An Improved Private Mechanism for Small Databases

We study the problem of answering a workload of linear queries $\mathcal{Q}$, on a database of size at most $n = o(|\mathcal{Q}|)$ drawn from a universe $\mathcal{U}$ under the constraint of (approximate) differential privacy. Nikolov, Talwar, and Zhang~\cite{NTZ} proposed an efficient mechanism that, for any given $\mathcal{Q}$ and $n$, answers the queries with average error that is at most a factor polynomial in $\log |\mathcal{Q}|$ and $\log |\mathcal{U}|$ worse than the best possible. Here we improve on this guarantee and give a mechanism whose competitiveness ratio is at most polynomial in $\log n$ and $\log |\mathcal{U}|$, and has no dependence on $|\mathcal{Q}|$. Our mechanism is based on the projection mechanism of Nikolov, Talwar, and Zhang, but in place of an ad-hoc noise distribution, we use a distribution which is in a sense optimal for the projection mechanism, and analyze it using convex duality and the restricted invertibility principle.Comment: To appear in ICALP 2015, Track

The Geometry of Differential Privacy: the Sparse and Approximate Cases

In this work, we study trade-offs between accuracy and privacy in the context of linear queries over histograms. This is a rich class of queries that includes contingency tables and range queries, and has been a focus of a long line of work. For a set of $d$ linear queries over a database $x \in \R^N$, we seek to find the differentially private mechanism that has the minimum mean squared error. For pure differential privacy, an $O(\log^2 d)$ approximation to the optimal mechanism is known. Our first contribution is to give an $O(\log^2 d)$ approximation guarantee for the case of (\eps,\delta)-differential privacy. Our mechanism is simple, efficient and adds correlated Gaussian noise to the answers. We prove its approximation guarantee relative to the hereditary discrepancy lower bound of Muthukrishnan and Nikolov, using tools from convex geometry. We next consider this question in the case when the number of queries exceeds the number of individuals in the database, i.e. when $d > n \triangleq \|x\|_1$. It is known that better mechanisms exist in this setting. Our second main contribution is to give an (\eps,\delta)-differentially private mechanism which is optimal up to a \polylog(d,N) factor for any given query set $A$ and any given upper bound $n$ on $\|x\|_1$. This approximation is achieved by coupling the Gaussian noise addition approach with a linear regression step. We give an analogous result for the \eps-differential privacy setting. We also improve on the mean squared error upper bound for answering counting queries on a database of size $n$ by Blum, Ligett, and Roth, and match the lower bound implied by the work of Dinur and Nissim up to logarithmic factors. The connection between hereditary discrepancy and the privacy mechanism enables us to derive the first polylogarithmic approximation to the hereditary discrepancy of a matrix $A$

On The Hereditary Discrepancy of Homogeneous Arithmetic Progressions

We show that the hereditary discrepancy of homogeneous arithmetic progressions is lower bounded by $n^{1/O(\log \log n)}$. This bound is tight up to the constant in the exponent. Our lower bound goes via proving an exponential lower bound on the discrepancy of set systems of subcubes of the boolean cube $\{0, 1\}^d$.Comment: To appear in the Proceedings of the American Mathematical Societ

Nearly Optimal Private Convolution

We study computing the convolution of a private input $x$ with a public input $h$, while satisfying the guarantees of $(\epsilon, \delta)$-differential privacy. Convolution is a fundamental operation, intimately related to Fourier Transforms. In our setting, the private input may represent a time series of sensitive events or a histogram of a database of confidential personal information. Convolution then captures important primitives including linear filtering, which is an essential tool in time series analysis, and aggregation queries on projections of the data. We give a nearly optimal algorithm for computing convolutions while satisfying $(\epsilon, \delta)$-differential privacy. Surprisingly, we follow the simple strategy of adding independent Laplacian noise to each Fourier coefficient and bounding the privacy loss using the composition theorem of Dwork, Rothblum, and Vadhan. We derive a closed form expression for the optimal noise to add to each Fourier coefficient using convex programming duality. Our algorithm is very efficient -- it is essentially no more computationally expensive than a Fast Fourier Transform. To prove near optimality, we use the recent discrepancy lowerbounds of Muthukrishnan and Nikolov and derive a spectral lower bound using a characterization of discrepancy in terms of determinants

Approximating Hereditary Discrepancy via Small Width Ellipsoids

The Discrepancy of a hypergraph is the minimum attainable value, over two-colorings of its vertices, of the maximum absolute imbalance of any hyperedge. The Hereditary Discrepancy of a hypergraph, defined as the maximum discrepancy of a restriction of the hypergraph to a subset of its vertices, is a measure of its complexity. Lovasz, Spencer and Vesztergombi (1986) related the natural extension of this quantity to matrices to rounding algorithms for linear programs, and gave a determinant based lower bound on the hereditary discrepancy. Matousek (2011) showed that this bound is tight up to a polylogarithmic factor, leaving open the question of actually computing this bound. Recent work by Nikolov, Talwar and Zhang (2013) showed a polynomial time $\tilde{O}(\log^3 n)$-approximation to hereditary discrepancy, as a by-product of their work in differential privacy. In this paper, we give a direct simple $O(\log^{3/2} n)$-approximation algorithm for this problem. We show that up to this approximation factor, the hereditary discrepancy of a matrix $A$ is characterized by the optimal value of simple geometric convex program that seeks to minimize the largest $\ell_{\infty}$ norm of any point in a ellipsoid containing the columns of $A$. This characterization promises to be a useful tool in discrepancy theory

Tight Lower Bounds for Differentially Private Selection

A pervasive task in the differential privacy literature is to select the $k$ items of "highest quality" out of a set of $d$ items, where the quality of each item depends on a sensitive dataset that must be protected. Variants of this task arise naturally in fundamental problems like feature selection and hypothesis testing, and also as subroutines for many sophisticated differentially private algorithms. The standard approaches to these tasks---repeated use of the exponential mechanism or the sparse vector technique---approximately solve this problem given a dataset of $n = O(\sqrt{k}\log d)$ samples. We provide a tight lower bound for some very simple variants of the private selection problem. Our lower bound shows that a sample of size $n = \Omega(\sqrt{k} \log d)$ is required even to achieve a very minimal accuracy guarantee. Our results are based on an extension of the fingerprinting method to sparse selection problems. Previously, the fingerprinting method has been used to provide tight lower bounds for answering an entire set of $d$ queries, but often only some much smaller set of $k$ queries are relevant. Our extension allows us to prove lower bounds that depend on both the number of relevant queries and the total number of queries