论文标题

基于梯度跟踪的基于差异私有分布式优化,具有增强的优化精度

Gradient-tracking Based Differentially Private Distributed Optimization with Enhanced Optimization Accuracy

论文作者

Xuan, Yu, Wang, Yongqiang

论文摘要

隐私保护已成为分布式优化的越来越紧迫的要求。但是,将分布式优化配备具有不同的隐私,最先进的隐私保护机制将不可避免地损害优化精度。在本文中,我们提出了一种算法,以在基于梯度跟踪的分布式优化中实现严格的$ε$不同的隐私,并具有增强的优化精度。更具体地说,为了抑制差异野合噪声的影响,我们提出了一种新的基于稳健的梯度跟踪分布式优化算法,该算法允许spectize cy septize和注射噪声的方差随时间而变化。然后,我们建立了一种新的分析方法,可以表征基于梯度跟踪算法在常数和随时间变化的稳定下的收敛性。据我们所知,这是第一个可以以统一的方式处理基于恒定和随时间变化的步骤下基于梯度跟踪的分布式优化的框架。更重要的是,与现有的基于基于梯度跟踪的分布式优化的现有证明技术相比,新的分析方法对步骤的保守分析限制得多。从理论上讲,我们还表征了差异性设计对分布式优化准确性的影响,这表明与最终优化精度具有重大影响。数值模拟结果证实了理论预测。

Privacy protection has become an increasingly pressing requirement in distributed optimization. However, equipping distributed optimization with differential privacy, the state-of-the-art privacy protection mechanism, will unavoidably compromise optimization accuracy. In this paper, we propose an algorithm to achieve rigorous $ε$-differential privacy in gradient-tracking based distributed optimization with enhanced optimization accuracy. More specifically, to suppress the influence of differential-privacy noise, we propose a new robust gradient-tracking based distributed optimization algorithm that allows both stepsize and the variance of injected noise to vary with time. Then, we establish a new analyzing approach that can characterize the convergence of the gradient-tracking based algorithm under both constant and time-varying stespsizes. To our knowledge, this is the first analyzing framework that can treat gradient-tracking based distributed optimization under both constant and time-varying stepsizes in a unified manner. More importantly, the new analyzing approach gives a much less conservative analytical bound on the stepsize compared with existing proof techniques for gradient-tracking based distributed optimization. We also theoretically characterize the influence of differential-privacy design on the accuracy of distributed optimization, which reveals that inter-agent interaction has a significant impact on the final optimization accuracy. Numerical simulation results confirm the theoretical predictions.

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