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Differentially Private Worst-group Risk Minimization

29 February 2024
Xinyu Zhou
Raef Bassily
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Abstract

We initiate a systematic study of worst-group risk minimization under (ϵ,δ)(\epsilon, \delta)(ϵ,δ)-differential privacy (DP). The goal is to privately find a model that approximately minimizes the maximal risk across ppp sub-populations (groups) with different distributions, where each group distribution is accessed via a sample oracle. We first present a new algorithm that achieves excess worst-group population risk of O~(pdKϵ+pK)\tilde{O}(\frac{p\sqrt{d}}{K\epsilon} + \sqrt{\frac{p}{K}})O~(Kϵpd​​+Kp​​), where KKK is the total number of samples drawn from all groups and ddd is the problem dimension. Our rate is nearly optimal when each distribution is observed via a fixed-size dataset of size K/pK/pK/p. Our result is based on a new stability-based analysis for the generalization error. In particular, we show that Δ\DeltaΔ-uniform argument stability implies O~(Δ+1n)\tilde{O}(\Delta + \frac{1}{\sqrt{n}})O~(Δ+n​1​) generalization error w.r.t. the worst-group risk, where nnn is the number of samples drawn from each sample oracle. Next, we propose an algorithmic framework for worst-group population risk minimization using any DP online convex optimization algorithm as a subroutine. Hence, we give another excess risk bound of O~(d1/2ϵK+pKϵ2)\tilde{O}\left( \sqrt{\frac{d^{1/2}}{\epsilon K}} +\sqrt{\frac{p}{K\epsilon^2}} \right)O~(ϵKd1/2​​+Kϵ2p​​). Assuming the typical setting of ϵ=Θ(1)\epsilon=\Theta(1)ϵ=Θ(1), this bound is more favorable than our first bound in a certain range of ppp as a function of KKK and ddd. Finally, we study differentially private worst-group empirical risk minimization in the offline setting, where each group distribution is observed by a fixed-size dataset. We present a new algorithm with nearly optimal excess risk of O~(pdKϵ)\tilde{O}(\frac{p\sqrt{d}}{K\epsilon})O~(Kϵpd​​).

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