Title
Differentially Private Stochastic Coordinate Descent
Abstract
In this paper we tackle the challenge of making the stochastic coordinate descent algorithm differentially private. Compared to the classical gradient descent algorithm where updates operate on a single model vector and controlled noise addition to this vector suffices to hide critical information about individuals, stochastic coordinate descent crucially relies on keeping auxiliary information in memory during training. This auxiliary information provides an additional privacy leak and poses the major challenge addressed in this work. Driven by the insight that under independent noise addition, the consistency of the auxiliary information holds in expectation, we present DP-SCD, the first differentially private stochastic coordinate descent algorithm. We analyze our new method theoretically and argue that decoupling and parallelizing coordinate updates is essential for its utility. On the empirical side we demonstrate competitive performance against the popular stochastic gradient descent alternative (DP-SGD) while requiring significantly less tuning.
Year
Venue
DocType
2021
THIRTY-FIFTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, THIRTY-THIRD CONFERENCE ON INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE AND THE ELEVENTH SYMPOSIUM ON EDUCATIONAL ADVANCES IN ARTIFICIAL INTELLIGENCE
Conference
Volume
ISSN
Citations 
35
2159-5399
0
PageRank 
References 
Authors
0.34
0
5
Name
Order
Citations
PageRank
Damaskinos Georgios100.34
Celestine Dunner2126.99
Rachid Guerraoui36364430.90
Nikolaos Papandreou425128.18
Thomas P. Parnell5434.34