Title
Data-dependent PAC-Bayes priors via differential privacy.
Abstract
The Probably Approximately Correct (PAC) Bayes framework (McAllester, 1999) can incorporate knowledge about the learning algorithm and (data) distribution through the use of distribution-dependent priors, yielding tighter generalization bounds on data-dependent posteriors. Using this flexibility, however, is difficult, especially when the data distribution is presumed to be unknown. We show how an e-differentially private data-dependent prior yields a valid PAC-Bayes bound, and then show how non-private mechanisms for choosing priors can also yield generalization bounds. As an application of this result, we show that a Gaussian prior mean chosen via stochastic gradient Langevin dynamics (SGLD; Welling and Teh, 2011) leads to a valid PAC-Bayes bound given control of the 2-Wasserstein distance to an epsilon-differentially private stationary distribution. We study our data-dependent bounds empirically, and show that they can be nonvacuous even when other distribution-dependent bounds are vacuous.
Year
Venue
Keywords
2018
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 31 (NIPS 2018)
stochastic gradient langevin dynamics,learning algorithm,differential privacy,data distribution,probably approximately correct
DocType
Volume
ISSN
Conference
31
1049-5258
Citations 
PageRank 
References 
4
0.37
9
Authors
2
Name
Order
Citations
PageRank
Dziugaite, Gintare Karolina182.45
Daniel M. Roy281863.27