Private Regression via Data-Dependent Sufficient Statistic Perturbation
- URL: http://arxiv.org/abs/2405.15002v1
- Date: Thu, 23 May 2024 19:09:50 GMT
- Title: Private Regression via Data-Dependent Sufficient Statistic Perturbation
- Authors: Cecilia Ferrando, Daniel Sheldon,
- Abstract summary: We introduce data-dependent SSP for linear regression based on post-processing privately released marginals.
We extend this result to logistic regression by developing an approximate objective that can be expressed in terms of sufficient statistics.
- Score: 9.58219088613742
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Sufficient statistic perturbation (SSP) is a widely used method for differentially private linear regression. SSP adopts a data-independent approach where privacy noise from a simple distribution is added to sufficient statistics. However, sufficient statistics can often be expressed as linear queries and better approximated by data-dependent mechanisms. In this paper we introduce data-dependent SSP for linear regression based on post-processing privately released marginals, and find that it outperforms state-of-the-art data-independent SSP. We extend this result to logistic regression by developing an approximate objective that can be expressed in terms of sufficient statistics, resulting in a novel and highly competitive SSP approach for logistic regression. We also make a connection to synthetic data for machine learning: for models with sufficient statistics, training on synthetic data corresponds to data-dependent SSP, with the overall utility determined by how well the mechanism answers these linear queries.
Related papers
- Stratified Prediction-Powered Inference for Hybrid Language Model Evaluation [62.2436697657307]
Prediction-powered inference (PPI) is a method that improves statistical estimates based on limited human-labeled data.
We propose a method called Stratified Prediction-Powered Inference (StratPPI)
We show that the basic PPI estimates can be considerably improved by employing simple data stratification strategies.
arXiv Detail & Related papers (2024-06-06T17:37:39Z) - Geometry-Aware Instrumental Variable Regression [56.16884466478886]
We propose a transport-based IV estimator that takes into account the geometry of the data manifold through data-derivative information.
We provide a simple plug-and-play implementation of our method that performs on par with related estimators in standard settings.
arXiv Detail & Related papers (2024-05-19T17:49:33Z) - Online Tensor Inference [0.0]
Traditional offline learning, involving the storage and utilization of all data in each computational iteration, becomes impractical for high-dimensional tensor data.
Existing low-rank tensor methods lack the capability for statistical inference in an online fashion.
Our approach employs Gradient Descent (SGD) to enable efficient real-time data processing without extensive memory requirements.
arXiv Detail & Related papers (2023-12-28T16:37:48Z) - Soft Random Sampling: A Theoretical and Empirical Analysis [59.719035355483875]
Soft random sampling (SRS) is a simple yet effective approach for efficient deep neural networks when dealing with massive data.
It selects a uniformly speed at random with replacement from each data set in each epoch.
It is shown to be a powerful and competitive strategy with significant and competitive performance on real-world industrial scale.
arXiv Detail & Related papers (2023-11-21T17:03:21Z) - Differentially Private Linear Regression with Linked Data [3.9325957466009203]
Differential privacy, a mathematical notion from computer science, is a rising tool offering robust privacy guarantees.
Recent work focuses on developing differentially private versions of individual statistical and machine learning tasks.
We present two differentially private algorithms for linear regression with linked data.
arXiv Detail & Related papers (2023-08-01T21:00:19Z) - Perturbation-Assisted Sample Synthesis: A Novel Approach for Uncertainty
Quantification [3.175239447683357]
This paper introduces a novel Perturbation-Assisted Inference (PAI) framework utilizing synthetic data generated by the Perturbation-Assisted Sample Synthesis (PASS) method.
The framework focuses on uncertainty quantification in complex data scenarios, particularly involving unstructured data.
We demonstrate the effectiveness of PAI in advancing uncertainty quantification in complex, data-driven tasks by applying it to diverse areas such as image synthesis, sentiment word analysis, multimodal inference, and the construction of prediction intervals.
arXiv Detail & Related papers (2023-05-30T01:01:36Z) - Differentially Private Distributed Bayesian Linear Regression with MCMC [0.966840768820136]
We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions in privacy-preserving noise.
We develop a novel generative statistical model for privately shared statistics, which exploits a useful distributional relation between the summary statistics of linear regression.
We provide numerical results on both real and simulated data, which demonstrate that the proposed algorithms provide well-rounded estimation and prediction.
arXiv Detail & Related papers (2023-01-31T17:27:05Z) - Data Sampling Affects the Complexity of Online SGD over Dependent Data [54.92366535993012]
We show how different data sampling schemes affect the sample complexity of online gradient descent over highly dependent data.
Even subsampling a subset of data samples can accelerate the convergence of online SGD over highly dependent data.
arXiv Detail & Related papers (2022-03-31T07:48:30Z) - SLOE: A Faster Method for Statistical Inference in High-Dimensional
Logistic Regression [68.66245730450915]
We develop an improved method for debiasing predictions and estimating frequentist uncertainty for practical datasets.
Our main contribution is SLOE, an estimator of the signal strength with convergence guarantees that reduces the computation time of estimation and inference by orders of magnitude.
arXiv Detail & Related papers (2021-03-23T17:48:56Z) - Learning summary features of time series for likelihood free inference [93.08098361687722]
We present a data-driven strategy for automatically learning summary features from time series data.
Our results indicate that learning summary features from data can compete and even outperform LFI methods based on hand-crafted values.
arXiv Detail & Related papers (2020-12-04T19:21:37Z)
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.