Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift

This paper addresses heavy-tailed large-deviation estimates for the distribution tail of functionals of a class of spectrally one-sided Lévy processes. Our contribution is to show that these estimates remain valid in a near-critical regime. This complements recent similar results that have been obtained for the all-time supremum of such processes. Specifically, we consider local asymptotics of the all-time supremum, the supremum of the process until exiting [0,∞), the maximum jump until that time, and the time it takes until exiting [0,∞). The proofs rely, among other things, on properties of scale functions

Achievable performance of blind policies in heavy traffic

For a GI/GI/1 queue, we show that the average sojourn time under the (blind) Randomized Multilevel Feedback algorithm is no worse than that under the Shortest Remaining Processing Time algorithm times a logarithmic function of the system load. Moreover, it is verified that this bound is tight in heavy traffic, up to a constant multiplicative factor. We obtain this result by combining techniques from two disparate areas: competitive analysis and applied probability

Heavy-traffic analysis of sojourn time under the foreground–background scheduling policy

We consider the steady-state distribution of the sojourn time of a job entering an M/GI/1 queue with the foreground–background scheduling policy in heavy traffic. The growth rate of its mean as well as the limiting distribution are derived under broad conditions. Assumptions commonly used in extreme value theory play a key role in both the analysis and the results

Accurate training of the Cox proportional hazards model on vertically-partitioned data while preserving privacy

BACKGROUND: Analysing distributed medical data is challenging because of data sensitivity and various regulations to access and combine data. Some privacy-preserving methods are known for analyzing horizontally-partitioned data, where different organisations have similar data on disjoint sets of people. Technically more challenging is the case of vertically-partitioned data, dealing with data on overlapping sets of people. We use an emerging technology based on cryptographic techniques called secure multi-party computation (MPC), and apply it to perform privacy-preserving survival analysis on vertically-distributed data by means of the Cox proportional hazards (CPH) model. Both MPC and CPH are explained. METHODS: We use a Newton-Raphson solver to securely train the CPH model with MPC, jointly with all data holders, without revealing any sensitive data. In order to securely compute the log-partial likelihood in each iteration, we run into several technical challenges to preserve the efficiency and security of our solution. To tackle these technical challenges, we generalize a cryptographic protocol for securely computing the inverse of the Hessian matrix and develop a new method for securely computing exponentiations. A theoretical complexity estimate is given to get insight into the computational and communication effort that is needed. RESULTS: Our secure solution is implemented in a setting with three different machines, each presenting a different data holder, which can communicate through the internet. The MPyC platform is used for implementing this privacy-preserving solution to obtain the CPH model. We test the accuracy and computation time of our methods on three standard benchmark survival datasets. We identify future work to make our solution more efficient. CONCLUSIONS: Our secure solution is comparable with the standard, non-secure solver in terms of accuracy and convergence speed. The computation time is considerably larger, although the theoretical complexity is still cubic in the number of covariates and quadratic in the number of subjects. We conclude that this is a promising way of performing parametric survival analysis on vertically-distributed medical data, while realising high level of security and privacy

Privacy-preserving dataset combination and Lasso regression for healthcare predictions

Background: Recent developments in machine learning have shown its potential impact for clinical use such as risk prediction, prognosis, and treatment selection. However, relevant data are often scattered across different stakeholders and their use is regulated, e.g. by GDPR or HIPAA. As a concrete use-case, hospital Erasmus MC and health insurance company Achmea have data on individuals in the city of Rotterdam, which would in theory enable them to train a regression model in order to identify high-impact lifestyle factors for heart failure. However, privacy and confdentiality concerns make it unfeasible to exchange these data. Methods: This article describes a solution where vertically-partitioned synthetic data of Achmea and of Erasmus MC are combined using Secure Multi-Party Computation. First, a secure inner join protocol takes place to securely determine the identifiers of the patients that are represented in both datasets. Then, a secure Lasso Regression model is trained on the securely combined data. The involved parties thus obtain the prediction model but no further information on the input data of the other parties. Results: We implement our secure solution and describe its performance and scalability: we can train a prediction model on two datasets with 5000 records each and a total of 30 features in less than one hour, with a minimal difference from the results of standard (non-secure) methods. Conclusions: This article shows that it is possible to combine datasets and train a Lasso regression model on this combination in a secure way. Such a solution thus further expands the potential of privacy-preserving data analysis in the medical domain

Privacy-preserving contrastive explanations with local foil trees

We present the first algorithm that combines privacy-preserving technologies and state-of-the-art explainable AI to enable privacy-friendly explanations of black-box AI models. We provide a secure algorithm for contrastive explanations of black-box machine learning models that securely trains and uses local foil trees. Our work shows that the quality of these explanations can be upheld whilst ensuring the privacy of both the training data, and the model itself. An extended version of this paper is found at Cryptology ePrint Archive [16]

Privacy-preserving coupling of vertically-partitioned databases and subsequent training with gradient descent

We show how multiple data-owning parties can collaboratively train several machine learning algorithms without jeopardizing the privacy of their sensitive data. In particular, we assume that every party knows specific features of an overlapping set of people. Using a secure implementation of an advanced hidden set intersection protocol and a privacy-preserving Gradient Descent algorithm, we are able to train a Ridge, LASSO or SVM model over the intersection of people in their data sets. Both the hidden set intersection protocol and privacy-preserving LASSO implementation are unprecedented in literature