laplace noise
Federated Survival Analysis with Node-Level Differential Privacy: Private Kaplan-Meier Curves
Veeraragavan, Narasimha Raghavan, Nygård, Jan Franz
We investigate how to calculate Kaplan-Meier survival curves across multiple health-care jurisdictions while protecting patient privacy with node-level differential privacy. Each site discloses its curve only once, adding Laplace noise whose scale is determined by the length of the common time grid; the server then averages the noisy curves, so the overall privacy budget remains unchanged. We benchmark four one-shot smoothing techniques: Discrete Cosine Transform, Haar Wavelet shrinkage, adaptive Total-Variation denoising, and a parametric Weibull fit on the NCCTG lung-cancer cohort under five privacy levels and three partition scenarios (uniform, moderately skewed, highly imbalanced). Total-Variation gives the best mean accuracy, whereas the frequency-domain smoothers offer stronger worst-case robustness and the Weibull model shows the most stable behaviour at the strictest privacy setting. Across all methods the released curves keep the empirical log-rank type-I error below fifteen percent for privacy budgets of 0.5 and higher, demonstrating that clinically useful survival information can be shared without iterative training or heavy cryptography.
DP-SPRT: Differentially Private Sequential Probability Ratio Tests
Michel, Thomas, Basu, Debabrota, Kaufmann, Emilie
We revisit Wald's celebrated Sequential Probability Ratio Test for sequential tests of two simple hypotheses, under privacy constraints. We propose DP-SPRT, a wrapper that can be calibrated to achieve desired error probabilities and privacy constraints, addressing a significant gap in previous work. DP-SPRT relies on a private mechanism that processes a sequence of queries and stops after privately determining when the query results fall outside a predefined interval. This OutsideInterval mechanism improves upon naive composition of existing techniques like AboveThreshold, potentially benefiting other sequential algorithms. We prove generic upper bounds on the error and sample complexity of DP-SPRT that can accommodate various noise distributions based on the practitioner's privacy needs. We exemplify them in two settings: Laplace noise (pure Differential Privacy) and Gaussian noise (Rényi differential privacy). In the former setting, by providing a lower bound on the sample complexity of any $ε$-DP test with prescribed type I and type II errors, we show that DP-SPRT is near optimal when both errors are small and the two hypotheses are close. Moreover, we conduct an experimental study revealing its good practical performance.
Optimal Regret of Bernoulli Bandits under Global Differential Privacy
Azize, Achraf, Wu, Yulian, Honda, Junya, Orabona, Francesco, Ito, Shinji, Basu, Debabrota
As sequential learning algorithms are increasingly applied to real life, ensuring data privacy while maintaining their utilities emerges as a timely question. In this context, regret minimisation in stochastic bandits under $ε$-global Differential Privacy (DP) has been widely studied. Unlike bandits without DP, there is a significant gap between the best-known regret lower and upper bound in this setting, though they "match" in order. Thus, we revisit the regret lower and upper bounds of $ε$-global DP algorithms for Bernoulli bandits and improve both. First, we prove a tighter regret lower bound involving a novel information-theoretic quantity characterising the hardness of $ε$-global DP in stochastic bandits. Our lower bound strictly improves on the existing ones across all $ε$ values. Then, we choose two asymptotically optimal bandit algorithms, i.e. DP-KLUCB and DP-IMED, and propose their DP versions using a unified blueprint, i.e., (a) running in arm-dependent phases, and (b) adding Laplace noise to achieve privacy. For Bernoulli bandits, we analyse the regrets of these algorithms and show that their regrets asymptotically match our lower bound up to a constant arbitrary close to 1. This refutes the conjecture that forgetting past rewards is necessary to design optimal bandit algorithms under global DP. At the core of our algorithms lies a new concentration inequality for sums of Bernoulli variables under Laplace mechanism, which is a new DP version of the Chernoff bound. This result is universally useful as the DP literature commonly treats the concentrations of Laplace noise and random variables separately, while we couple them to yield a tighter bound.
Purifying Approximate Differential Privacy with Randomized Post-processing
Lin, Yingyu, Wang, Erchi, Ma, Yi-An, Wang, Yu-Xiang
We propose a framework to convert $(\varepsilon, \delta)$-approximate Differential Privacy (DP) mechanisms into $(\varepsilon, 0)$-pure DP mechanisms, a process we call ``purification''. This algorithmic technique leverages randomized post-processing with calibrated noise to eliminate the $\delta$ parameter while preserving utility. By combining the tighter utility bounds and computational efficiency of approximate DP mechanisms with the stronger guarantees of pure DP, our approach achieves the best of both worlds. We illustrate the applicability of this framework in various settings, including Differentially Private Empirical Risk Minimization (DP-ERM), data-dependent DP mechanisms such as Propose-Test-Release (PTR), and query release tasks. To the best of our knowledge, this is the first work to provide a systematic method for transforming approximate DP into pure DP while maintaining competitive accuracy and computational efficiency.
Ensuring Truthfulness in Distributed Aggregative Optimization
Chen, Ziqin, Egerstedt, Magnus, Wang, Yongqiang
--Distributed aggregative optimization methods are gaining increased traction due to their ability to address cooperative control and optimization problems, where the objective function of each agent depends not only on its own decision variable but also on the aggregation of other agents' decision variables. Nevertheless, existing distributed aggregative optimization methods implicitly assume all agents to be truthful in information sharing, which can be unrealistic in real-world scenarios, where agents may act selfishly or strategically. In fact, an opportunistic agent may deceptively share false information in its own favor to minimize its own loss, which, however, will compromise the network-level global performance. T o solve this issue, we propose a new distributed aggregative optimization algorithm that can ensure truthfulness of agents and convergence performance. T o the best of our knowledge, this is the first algorithm that ensures truthfulness in a fully distributed setting, where no "centralized" aggregator exists to collect private information/decision variables from participating agents. We systematically characterize the convergence rate of our algorithm under nonconvex/convex/strongly convex objective functions, which generalizes existing distributed aggregative optimization results that only focus on convex objective functions. We also rigorously quantify the tradeoff between convergence performance and the level of enabled truthfulness under different convexity conditions. Numerical simulations using distributed charging of electric vehicles confirm the efficacy of our algorithm. Index T erms --Distributed aggregative optimization, joint differential privacy, truthfulness. Recently, there has been a surge of interest in distributed optimization which underpins numerous applications in cooperative control [1], [2], signal processing [3], and machine learning [4]. In distributed optimization, a group of agents cooperatively learns a common decision variable that minimizes a global objective function that is the sum of individual agents' objective functions. The work was supported in part by the National Science Foundation under Grants ECCS-1912702, CCF-2106293, CCF-2215088, CNS-2219487, and CCF-2334449. Ziqin Chen and Y ongqiang Wang are with the Department of Electrical and Computer Engineering, Clemson University, Clemson, SC 29634 USA and Magnus Egerstedt is with the Department of Electrical Engineering and Computer Science, University of California, Irvine, Irvine, CA 92697 USA. To solve problem (1), several gradient-tracking-based algorithms have been proposed for strongly convex objective functions [5]-[11] and convex objective functions [12]-[15]. Recently, some results have also been reported for nonconvex objective functions [16], [17].