Coordinate Descent Methods for Fractional Minimization

We consider a class of structured fractional minimization problems, in which the numerator part of the objective is the sum of a differentiable convex function and a convex nonsmooth function, while the denominator part is a concave or convex function. This problem is difficult to solve since it is nonconvex. By exploiting the structure of the problem, we propose two Coordinate Descent (CD) methods for solving this problem. One is applied to the original fractional function, the other is based on the associated parametric problem. The proposed methods iteratively solve a one-dimensional subproblem \textit{globally}, and they are guaranteed to converge to coordinate-wise stationary points. In the case of a convex denominator, we prove that the proposed CD methods using sequential nonconvex approximation find stronger stationary points than existing methods. Under suitable conditions, CD methods with an appropriate initialization converge linearly to the optimal point (also the coordinate-wise stationary point). In the case of a concave denominator, we show that the resulting problem is quasi-convex, and any critical point is a global minimum. We prove that the algorithms converge to the global optimal solution with a sublinear convergence rate. We demonstrate the applicability of the proposed methods to some machine learning and signal processing models. Our experiments on real-world data have shown that our method significantly and consistently outperforms existing methods in terms of accuracy.Comment: arXiv admin note: text overlap with arXiv:2109.0422

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 ($\epsilon$, $\delta$)-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., $\epsilon$-) and approximate (i.e., ($\epsilon$, $\delta$)-) 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

Low-Rank Mechanism: Optimizing Batch Queries under 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 the matrix mechanism, has suggested that processing a batch of correlated queries as a whole can potentially achieve considerable accuracy gains, compared to answering them individually. However, as we point out in this paper, the matrix mechanism is mainly of theoretical interest; in particular, several inherent problems in its design limit its accuracy in practice, which almost never exceeds that of naive methods. In fact, we are not aware of any existing solution that can effectively optimize a query batch under differential privacy. Motivated by this, we propose the Low-Rank Mechanism (LRM), the first practical differentially private technique for answering batch queries with high accuracy, based on a low rank approximation of the workload matrix. We prove that the accuracy provided by LRM is close to the theoretical lower bound for any mechanism to answer a batch of queries under differential privacy. Extensive experiments using real data demonstrate that LRM consistently outperforms state-of-the-art query processing solutions under differential privacy, by large margins.Comment: VLDB201