- Shuffle Private Stochastic Convex Optimization In shuffle privacy, each user sends a collection of randomized messages to a trusted shuffler, the shuffler randomly permutes these messages, and the resulting shuffled collection of messages must satisfy differential privacy. Prior work in this model has largely focused on protocols that use a single round of communication to compute algorithmic primitives like means, histograms, and counts. We present interactive shuffle protocols for stochastic convex optimization. Our protocols rely on a new noninteractive protocol for summing vectors of bounded ell_2 norm. By combining this sum subroutine with mini-batch stochastic gradient descent, accelerated gradient descent, and Nesterov's smoothing method, we obtain loss guarantees for a variety of convex loss functions that significantly improve on those of the local model and sometimes match those of the central model. 4 authors · Jun 17, 2021
1 Concurrent Shuffle Differential Privacy Under Continual Observation We introduce the concurrent shuffle model of differential privacy. In this model we have multiple concurrent shufflers permuting messages from different, possibly overlapping, batches of users. Similarly to the standard (single) shuffle model, the privacy requirement is that the concatenation of all shuffled messages should be differentially private. We study the private continual summation problem (a.k.a. the counter problem) and show that the concurrent shuffle model allows for significantly improved error compared to a standard (single) shuffle model. Specifically, we give a summation algorithm with error O(n^{1/(2k+1)}) with k concurrent shufflers on a sequence of length n. Furthermore, we prove that this bound is tight for any k, even if the algorithm can choose the sizes of the batches adaptively. For k=log n shufflers, the resulting error is polylogarithmic, much better than Theta(n^{1/3}) which we show is the smallest possible with a single shuffler. We use our online summation algorithm to get algorithms with improved regret bounds for the contextual linear bandit problem. In particular we get optimal O(n) regret with k= Omega(log n) concurrent shufflers. 4 authors · Jan 29, 2023
- On Differentially Private Federated Linear Contextual Bandits We consider cross-silo federated linear contextual bandit (LCB) problem under differential privacy, where multiple silos (agents) interact with the local users and communicate via a central server to realize collaboration while without sacrificing each user's privacy. We identify three issues in the state-of-the-art: (i) failure of claimed privacy protection and (ii) incorrect regret bound due to noise miscalculation and (iii) ungrounded communication cost. To resolve these issues, we take a two-step principled approach. First, we design an algorithmic framework consisting of a generic federated LCB algorithm and flexible privacy protocols. Then, leveraging the proposed framework, we study federated LCBs under two different privacy constraints. We first establish privacy and regret guarantees under silo-level local differential privacy, which fix the issues present in state-of-the-art algorithm. To further improve the regret performance, we next consider shuffle model of differential privacy, under which we show that our algorithm can achieve nearly ``optimal'' regret without a trusted server. We accomplish this via two different schemes -- one relies on a new result on privacy amplification via shuffling for DP mechanisms and another one leverages the integration of a shuffle protocol for vector sum into the tree-based mechanism, both of which might be of independent interest. Finally, we support our theoretical results with numerical evaluations over contextual bandit instances generated from both synthetic and real-life data. 2 authors · Feb 27, 2023