Private Convex Empirical Risk Minimization and High-dimensional Regression
Daniel Kifer, Adam Smith, Abhradeep Thakurta · 2012
We consider differentially private algorithms for convex empirical risk minimization (ERM). Differential privacy (Dwork et al., 2006b) is a recently introduced notion of privacy which guarantees that an algorithm’s output does not depend on the data of any individual in the dataset. This is crucial in fields that handle sensitive data, such as genomics, collaborative filtering, and economics. Our motivation is the design of private algorithms for sparse learning problems, in which one aims to find solutions (e.g., regression parameters) with few non-zero coefficients. To this end: (a) We significantly extend the analysis of the “objective perturbation ” algorithm of Chaudhuri et al. (2011) for convex ERM problems. We show that their method can be modified to use less noise (be more accurate), and to apply to problems with hard constraints and non-differentiable regularizers. We also give a tighter, data-dependent analysis of the additional error introduced by their method. A key tool in our analysis is a new nontrivial limit theorem for differential privacy which is of independent interest: if a sequence of differentially private algorithms converges, in a weak sense, then the limit algorithm is also differentially private.