendation Systems use case: for a specific learning algorithm, we apply three privacy-preserving mechanisms on two real-world datasets. Finally, as a complementary work for the designed game, we interpolate the relationship between privacy and accuracy for this use case and present three other methods to approximate it in a real-world scenario.