XONN: XNOR-based Oblivious Deep Neural Network Inference

Advancements in deep learning enable cloud servers to provide inference-as-a-service for clients. In this scenario, clients send their raw data to the server to run the deep learning model and send back the results. One standing challenge in this setting is to ensure the privacy of the clients' sensitive data. Oblivious inference is the task of running the neural network on the client's input without disclosing the input or the result to the server. This paper introduces XONN, a novel end-to-end framework based on Yao's Garbled Circuits (GC) protocol, that provides a paradigm shift in the conceptual and practical realization of oblivious inference. In XONN, the costly matrix-multiplication operations of the deep learning model are replaced with XNOR operations that are essentially free in GC. We further provide a novel algorithm that customizes the neural network such that the runtime of the GC protocol is minimized without sacrificing the inference accuracy. We design a user-friendly high-level API for XONN, allowing expression of the deep learning model architecture in an unprecedented level of abstraction. Extensive proof-of-concept evaluation on various neural network architectures demonstrates that XONN outperforms prior art such as Gazelle (USENIX Security'18) by up to 7x, MiniONN (ACM CCS'17) by 93x, and SecureML (IEEE S&P'17) by 37x. State-of-the-art frameworks require one round of interaction between the client and the server for each layer of the neural network, whereas, XONN requires a constant round of interactions for any number of layers in the model. XONN is first to perform oblivious inference on Fitnet architectures with up to 21 layers, suggesting a new level of scalability compared with state-of-the-art. Moreover, we evaluate XONN on four datasets to perform privacy-preserving medical diagnosis.Comment: To appear in USENIX Security 201

Non-parametric Estimation of Stochastic Differential Equations with Sparse Gaussian Processes

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a non-parametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudo-samples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behaviour of complex systems

The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models

We consider Particle Gibbs (PG) as a tool for Bayesian analysis of non-linear non-Gaussian state-space models. PG is a Monte Carlo (MC) approximation of the standard Gibbs procedure which uses sequential MC (SMC) importance sampling inside the Gibbs procedure to update the latent and potentially high-dimensional state trajectories. We propose to combine PG with a generic and easily implementable SMC approach known as Particle Efficient Importance Sampling (PEIS). By using SMC importance sampling densities which are approximately fully globally adapted to the targeted density of the states, PEIS can substantially improve the mixing and the efficiency of the PG draws from the posterior of the states and the parameters relative to existing PG implementations. The efficiency gains achieved by PEIS are illustrated in PG applications to a univariate stochastic volatility model for asset returns, a non-Gaussian nonlinear local-level model for interest rates, and a multivariate stochastic volatility model for the realized covariance matrix of asset returns

Approximate Bayesian Computational methods

Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum of applications. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. In this survey, we study the various improvements and extensions made to the original ABC algorithm over the recent years.Comment: 7 figure