AISTATS 2023poster7 citations

High-Dimensional Private Empirical Risk Minimization by Greedy Coordinate Descent

Paul Mangold, Aurélien Bellet, Joseph Salmon, Marc Tommasi

Abstract

In this paper, we study differentially private empirical risk minimization (DP-ERM). It has been shown that the worst-case utility of DP-ERM reduces polynomially as the dimension increases. This is a major obstacle to privately learning large machine learning models. In high dimension, it is common for some model’s parameters to carry more information than others. To exploit this, we propose a differentially private greedy coordinate descent (DP-GCD) algorithm. At each iteration, DP-GCD privately performs a coordinate-wise gradient step along the gradients’ (approximately) greatest entry. We show theoretically that DP-GCD can achieve a logarithmic dependence on the dimension for a wide range of problems by naturally exploiting their structural properties (such as quasi-sparse solutions). We illustrate this behavior numerically, both on synthetic and real datasets.

BibTeX
@InProceedings{pmlr-v206-mangold23a,
  title = 	 {High-Dimensional Private Empirical Risk Minimization by Greedy Coordinate Descent},
  author =       {Mangold, Paul and Bellet, Aur\'elien and Salmon, Joseph and Tommasi, Marc},
  booktitle = 	 {Proceedings of The 26th International Conference on Artificial Intelligence and Statistics},
  pages = 	 {4894--4916},
  year = 	 {2023},
  editor = 	 {Ruiz, Francisco and Dy, Jennifer and van de Meent, Jan-Willem},
  volume = 	 {206},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {25--27 Apr},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v206/mangold23a/mangold23a.pdf},
  url = 	 {https://proceedings.mlr.press/v206/mangold23a.html},
  abstract = 	 {In this paper, we study differentially private empirical risk minimization (DP-ERM). It has been shown that the worst-case utility of DP-ERM reduces polynomially as the dimension increases. This is a major obstacle to privately learning large machine learning models. In high dimension, it is common for some model’s parameters to carry more information than others. To exploit this, we propose a differentially private greedy coordinate descent (DP-GCD) algorithm. At each iteration, DP-GCD privately performs a coordinate-wise gradient step along the gradients’ (approximately) greatest entry. We show theoretically that DP-GCD can achieve a logarithmic dependence on the dimension for a wide range of problems by naturally exploiting their structural properties (such as quasi-sparse solutions). We illustrate this behavior numerically, both on synthetic and real datasets.}
}
High-Dimensional Private Empirical Risk Minimization by Greedy Coordinate Descent · AISTATS 2023