Differential privacy is concerned about the prediction quality while measuring the privacy impact on individuals whose information is contained in the data. We consider differentially private risk minimization problems with regularizers that induce structured sparsity. These regularizers are known to be convex but they are often non-differentiable. We analyze the standard differentially private algorithms, such as output perturbation, Frank-Wolfe and objective perturbation. Output perturbation is a differentially private algorithm that is known to perform well for minimizing risks that are strongly convex. Previous works have derived excess risk bounds that are independent of the dimensionality. In this paper, we assume a particular class of convex but non-smooth regularizers that induce structured sparsity and loss functions for generalized linear models. We also consider differentially private Frank-Wolfe algorithms to optimize the dual of the risk minimization problem. We derive excess risk bounds for both these algorithms. Both the bounds depend on the Gaussian width of the unit ball of the dual norm. We also show that objective perturbation of the risk minimization problems is equivalent to the output perturbation of a dual optimization problem. This is the first work that analyzes the dual optimization problems of risk minimization problems in the context of differential privacy.
We continue a line of research initiated in [10, 11] on privacy-preserving statistical databases. Consider a trusted server that holds a database of sensitive information. Given a query function f mapping databases to reals, the so-called true answer is the result of applying f to the database. To protect privacy, the true answer is perturbed by the addition of random noise generated according to a carefully chosen distribution, and this response, the true answer plus noise, is returned to the user. Previous work focused on the case of noisy sums, in which f = Σ i g(x i ), where x i denotes the ith row of the database and g maps database rows to [0,1]. We extend the study to general functions f, proving that privacy can be preserved by calibrating the standard deviation of the noise according to the sensitivity of the function f. Roughly speaking, this is the amount that any single argument to f can change its output. The new analysis shows that for several particular applications substantially less noise is needed than was previously understood to be the case. The first step is a very clean characterization of privacy in terms of indistinguishability of transcripts. Additionally, we obtain separation results showing the increased value of interactive sanitization mechanisms over non-interactive.