Private Quantiles Estimation in the Presence of Atoms
- URL: http://arxiv.org/abs/2202.08969v1
- Date: Tue, 15 Feb 2022 09:44:14 GMT
- Title: Private Quantiles Estimation in the Presence of Atoms
- Authors: Cl\'ement Lalanne (ENS Lyon), Cl\'ement Gastaud, Nicolas Grislain,
Aur\'elien Garivier (CB), R\'emi Gribonval (CB)
- Abstract summary: We address the differentially private estimation of multiple quantiles of a dataset.
Non-smoothed JointExp suffers from an important lack of performance in the case of peaked distributions.
We propose a simple and numerically efficient method called Heuristically Smoothed JointExp.
- Score: 7.5072219939358105
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We address the differentially private estimation of multiple quantiles (MQ)
of a dataset, a key building block in modern data analysis. We apply the recent
non-smoothed Inverse Sensitivity (IS) mechanism to this specific problem and
establish that the resulting method is closely related to the current
state-of-the-art, the JointExp algorithm, sharing in particular the same
computational complexity and a similar efficiency. However, we demonstrate both
theoretically and empirically that (non-smoothed) JointExp suffers from an
important lack of performance in the case of peaked distributions, with a
potentially catastrophic impact in the presence of atoms. While its smoothed
version would allow to leverage the performance guarantees of IS, it remains an
open challenge to implement. As a proxy to fix the problem we propose a simple
and numerically efficient method called Heuristically Smoothed JointExp
(HSJointExp), which is endowed with performance guarantees for a broad class of
distributions and achieves results that are orders of magnitude better on
problematic datasets.
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