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arXiv 2205.03014cs.LGstat.ML
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重新审视差分隐私广义线性模型

Differentially Private Generalized Linear Models Revisited

The Johns Hopkins University(约翰斯·霍普金斯大学);The Ohio State University(俄亥俄州立大学);University of Twente(特文特大学);Pontificia Universidad Católica de Chile(智利天主教大学)

Raman Arora, Raef Bassily, Cristóbal Guzmán, Michael Menart, Enayat Ullah

AI总结:

该研究重新审视差分隐私广义线性模型,针对两类凸损失线性预测器的隐私学习问题,推导了紧的上下界与最优速率,提出无需先验知识的私有模型选择方法实现最优性能。

摘要:

我们研究带凸损失的线性预测器的$(ε,δ)$-差分隐私学习问题,给出两类损失函数子类的研究结果。第一类是损失平滑且非负、但不一定满足Lipschitz条件的情况(例如平方损失),针对该情况我们建立了过剩总体风险的上界$\tilde{O}\left(\frac{\Vert w^*\Vert}{\sqrt{n}} + \min\left\{\frac{\Vert w^* \Vert^2}{(nε)^{2/3}},\frac{\sqrt{d}\Vert w^*\Vert^2}{nε}\right\}\right)$,其中$n$为样本数量,$d$为问题维度,$w^*$是总体风险的最小化器。除了对$\Vert w^\ast\Vert$的依赖外,我们的界在所有参数上基本是紧的,我们还给出了下界$\tildeΩ\left(\frac{1}{\sqrt{n}} + {\min\left\{\frac{\Vert w^*\Vert^{4/3}}{(nε)^{2/3}}, \frac{\sqrt{d}\Vert w^*\Vert}{nε}\right\}}\right)$。我们还重新研究了此前已被探讨的Lipschitz损失情况[SSTT20],填补了现有研究的差距,证明最优速率(至多相差对数因子)为$Θ\left(\frac{\Vert w^*\Vert}{\sqrt{n}} + \min\left\{\frac{\Vert w^*\Vert}{\sqrt{nε}},\frac{\sqrt{\text{rank}}\Vert w^*\Vert}{nε}\right\}\right)$,其中$\text{rank}$是设计矩阵的秩,该结果在高隐私 regime 下优于现有研究。最后,我们的算法包含一种我们提出的私有模型选择方法,可在无需预先知晓$\Vert w^*\Vert$的情况下达到上述速率。

英文摘要:

We study the problem of $(ε,δ)$-differentially private learning of linear predictors with convex losses. We provide results for two subclasses of loss functions. The first case is when the loss is smooth and non-negative but not necessarily Lipschitz (such as the squared loss). For this case, we establish an upper bound on the excess population risk of $\tilde{O}\left(\frac{\Vert w^*\Vert}{\sqrt{n}} + \min\left\{\frac{\Vert w^* \Vert^2}{(nε)^{2/3}},\frac{\sqrt{d}\Vert w^*\Vert^2}{nε}\right\}\right)$, where $n$ is the number of samples, $d$ is the dimension of the problem, and $w^*$ is the minimizer of the population risk. Apart from the dependence on $\Vert w^\ast\Vert$, our bound is essentially tight in all parameters. In particular, we show a lower bound of $\tildeΩ\left(\frac{1}{\sqrt{n}} + {\min\left\{\frac{\Vert w^*\Vert^{4/3}}{(nε)^{2/3}}, \frac{\sqrt{d}\Vert w^*\Vert}{nε}\right\}}\right)$. We also revisit the previously studied case of Lipschitz losses [SSTT20]. For this case, we close the gap in the existing work and show that the optimal rate is (up to log factors) $Θ\left(\frac{\Vert w^*\Vert}{\sqrt{n}} + \min\left\{\frac{\Vert w^*\Vert}{\sqrt{nε}},\frac{\sqrt{\text{rank}}\Vert w^*\Vert}{nε}\right\}\right)$, where $\text{rank}$ is the rank of the design matrix. This improves over existing work in the high privacy regime. Finally, our algorithms involve a private model selection approach that we develop to enable attaining the stated rates without a-priori knowledge of $\Vert w^*\Vert$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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