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arXiv 2302.12909cs.LGcs.CRmath.OCstat.ML

具有最优强间隙率的随机鞍点问题的差分隐私算法

Differentially Private Algorithms for the Stochastic Saddle Point Problem with Optimal Rates for the Strong Gap

The Ohio State University(俄亥俄州立大学);Pontificia Universidad Católica de Chile(智利天主教大学)

Raef Bassily, Cristóbal Guzmán, Michael Menart

AI总结:

本文提出一种基于递归正则化的差分隐私算法,在 $(ε,δ)$-差分隐私下以近乎最优的强间隙率解决凸-凹随机鞍点问题,并揭示了算法稳定性与准确性之间的基本权衡。

摘要:

我们证明了凸-凹 Lipschitz 随机鞍点问题(也称为随机极大极小优化)可以在 $(ε,δ)$-差分隐私约束下求解,其强(原始-对偶)间隙率为 $\tilde O\big(\frac{1}{\sqrt{n}} + \frac{\sqrt{d}}{nε}\big)$,其中 $n$ 是数据集大小,$d$ 是问题维度。基于差分隐私随机优化中现有的下界,该速率是近乎最优的。具体而言,我们通过将递归正则化技术重新应用于鞍点问题的新颖实现和分析,证明了强间隙的紧上界。我们证明,该速率可以通过 $O\big(\min\big\{\frac{n^2ε^{1.5}}{\sqrt{d}}, n^{3/2}\big\}\big)$ 的梯度复杂度来实现,如果损失函数是平滑的,则梯度复杂度为 $\tilde O(n)$。作为我们方法的副产品,我们开发了一种通用算法,该算法在给定对子程序的黑盒访问权限的情况下,如果该子程序相对于经验目标满足特定的 $α$ 原始-对偶精度保证,则给出随机鞍点问题的解,其强间隙为 $\tilde O(α+\frac{1}{\sqrt{n}})$。我们证明,这个 $α$ 精度条件可以由经验鞍点问题的标准算法满足,例如近端点法和随机梯度下降上升算法。此外,我们证明,即使是简单问题,算法也可能具有零弱间隙并遭受 $Ω(1)$ 的强间隙。我们还证明了稳定性和准确性之间存在基本的权衡。具体来说,我们证明任何 $Δ$-稳定算法的经验间隙为 $Ω\big(\frac{1}{Δn}\big)$,并且该界限是紧的。该结果也更具体地适用于经验风险最小化问题,并可能具有独立的意义。

英文摘要:

We show that convex-concave Lipschitz stochastic saddle point problems (also known as stochastic minimax optimization) can be solved under the constraint of $(ε,δ)$-differential privacy with \emph{strong (primal-dual) gap} rate of $\tilde O\big(\frac{1}{\sqrt{n}} + \frac{\sqrt{d}}{nε}\big)$, where $n$ is the dataset size and $d$ is the dimension of the problem. This rate is nearly optimal, based on existing lower bounds in differentially private stochastic optimization. Specifically, we prove a tight upper bound on the strong gap via novel implementation and analysis of the recursive regularization technique repurposed for saddle point problems. We show that this rate can be attained with $O\big(\min\big\{\frac{n^2ε^{1.5}}{\sqrt{d}}, n^{3/2}\big\}\big)$ gradient complexity, and $\tilde{O}(n)$ gradient complexity if the loss function is smooth. As a byproduct of our method, we develop a general algorithm that, given a black-box access to a subroutine satisfying a certain $α$ primal-dual accuracy guarantee with respect to the empirical objective, gives a solution to the stochastic saddle point problem with a strong gap of $\tilde{O}(α+\frac{1}{\sqrt{n}})$. We show that this $α$-accuracy condition is satisfied by standard algorithms for the empirical saddle point problem such as the proximal point method and the stochastic gradient descent ascent algorithm. Further, we show that even for simple problems it is possible for an algorithm to have zero weak gap and suffer from $Ω(1)$ strong gap. We also show that there exists a fundamental tradeoff between stability and accuracy. Specifically, we show that any $Δ$-stable algorithm has empirical gap $Ω\big(\frac{1}{Δn}\big)$, and that this bound is tight. This result also holds also more specifically for empirical risk minimization problems and may be of independent interest.

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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