Less is More: Revisiting the Gaussian Mechanism for Differential Privacy
- URL: http://arxiv.org/abs/2306.02256v3
- Date: Thu, 14 Mar 2024 02:31:01 GMT
- Title: Less is More: Revisiting the Gaussian Mechanism for Differential Privacy
- Authors: Tianxi Ji, Pan Li,
- Abstract summary: Differential privacy via output perturbation has been a de facto standard for releasing query or computation results on sensitive data.
We identify that all existing Gaussian mechanisms suffer from the curse of full-rank covariance matrices.
- Score: 8.89234867625102
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Differential privacy via output perturbation has been a de facto standard for releasing query or computation results on sensitive data. However, we identify that all existing Gaussian mechanisms suffer from the curse of full-rank covariance matrices. To lift this curse, we design a Rank-1 Singular Multivariate Gaussian (R1SMG) mechanism. It achieves DP on high dimension query results by perturbing the results with noise following a singular multivariate Gaussian distribution, whose covariance matrix is a randomly generated rank-1 positive semi-definite matrix. In contrast, the classic Gaussian mechanism and its variants all consider deterministic full-rank covariance matrices. Our idea is motivated by a clue from Dwork et al.'s seminal work on the classic Gaussian mechanism that has been ignored in the literature: when projecting multivariate Gaussian noise with a full-rank covariance matrix onto a set of orthonormal basis, only the coefficient of a single basis can contribute to the privacy guarantee. This paper makes the following technical contributions. The R1SMG mechanisms achieves DP guarantee on high dimension query results, while its expected accuracy loss is lower bounded by a term that is on a lower order of magnitude by at least the dimension of query results compared existing Gaussian mechanisms. Compared with other mechanisms, the R1SMG mechanism is more stable and less likely to generate noise with large magnitude that overwhelms the query results, because the kurtosis and skewness of the nondeterministic accuracy loss introduced by this mechanism is larger than that introduced by other mechanisms.
Related papers
- Variance-Reducing Couplings for Random Features [57.73648780299374]
Random features (RFs) are a popular technique to scale up kernel methods in machine learning.
We find couplings to improve RFs defined on both Euclidean and discrete input spaces.
We reach surprising conclusions about the benefits and limitations of variance reduction as a paradigm.
arXiv Detail & Related papers (2024-05-26T12:25:09Z) - Convex Parameter Estimation of Perturbed Multivariate Generalized
Gaussian Distributions [18.95928707619676]
We propose a convex formulation with well-established properties for MGGD parameters.
The proposed framework is flexible as it combines a variety of regularizations for the precision matrix, the mean and perturbations.
Experiments show a more accurate precision and covariance matrix estimation with similar performance for the mean vector parameter.
arXiv Detail & Related papers (2023-12-12T18:08:04Z) - Differential Privacy with Higher Utility by Exploiting Coordinate-wise Disparity: Laplace Mechanism Can Beat Gaussian in High Dimensions [9.20186865054847]
We study the i.n.i.d. Gaussian and Laplace mechanisms and obtain the conditions under which these mechanisms guarantee privacy.
We show how the i.n.i.d. noise can improve the performance in private (a) coordinate descent, (b) principal component analysis, and (c) deep learning with group clipping.
arXiv Detail & Related papers (2023-02-07T14:54:20Z) - General Gaussian Noise Mechanisms and Their Optimality for Unbiased Mean
Estimation [58.03500081540042]
A classical approach to private mean estimation is to compute the true mean and add unbiased, but possibly correlated, Gaussian noise to it.
We show that for every input dataset, an unbiased mean estimator satisfying concentrated differential privacy introduces approximately at least as much error.
arXiv Detail & Related papers (2023-01-31T18:47:42Z) - Introducing the Huber mechanism for differentially private low-rank
matrix completion [9.944551494217075]
We propose a novel noise addition mechanism for preserving differential privacy.
The proposed Huber mechanism is evaluated against existing differential privacy mechanisms.
We prove that the proposed mechanism achieves epsilon-differential privacy similar to the Laplace mechanism.
arXiv Detail & Related papers (2022-06-16T04:33:06Z) - A unified interpretation of the Gaussian mechanism for differential
privacy through the sensitivity index [61.675604648670095]
We argue that the three prevailing interpretations of the GM, namely $(varepsilon, delta)$-DP, f-DP and R'enyi DP can be expressed by using a single parameter $psi$, which we term the sensitivity index.
$psi$ uniquely characterises the GM and its properties by encapsulating its two fundamental quantities: the sensitivity of the query and the magnitude of the noise perturbation.
arXiv Detail & Related papers (2021-09-22T06:20:01Z) - Robust 1-bit Compressive Sensing with Partial Gaussian Circulant
Matrices and Generative Priors [54.936314353063494]
We provide recovery guarantees for a correlation-based optimization algorithm for robust 1-bit compressive sensing.
We make use of a practical iterative algorithm, and perform numerical experiments on image datasets to corroborate our results.
arXiv Detail & Related papers (2021-08-08T05:28:06Z) - Improved Matrix Gaussian Mechanism for Differential Privacy [29.865497421453917]
Differential privacy (DP) mechanisms are conventionally developed for scalar values, not for structural data like matrices.
Our work proposes Improved Matrix Gaussian Mechanism (IMGM) for matrix-valued DP, based on the necessary and sufficient condition of $ (varepsilon,delta) $-differential privacy.
Among the legitimate noise distributions for matrix-valued DP, we find the optimal one turns out to be i.i.d.
Experiments on a variety of models and datasets also verify that IMGM yields much higher utility than the state-of-the-art mechanisms at the same privacy guarantee
arXiv Detail & Related papers (2021-04-30T07:44:53Z) - Understanding Implicit Regularization in Over-Parameterized Single Index
Model [55.41685740015095]
We design regularization-free algorithms for the high-dimensional single index model.
We provide theoretical guarantees for the induced implicit regularization phenomenon.
arXiv Detail & Related papers (2020-07-16T13:27:47Z) - Robust Compressed Sensing using Generative Models [98.64228459705859]
In this paper we propose an algorithm inspired by the Median-of-Means (MOM)
Our algorithm guarantees recovery for heavy-tailed data, even in the presence of outliers.
arXiv Detail & Related papers (2020-06-16T19:07:41Z) - M-estimators of scatter with eigenvalue shrinkage [19.82023576081279]
In this paper, a more general approach is considered in which the SCM is replaced by an M-estimator of scatter matrix.
Our approach permits the use of any weight function such as Gaussian, Huber's, or $t$ weight functions.
Our simulation examples illustrate that shrinkage M-estimators based on the proposed optimal tuning combined with robust weight function do not loose in performance to shrinkage SCM estimator when the data is Gaussian.
arXiv Detail & Related papers (2020-02-12T13:47:58Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.