Differentially Private Empirical Risk Minimization

Privacy-preserving machine learning algorithms are crucial for the increasingly common setting in which personal data, such as medical or financial records, are analyzed. We provide general techniques to produce privacy-preserving approximations of classifiers learned via (regularized) empirical risk minimization (ERM). These algorithms are private under the $\epsilon$-differential privacy definition due to Dwork et al. (2006). First we apply the output perturbation ideas of Dwork et al. (2006), to ERM classification. Then we propose a new method, objective perturbation, for privacy-preserving machine learning algorithm design. This method entails perturbing the objective function before optimizing over classifiers. If the loss and regularizer satisfy certain convexity and differentiability criteria, we prove theoretical results showing that our algorithms preserve privacy, and provide generalization bounds for linear and nonlinear kernels. We further present a privacy-preserving technique for tuning the parameters in general machine learning algorithms, thereby providing end-to-end privacy guarantees for the training process. We apply these results to produce privacy-preserving analogues of regularized logistic regression and support vector machines. We obtain encouraging results from evaluating their performance on real demographic and benchmark data sets. Our results show that both theoretically and empirically, objective perturbation is superior to the previous state-of-the-art, output perturbation, in managing the inherent tradeoff between privacy and learning performance.Comment: 40 pages, 7 figures, accepted to the Journal of Machine Learning Researc

Differentially Private Model Selection with Penalized and Constrained Likelihood

In statistical disclosure control, the goal of data analysis is twofold: The released information must provide accurate and useful statistics about the underlying population of interest, while minimizing the potential for an individual record to be identified. In recent years, the notion of differential privacy has received much attention in theoretical computer science, machine learning, and statistics. It provides a rigorous and strong notion of protection for individuals' sensitive information. A fundamental question is how to incorporate differential privacy into traditional statistical inference procedures. In this paper we study model selection in multivariate linear regression under the constraint of differential privacy. We show that model selection procedures based on penalized least squares or likelihood can be made differentially private by a combination of regularization and randomization, and propose two algorithms to do so. We show that our private procedures are consistent under essentially the same conditions as the corresponding non-private procedures. We also find that under differential privacy, the procedure becomes more sensitive to the tuning parameters. We illustrate and evaluate our method using simulation studies and two real data examples

Privacy-preserving scoring of tree ensembles : a novel framework for AI in healthcare

Machine Learning (ML) techniques now impact a wide variety of domains. Highly regulated industries such as healthcare and finance have stringent compliance and data governance policies around data sharing. Advances in secure multiparty computation (SMC) for privacy-preserving machine learning (PPML) can help transform these regulated industries by allowing ML computations over encrypted data with personally identifiable information (PII). Yet very little of SMC-based PPML has been put into practice so far. In this paper we present the very first framework for privacy-preserving classification of tree ensembles with application in healthcare. We first describe the underlying cryptographic protocols that enable a healthcare organization to send encrypted data securely to a ML scoring service and obtain encrypted class labels without the scoring service actually seeing that input in the clear. We then describe the deployment challenges we solved to integrate these protocols in a cloud based scalable risk-prediction platform with multiple ML models for healthcare AI. Included are system internals, and evaluations of our deployment for supporting physicians to drive better clinical outcomes in an accurate, scalable, and provably secure manner. To the best of our knowledge, this is the first such applied framework with SMC-based privacy-preserving machine learning for healthcare