Statistical Learning
Functional Rényi Differential Privacy for Generative Modeling
Differential privacy (DP) has emerged as a rigorous notion to quantify data privacy. Subsequently, Rényi differential privacy (RDP) has become an alternative to the ordinary DP notion in both theoretical and empirical studies, because of its convenient compositional rules and flexibility. However, most mechanisms with DP (RDP) guarantees are essentially based on randomizing a fixed, finite-dimensional vector output. In this work, following Hall et al. [12] we further extend RDP to functional outputs, where the output space can be infinite-dimensional, and develop all necessary tools, e.g.
Exact Generalization Guarantees for (Regularized) Wasserstein Distributionally Robust Models
Wasserstein distributionally robust estimators have emerged as powerful models for prediction and decision-making under uncertainty. These estimators provide attractive generalization guarantees: the robust objective obtained from the training distribution is an exact upper bound on the true risk with high probability. However, existing guarantees either suffer from the curse of dimensionality, are restricted to specific settings, or lead to spurious error terms. In this paper, we show that these generalization guarantees actually hold on general classes of models, do not suffer from the curse of dimensionality, and can even cover distribution shifts at testing. We also prove that these results carry over to the newly-introduced regularized versions of Wasserstein distributionally robust problems.