论文标题

为差异私有分布式优化定制梯度方法

Tailoring Gradient Methods for Differentially-Private Distributed Optimization

论文作者

Wang, Yongqiang, Nedic, Angelia

论文摘要

由于其在大规模机器学习和多代理系统中的广泛应用,分散的优化正在增加牵引力。但是,同样的机制可以使其成功,即参与代理之间的信息共享,也导致披露单个代理的私人信息,这是在涉及敏感数据时无法接受的。随着差异隐私已成为隐私保护的事实上的标准,最近出现了将差异隐私与分布式优化整合在一起的结果。但是,将差异隐私设计直接纳入现有的分布式优化方法中会大大损害优化精度。在本文中,我们建议重新设计和量身定制梯度方法,以进行差异性分布式优化,并提出了两种面向差异性的梯度方法,可以确保严格的Epsilon-difference-differential-Differential隐私和最佳性。第一种算法基于基于静态传感的梯度方法,第二算法基于基于动态传感器(梯度跟踪)的分布式优化方法,因此适用于通用的定向相互作用图形拓扑。两种算法都可以同时确保几乎确保与最佳解决方案和有限隐私预算的收敛,即使迭代数量无限。据我们所知,这是两个目标第一次同时实现。使用分布式估计问题和基准数据集上的实验结果的数值模拟证实了所提出方法的有效性。

Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multi-agent systems. The same mechanism that enables its success, i.e., information sharing among participating agents, however, also leads to the disclosure of individual agents' private information, which is unacceptable when sensitive data are involved. As differential privacy is becoming a de facto standard for privacy preservation, recently results have emerged integrating differential privacy with distributed optimization. However, directly incorporating differential privacy design in existing distributed optimization approaches significantly compromises optimization accuracy. In this paper, we propose to redesign and tailor gradient methods for differentially-private distributed optimization, and propose two differential-privacy oriented gradient methods that can ensure both rigorous epsilon-differential privacy and optimality. The first algorithm is based on static-consensus based gradient methods, and the second algorithm is based on dynamic-consensus (gradient-tracking) based distributed optimization methods and, hence, is applicable to general directed interaction graph topologies. Both algorithms can simultaneously ensure almost sure convergence to an optimal solution and a finite privacy budget, even when the number of iterations goes to infinity. To our knowledge, this is the first time that both goals are achieved simultaneously. Numerical simulations using a distributed estimation problem and experimental results on a benchmark dataset confirm the effectiveness of the proposed approaches.

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