Noise-Aware Differentially Private Variational Inference

• URL: http://arxiv.org/abs/2410.19371v1
• Date: Fri, 25 Oct 2024 08:18:49 GMT
• Title: Noise-Aware Differentially Private Variational Inference
• Authors: Talal Alrawajfeh, Joonas Jälkö, Antti Honkela,
• Abstract summary: Differential privacy (DP) provides robust privacy guarantees for statistical inference, but this can lead to unreliable results and biases in downstream applications. We propose a novel method for noise-aware approximate Bayesian inference based on gradient variational inference. We also propose a more accurate evaluation method for noise-aware posteriors.
• Score: 5.4619385369457225
• License:
• Abstract: Differential privacy (DP) provides robust privacy guarantees for statistical inference, but this can lead to unreliable results and biases in downstream applications. While several noise-aware approaches have been proposed which integrate DP perturbation into the inference, they are limited to specific types of simple probabilistic models. In this work, we propose a novel method for noise-aware approximate Bayesian inference based on stochastic gradient variational inference which can also be applied to high-dimensional and non-conjugate models. We also propose a more accurate evaluation method for noise-aware posteriors. Empirically, our inference method has similar performance to existing methods in the domain where they are applicable. Outside this domain, we obtain accurate coverages on high-dimensional Bayesian linear regression and well-calibrated predictive probabilities on Bayesian logistic regression with the UCI Adult dataset.

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