MVG Mechanism: Differential Privacy under Matrix-Valued Query

Differential privacy mechanism design has traditionally been tailored for a scalar-valued query function. Although many mechanisms such as the Laplace and Gaussian mechanisms can be extended to a matrix-valued query function by adding i.i.d. noise to each element of the matrix, this method is often suboptimal as it forfeits an opportunity to exploit the structural characteristics typically associated with matrix analysis. To address this challenge, we propose a novel differential privacy mechanism called the Matrix-Variate Gaussian (MVG) mechanism, which adds a matrix-valued noise drawn from a matrix-variate Gaussian distribution, and we rigorously prove that the MVG mechanism preserves $(\epsilon,\delta)$-differential privacy. Furthermore, we introduce the concept of directional noise made possible by the design of the MVG mechanism. Directional noise allows the impact of the noise on the utility of the matrix-valued query function to be moderated. Finally, we experimentally demonstrate the performance of our mechanism using three matrix-valued queries on three privacy-sensitive datasets. We find that the MVG mechanism notably outperforms four previous state-of-the-art approaches, and provides comparable utility to the non-private baseline.Comment: Appeared in CCS'1

Beyond Gauss: Image-Set Matching on the Riemannian Manifold of PDFs

State-of-the-art image-set matching techniques typically implicitly model each image-set with a Gaussian distribution. Here, we propose to go beyond these representations and model image-sets as probability distribution functions (PDFs) using kernel density estimators. To compare and match image-sets, we exploit Csiszar f-divergences, which bear strong connections to the geodesic distance defined on the space of PDFs, i.e., the statistical manifold. Furthermore, we introduce valid positive definite kernels on the statistical manifolds, which let us make use of more powerful classification schemes to match image-sets. Finally, we introduce a supervised dimensionality reduction technique that learns a latent space where f-divergences reflect the class labels of the data. Our experiments on diverse problems, such as video-based face recognition and dynamic texture classification, evidence the benefits of our approach over the state-of-the-art image-set matching methods

Generalised Bayesian matrix factorisation models

Factor analysis and related models for probabilistic matrix factorisation are of central importance to the unsupervised analysis of data, with a colourful history more than a century long. Probabilistic models for matrix factorisation allow us to explore the underlying structure in data, and have relevance in a vast number of application areas including collaborative filtering, source separation, missing data imputation, gene expression analysis, information retrieval, computational finance and computer vision, amongst others. This thesis develops generalisations of matrix factorisation models that advance our understanding and enhance the applicability of this important class of models. The generalisation of models for matrix factorisation focuses on three concerns: widening the applicability of latent variable models to the diverse types of data that are currently available; considering alternative structural forms in the underlying representations that are inferred; and including higher order data structures into the matrix factorisation framework. These three issues reflect the reality of modern data analysis and we develop new models that allow for a principled exploration and use of data in these settings. We place emphasis on Bayesian approaches to learning and the advantages that come with the Bayesian methodology. Our port of departure is a generalisation of latent variable models to members of the exponential family of distributions. This generalisation allows for the analysis of data that may be real-valued, binary, counts, non-negative or a heterogeneous set of these data types. The model unifies various existing models and constructs for unsupervised settings, the complementary framework to the generalised linear models in regression. Moving to structural considerations, we develop Bayesian methods for learning sparse latent representations. We define ideas of weakly and strongly sparse vectors and investigate the classes of prior distributions that give rise to these forms of sparsity, namely the scale-mixture of Gaussians and the spike-and-slab distribution. Based on these sparsity favouring priors, we develop and compare methods for sparse matrix factorisation and present the first comparison of these sparse learning approaches. As a second structural consideration, we develop models with the ability to generate correlated binary vectors. Moment-matching is used to allow binary data with specified correlation to be generated, based on dichotomisation of the Gaussian distribution. We then develop a novel and simple method for binary PCA based on Gaussian dichotomisation. The third generalisation considers the extension of matrix factorisation models to multi-dimensional arrays of data that are increasingly prevalent. We develop the first Bayesian model for non-negative tensor factorisation and explore the relationship between this model and the previously described models for matrix factorisation.Supported by a Commonwealth Scholarship awarded by the Commonwealth Scholarship and Fellowship Programme (CSFP) [Award number ZACS-2207-363] Supported by award from the National Research Foundation, South Africa (NRF) [Award number SFH2007072200001