Wu, Zhiwei Steven
Private Multi-Task Learning: Formulation and Applications to Federated Learning
Hu, Shengyuan, Wu, Zhiwei Steven, Smith, Virginia
Many problems in machine learning rely on multi-task learning (MTL), in which the goal is to solve multiple related machine learning tasks simultaneously. MTL is particularly relevant for privacy-sensitive applications in areas such as healthcare, finance, and IoT computing, where sensitive data from multiple, varied sources are shared for the purpose of learning. In this work, we formalize notions of client-level privacy for MTL via joint differential privacy (JDP), a relaxation of differential privacy for mechanism design and distributed optimization. We then propose an algorithm for mean-regularized MTL, an objective commonly used for applications in personalized federated learning, subject to JDP. We analyze our objective and solver, providing certifiable guarantees on both privacy and utility. Empirically, we find that our method provides improved privacy/utility trade-offs relative to global baselines across common federated learning benchmarks.
Learning Shared Safety Constraints from Multi-task Demonstrations
Kim, Konwoo, Swamy, Gokul, Liu, Zuxin, Zhao, Ding, Choudhury, Sanjiban, Wu, Zhiwei Steven
Regardless of the particular task we want them to perform in an environment, there are often shared safety constraints we want our agents to respect. For example, regardless of whether it is making a sandwich or clearing the table, a kitchen robot should not break a plate. Manually specifying such a constraint can be both time-consuming and error-prone. We show how to learn constraints from expert demonstrations of safe task completion by extending inverse reinforcement learning (IRL) techniques to the space of constraints. Intuitively, we learn constraints that forbid highly rewarding behavior that the expert could have taken but chose not to. Unfortunately, the constraint learning problem is rather ill-posed and typically leads to overly conservative constraints that forbid all behavior that the expert did not take. We counter this by leveraging diverse demonstrations that naturally occur in multi-task settings to learn a tighter set of constraints. We validate our method with simulation experiments on high-dimensional continuous control tasks.
On the Sublinear Regret of GP-UCB
Whitehouse, Justin, Wu, Zhiwei Steven, Ramdas, Aaditya
In the kernelized bandit problem, a learner aims to sequentially compute the optimum of a function lying in a reproducing kernel Hilbert space given only noisy evaluations at sequentially chosen points. In particular, the learner aims to minimize regret, which is a measure of the suboptimality of the choices made. Arguably the most popular algorithm is the Gaussian Process Upper Confidence Bound (GP-UCB) algorithm, which involves acting based on a simple linear estimator of the unknown function. Despite its popularity, existing analyses of GP-UCB give a suboptimal regret rate, which fails to be sublinear for many commonly used kernels such as the Mat\'ern kernel. This has led to a longstanding open question: are existing regret analyses for GP-UCB tight, or can bounds be improved by using more sophisticated analytical techniques? In this work, we resolve this open question and show that GP-UCB enjoys nearly optimal regret. In particular, our results yield sublinear regret rates for the Mat\'ern kernel, improving over the state-of-the-art analyses and partially resolving a COLT open problem posed by Vakili et al. Our improvements rely on a key technical contribution -- regularizing kernel ridge estimators in proportion to the smoothness of the underlying kernel $k$. Applying this key idea together with a largely overlooked concentration result in separable Hilbert spaces (for which we provide an independent, simplified derivation), we are able to provide a tighter analysis of the GP-UCB algorithm.
Scalable Membership Inference Attacks via Quantile Regression
Bertran, Martin, Tang, Shuai, Kearns, Michael, Morgenstern, Jamie, Roth, Aaron, Wu, Zhiwei Steven
The basic goal of privacy-preserving machine learning is to find models that are predictive on some underlying data distribution, without being disclosive of the particular data points on which they were trained. The simplest kind of attack that can be launched on a trained model--falsifying privacy guarantees--is a membership inference attack. A membership inference attack, informally, is a statistical test that is able to reliably determine whether a particular data point was included in the training set used to train the model or not. Almost all membership inference attacks are based on the observation that models tend to overfit their training sets in different ways. In particular, they tend to systematically predict higher confidence in the true labels of data points from their training set, compared to points drawn from the same distribution not in their training set. The confidence that a model places on the true label of a data-point is thus a natural test statistic to build a membership-inference hypothesis test around. A variety of recent methods [Shokri et al., 2017, Long et al., 2020, Sablayrolles et al., 2019, Song and Mittal, 2021, Carlini et al., 2022] are based around this idea, and aim to estimate the distribution of the test statistic (the confidence assigned to the true label of a datapoint) over the distribution of datapoints that were not used in training (and sometimes, Martin and Shuai are lead authors; all other authors are listed in alphabetical order.
Generating Private Synthetic Data with Genetic Algorithms
Liu, Terrance, Tang, Jingwu, Vietri, Giuseppe, Wu, Zhiwei Steven
We study the problem of efficiently generating differentially private synthetic data that approximate the statistical properties of an underlying sensitive dataset. In recent years, there has been a growing line of work that approaches this problem using first-order optimization techniques. However, such techniques are restricted to optimizing differentiable objectives only, severely limiting the types of analyses that can be conducted. For example, first-order mechanisms have been primarily successful in approximating statistical queries only in the form of marginals for discrete data domains. In some cases, one can circumvent such issues by relaxing the task's objective to maintain differentiability. However, even when possible, these approaches impose a fundamental limitation in which modifications to the minimization problem become additional sources of error. Therefore, we propose Private-GSD, a private genetic algorithm based on zeroth-order optimization heuristics that do not require modifying the original objective. As a result, it avoids the aforementioned limitations of first-order optimization. We empirically evaluate Private-GSD against baseline algorithms on data derived from the American Community Survey across a variety of statistics--otherwise known as statistical queries--both for discrete and real-valued attributes. We show that Private-GSD outperforms the state-of-the-art methods on non-differential queries while matching accuracy in approximating differentiable ones.
Ground(less) Truth: A Causal Framework for Proxy Labels in Human-Algorithm Decision-Making
Guerdan, Luke, Coston, Amanda, Wu, Zhiwei Steven, Holstein, Kenneth
A growing literature on human-AI decision-making investigates strategies for combining human judgment with statistical models to improve decision-making. Research in this area often evaluates proposed improvements to models, interfaces, or workflows by demonstrating improved predictive performance on "ground truth" labels. However, this practice overlooks a key difference between human judgments and model predictions. Whereas humans reason about broader phenomena of interest in a decision -- including latent constructs that are not directly observable, such as disease status, the "toxicity" of online comments, or future "job performance" -- predictive models target proxy labels that are readily available in existing datasets. Predictive models' reliance on simplistic proxies makes them vulnerable to various sources of statistical bias. In this paper, we identify five sources of target variable bias that can impact the validity of proxy labels in human-AI decision-making tasks. We develop a causal framework to disentangle the relationship between each bias and clarify which are of concern in specific human-AI decision-making tasks. We demonstrate how our framework can be used to articulate implicit assumptions made in prior modeling work, and we recommend evaluation strategies for verifying whether these assumptions hold in practice. We then leverage our framework to re-examine the designs of prior human subjects experiments that investigate human-AI decision-making, finding that only a small fraction of studies examine factors related to target variable bias. We conclude by discussing opportunities to better address target variable bias in future research.
Improved Differentially Private Regression via Gradient Boosting
Tang, Shuai, Aydore, Sergul, Kearns, Michael, Rho, Saeyoung, Roth, Aaron, Wang, Yichen, Wang, Yu-Xiang, Wu, Zhiwei Steven
We revisit the problem of differentially private squared error linear regression. We observe that existing state-of-the-art methods are sensitive to the choice of hyperparameters -- including the ``clipping threshold'' that cannot be set optimally in a data-independent way. We give a new algorithm for private linear regression based on gradient boosting. We show that our method consistently improves over the previous state of the art when the clipping threshold is taken to be fixed without knowledge of the data, rather than optimized in a non-private way -- and that even when we optimize the hyperparameters of competitor algorithms non-privately, our algorithm is no worse and often better. In addition to a comprehensive set of experiments, we give theoretical insights to explain this behavior.
Counterfactual Prediction Under Outcome Measurement Error
Guerdan, Luke, Coston, Amanda, Holstein, Kenneth, Wu, Zhiwei Steven
Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to inform physician decision-making often predict measures of healthcare utilization (e.g., costs, hospitalization) as a proxy for patient medical need. These proxies can be subject to outcome measurement error when they systematically differ from the target outcome they are intended to measure. However, prior modeling efforts to characterize and mitigate outcome measurement error overlook the fact that the decision being informed by a model often serves as a risk-mitigating intervention that impacts the target outcome of interest and its recorded proxy. Thus, in these settings, addressing measurement error requires counterfactual modeling of treatment effects on outcomes. In this work, we study intersectional threats to model reliability introduced by outcome measurement error, treatment effects, and selection bias from historical decision-making policies. We develop an unbiased risk minimization method which, given knowledge of proxy measurement error properties, corrects for the combined effects of these challenges. We also develop a method for estimating treatment-dependent measurement error parameters when these are unknown in advance. We demonstrate the utility of our approach theoretically and via experiments on real-world data from randomized controlled trials conducted in healthcare and employment domains. As importantly, we demonstrate that models correcting for outcome measurement error or treatment effects alone suffer from considerable reliability limitations. Our work underscores the importance of considering intersectional threats to model validity during the design and evaluation of predictive models for decision support.
Choosing Public Datasets for Private Machine Learning via Gradient Subspace Distance
Gu, Xin, Kamath, Gautam, Wu, Zhiwei Steven
Recent works suggest that we can reduce the noise by leveraging public data for private machine learning, by projecting gradients onto a subspace prescribed by the public data. However, given a choice of public datasets, it is not a priori clear which one may be most appropriate for the private task. We give an algorithm for selecting a public dataset by measuring a low-dimensional subspace distance between gradients of the public and private examples. We provide theoretical analysis demonstrating that the excess risk scales with this subspace distance. This distance is easy to compute and robust to modifications in the setting. Empirical evaluation shows that trained model accuracy is monotone in this distance.
Incentivizing Exploration with Selective Data Disclosure
Immorlica, Nicole, Mao, Jieming, Slivkins, Aleksandrs, Wu, Zhiwei Steven
We propose and design recommendation systems that incentivize efficient exploration. Agents arrive sequentially, choose actions and receive rewards, drawn from fixed but unknown action-specific distributions. The recommendation system presents each agent with actions and rewards from a subsequence of past agents, chosen ex ante. Thus, the agents engage in sequential social learning, moderated by these subsequences. We asymptotically attain optimal regret rate for exploration, using a flexible frequentist behavioral model and mitigating rationality and commitment assumptions inherent in prior work. We suggest three components of effective recommendation systems: independent focus groups, group aggregators, and interlaced information structures.