论文标题

通过保证的隐私和准确性,分散的非covex优化

Decentralized Nonconvex Optimization with Guaranteed Privacy and Accuracy

论文作者

Wang, Yongqiang, Basar, Tamer

论文摘要

隐私保护和非概念性是分散的优化和涉及敏感数据的学习中的两个具有挑战性的问题。尽管最近有一些分别解决这两个问题的进展,但尚无报表在分散的非covex优化中对隐私保护和马鞍/最大避免的理论保证。我们提出了一种用于分散的非covex优化的新算法,该算法可以实现严格的差异隐私和鞍座/最大避免性能。新算法允许将持久的加性噪声​​纳入,以使数据样本,梯度和中间优化变量具有严格的差异隐私,而不会丢失可证明的融合,从而避免了差异隐私设计中隐私的交易准确性的难题。更有趣的是,从理论上讲,该算法能够通过避免}收敛到局部最大值和鞍点来有效地{确保准确性,这在有关分散的非convex优化的文献中尚未报道。该算法在交流中均有效(在每次迭代中仅共享一个变量)和计算(它是无加密的),因此对于大规模的非convex优化和学习涉及高维优化参数的有望。分散估计问题和独立组件分析(ICA)问题的数值实验证实了拟议方法的有效性。

Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported that have theoretical guarantees on both privacy protection and saddle/maximum avoidance in decentralized nonconvex optimization. We propose a new algorithm for decentralized nonconvex optimization that can enable both rigorous differential privacy and saddle/maximum avoiding performance. The new algorithm allows the incorporation of persistent additive noise to enable rigorous differential privacy for data samples, gradients, and intermediate optimization variables without losing provable convergence, and thus circumventing the dilemma of trading accuracy for privacy in differential privacy design. More interestingly, the algorithm is theoretically proven to be able to efficiently { guarantee accuracy by avoiding} convergence to local maxima and saddle points, which has not been reported before in the literature on decentralized nonconvex optimization. The algorithm is efficient in both communication (it only shares one variable in each iteration) and computation (it is encryption-free), and hence is promising for large-scale nonconvex optimization and learning involving high-dimensional optimization parameters. Numerical experiments for both a decentralized estimation problem and an Independent Component Analysis (ICA) problem confirm the effectiveness of the proposed approach.

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