Differentially Private Bayesian Inference for Generalized Linear Models

Generalized linear models (GLMs) such as logistic regression are among the most widely used arms in data analyst's repertoire and often used on sensitive datasets. A large body of prior works that investigate GLMs under differential privacy (DP) constraints provide only private point estimates of the regression coefficients, and are not able to quantify parameter uncertainty. In this work, with logistic and Poisson regression as running examples, we introduce a generic noise-aware DP Bayesian inference method for a GLM at hand, given a noisy sum of summary statistics. Quantifying uncertainty allows us to determine which of the regression coefficients are statistically significantly different from zero. We provide a tight privacy analysis and experimentally demonstrate that the posteriors obtained from our model, while adhering to strong privacy guarantees, are close to the non-private posteriors.Peer reviewe

d3p - A Python Package for Differentially-Private Probabilistic Programming

We present d3p, a software package designed to help fielding runtime efficient widely-applicable Bayesian inference under differential privacy guarantees. d3p achieves general applicability to a wide range of probabilistic modelling problems by implementing the differentially private variational inference algorithm, allowing users to fit any parametric probabilistic model with a differentiable density function. d3p adopts the probabilistic programming paradigm as a powerful way for the user to flexibly define such models. We demonstrate the use of our software on a hierarchical logistic regression example, showing the expressiveness of the modelling approach as well as the ease of running the parameter inference. We also perform an empirical evaluation of the runtime of the private inference on a complex model and find a ∼10 fold speed-up compared to an implementation using TensorFlow Privacy.Peer reviewe

d3p - A Python Package for Differentially-Private Probabilistic Programming

We present d3p, a software package designed to help fielding runtime efficient widely-applicable Bayesian inference under differential privacy guarantees. d3p achieves general applicability to a wide range of probabilistic modelling problems by implementing the differentially private variational inference algorithm, allowing users to fit any parametric probabilistic model with a differentiable density function. d3p adopts the probabilistic programming paradigm as a powerful way for the user to flexibly define such models. We demonstrate the use of our software on a hierarchical logistic regression example, showing the expressiveness of the modelling approach as well as the ease of running the parameter inference. We also perform an empirical evaluation of the runtime of the private inference on a complex model and find a ∼10 fold speed-up compared to an implementation using TensorFlow Privacy.Peer reviewe

Privacy-preserving Data Sharing on Vertically Partitioned Data

In this work, we introduce a differentially private method for generating synthetic data from vertically partitioned data, \emph{i.e.}, where data of the same individuals is distributed across multiple data holders or parties. We present a differentially privacy stochastic gradient descent (DP-SGD) algorithm to train a mixture model over such partitioned data using variational inference. We modify a secure multiparty computation (MPC) framework to combine MPC with differential privacy (DP), in order to use differentially private MPC effectively to learn a probabilistic generative model under DP on such vertically partitioned data. Assuming the mixture components contain no dependencies across different parties, the objective function can be factorized into a sum of products of the contributions calculated by the parties. Finally, MPC is used to compute the aggregate between the different contributions. Moreover, we rigorously define the privacy guarantees with respect to the different players in the system. To demonstrate the accuracy of our method, we run our algorithm on the Adult dataset from the UCI machine learning repository, where we obtain comparable results to the non-partitioned case

Efficient differentially private learning improves drug sensitivity prediction

Background: Users of a personalised recommendation system face a dilemma: recommendations can be improved by learning from data, but only if other users are willing to share their private information. Good personalised predictions are vitally important in precision medicine, but genomic information on which the predictions are based is also particularly sensitive, as it directly identifies the patients and hence cannot easily be anonymised. Differential privacy has emerged as a potentially promising solution: privacy is considered sufficient if presence of individual patients cannot be distinguished. However, differentially private learning with current methods does not improve predictions with feasible data sizes and dimensionalities. Results: We show that useful predictors can be learned under powerful differential privacy guarantees, and even from moderately-sized data sets, by demonstrating significant improvements in the accuracy of private drug sensitivity prediction with a new robust private regression method. Our method matches the predictive accuracy of the state-of-the-art non-private lasso regression using only 4x more samples under relatively strong differential privacy guarantees. Good performance with limited data is achieved by limiting the sharing of private information by decreasing the dimensionality and by projecting outliers to fit tighter bounds, therefore needing to add less noise for equal privacy. Conclusions: The proposed differentially private regression method combines theoretical appeal and asymptotic efficiency with good prediction accuracy even with moderate-sized data. As already the simple-to-implement method shows promise on the challenging genomic data, we anticipate rapid progress towards practical applications in many fields.Peer reviewe

Privacy-preserving data sharing via probabilistic modeling

Differential privacy allows quantifying privacy loss resulting from accession of sensitive personal data. Repeated accesses to underlying data incur increasing loss. Releasing data as privacy-preserving synthetic data would avoid this limitation but would leave open the problem of designing what kind of synthetic data. We propose formulating the problem of private data release through probabilistic modeling. This approach transforms the problem of designing the synthetic data into choosing a model for the data, allowing also the inclusion of prior knowledge, which improves the quality of the synthetic data. We demonstrate empirically, in an epidemiological study, that statistical discoveries can be reliably reproduced from the synthetic data. We expect the method to have broad use in creating high-quality anonymized data twins of key datasets for research.Peer reviewe

Identification of structural features in chemicals associated with cancer drug response : a systematic data-driven analysis

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