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The importance of feature preprocessing for differentially private linear optimization

ICLR 2024 · Federated learning and privacy › Differential privacy · approach: DP-SGD refinements · 0 citations (OpenAlex)

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Shows theoretically that DPSGD without feature preprocessing incurs error proportional to the max feature norm for linear classification, and proposes DPSGD-F (private mean-centering, quantile-based bias augmentation, then DPSGD) whose error scales with feature diameter, validated on MNIST, Fashion-MNIST and pretrained CIFAR-100 linear probes.

Problem

Whether private feature preprocessing is necessary for differentially private optimization of linear classifiers, since DPSGD's privacy error scales with the maximum feature norm rather than the dataset diameter.

Approach

Combine private mean estimation (error scaling with diameter), private quantile-based feature translation and augmentation with a bias coordinate, feature clipping, and DPSGD on the preprocessed GLM, so the leading privacy error term depends on diam(D) instead of max norm R.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add private feature preprocessing before DPSGDDPSGD · MNIST, ε = 1accuracy: 87.4 -> 92.0Helped
Add private feature preprocessing before DPSGDDPSGD · MNIST, ε = 2accuracy: 89.6 -> 92.3Helped
Add private feature preprocessing before DPSGDDPSGD · Fashion-MNIST, ε = 1accuracy: 77.2 -> 84.0Helped
Add private feature preprocessing before DPSGDDPSGD · Fashion-MNIST, ε = 2accuracy: 78.7 -> 84.5Helped
Add private feature preprocessing before DPSGDDPSGD with ImageNet-pretrained WRN features · CIFAR-100 (pretrained), ε = 1accuracy: 70.6 -> 71.6Helped
Add private feature preprocessing before DPSGDDPSGD with ImageNet-pretrained WRN features · CIFAR-100 (pretrained), ε = 2accuracy: 73.8 -> 74.4Helped

Surprising findings

Limitations

Experimental setup

Datasets: MNIST Fashion-MNIST CIFAR-100 (ImageNet-pretrained WRN features) ImageNet

Benchmarks: MNIST Fashion-MNIST CIFAR-100 (pretrained features)

Metrics: test accuracy optimality gap (theory)

Baselines: DPSGD non-private SGD

Builds on: DPSGD private mean estimation (instance-optimal) PLD accountant Bassily et al. DP ERM lower bounds

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