332 research outputs found
The Noisy Power Method: A Meta Algorithm with Applications
We provide a new robust convergence analysis of the well-known power method
for computing the dominant singular vectors of a matrix that we call the noisy
power method. Our result characterizes the convergence behavior of the
algorithm when a significant amount noise is introduced after each
matrix-vector multiplication. The noisy power method can be seen as a
meta-algorithm that has recently found a number of important applications in a
broad range of machine learning problems including alternating minimization for
matrix completion, streaming principal component analysis (PCA), and
privacy-preserving spectral analysis. Our general analysis subsumes several
existing ad-hoc convergence bounds and resolves a number of open problems in
multiple applications including streaming PCA and privacy-preserving singular
vector computation.Comment: NIPS 201
Online and Differentially-Private Tensor Decomposition
In this paper, we resolve many of the key algorithmic questions regarding
robustness, memory efficiency, and differential privacy of tensor
decomposition. We propose simple variants of the tensor power method which
enjoy these strong properties. We present the first guarantees for online
tensor power method which has a linear memory requirement. Moreover, we present
a noise calibrated tensor power method with efficient privacy guarantees. At
the heart of all these guarantees lies a careful perturbation analysis derived
in this paper which improves up on the existing results significantly.Comment: 19 pages, 9 figures. To appear at the 30th Annual Conference on
Advances in Neural Information Processing Systems (NIPS 2016), to be held at
Barcelona, Spain. Fix small typos in proofs of Lemmas C.5 and C.
Convex Optimization for Linear Query Processing under Approximate Differential Privacy
Differential privacy enables organizations to collect accurate aggregates
over sensitive data with strong, rigorous guarantees on individuals' privacy.
Previous work has found that under differential privacy, computing multiple
correlated aggregates as a batch, using an appropriate \emph{strategy}, may
yield higher accuracy than computing each of them independently. However,
finding the best strategy that maximizes result accuracy is non-trivial, as it
involves solving a complex constrained optimization program that appears to be
non-linear and non-convex. Hence, in the past much effort has been devoted in
solving this non-convex optimization program. Existing approaches include
various sophisticated heuristics and expensive numerical solutions. None of
them, however, guarantees to find the optimal solution of this optimization
problem.
This paper points out that under (, )-differential privacy,
the optimal solution of the above constrained optimization problem in search of
a suitable strategy can be found, rather surprisingly, by solving a simple and
elegant convex optimization program. Then, we propose an efficient algorithm
based on Newton's method, which we prove to always converge to the optimal
solution with linear global convergence rate and quadratic local convergence
rate. Empirical evaluations demonstrate the accuracy and efficiency of the
proposed solution.Comment: to appear in ACM SIGKDD 201
Optimizing Batch Linear Queries under Exact and Approximate Differential Privacy
Differential privacy is a promising privacy-preserving paradigm for
statistical query processing over sensitive data. It works by injecting random
noise into each query result, such that it is provably hard for the adversary
to infer the presence or absence of any individual record from the published
noisy results. The main objective in differentially private query processing is
to maximize the accuracy of the query results, while satisfying the privacy
guarantees. Previous work, notably \cite{LHR+10}, has suggested that with an
appropriate strategy, processing a batch of correlated queries as a whole
achieves considerably higher accuracy than answering them individually.
However, to our knowledge there is currently no practical solution to find such
a strategy for an arbitrary query batch; existing methods either return
strategies of poor quality (often worse than naive methods) or require
prohibitively expensive computations for even moderately large domains.
Motivated by this, we propose low-rank mechanism (LRM), the first practical
differentially private technique for answering batch linear queries with high
accuracy. LRM works for both exact (i.e., -) and approximate (i.e.,
(, )-) differential privacy definitions. We derive the
utility guarantees of LRM, and provide guidance on how to set the privacy
parameters given the user's utility expectation. Extensive experiments using
real data demonstrate that our proposed method consistently outperforms
state-of-the-art query processing solutions under differential privacy, by
large margins.Comment: ACM Transactions on Database Systems (ACM TODS). arXiv admin note:
text overlap with arXiv:1212.230
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