Privacy-Preserving Generalized Linear Models using Distributed Block Coordinate Descent

Combining data from varied sources has considerable potential for knowledge discovery: collaborating data parties can mine data in an expanded feature space, allowing them to explore a larger range of scientific questions. However, data sharing among different parties is highly restricted by legal conditions, ethical concerns, and / or data volume. Fueled by these concerns, the fields of cryptography and distributed learning have made great progress towards privacy-preserving and distributed data mining. However, practical implementations have been hampered by the limited scope or computational complexity of these methods. In this paper, we greatly extend the range of analyses available for vertically partitioned data, i.e., data collected by separate parties with different features on the same subjects. To this end, we present a novel approach for privacy-preserving generalized linear models, a fundamental and powerful framework underlying many prediction and classification procedures. We base our method on a distributed block coordinate descent algorithm to obtain parameter estimates, and we develop an extension to compute accurate standard errors without additional communication cost. We critically evaluate the information transfer for semi-honest collaborators and show that our protocol is secure against data reconstruction. Through both simulated and real-world examples we illustrate the functionality of our proposed algorithm. Without leaking information, our method performs as well on vertically partitioned data as existing methods on combined data -- all within mere minutes of computation time. We conclude that our method is a viable approach for vertically partitioned data analysis with a wide range of real-world applications.Comment: Fully reproducible code for all results and images can be found at https://github.com/vankesteren/privacy-preserving-glm, and the software package can be found at https://github.com/vankesteren/privre

Protecting privacy of users in brain-computer interface applications

Machine learning (ML) is revolutionizing research and industry. Many ML applications rely on the use of large amounts of personal data for training and inference. Among the most intimate exploited data sources is electroencephalogram (EEG) data, a kind of data that is so rich with information that application developers can easily gain knowledge beyond the professed scope from unprotected EEG signals, including passwords, ATM PINs, and other intimate data. The challenge we address is how to engage in meaningful ML with EEG data while protecting the privacy of users. Hence, we propose cryptographic protocols based on secure multiparty computation (SMC) to perform linear regression over EEG signals from many users in a fully privacy-preserving(PP) fashion, i.e., such that each individual's EEG signals are not revealed to anyone else. To illustrate the potential of our secure framework, we show how it allows estimating the drowsiness of drivers from their EEG signals as would be possible in the unencrypted case, and at a very reasonable computational cost. Our solution is the first application of commodity-based SMC to EEG data, as well as the largest documented experiment of secret sharing-based SMC in general, namely, with 15 players involved in all the computations