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Privacy Amplification by Iteration for ADMM with (Strongly) Convex Objective Functions

AAAI 2024 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization · 1 citations (OpenAlex)

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Analyzes privacy amplification by iteration for a gradient-variant noisy ADMM with convex and strongly convex objectives, using a customized norm and two-step Markov operators to obtain zCDP amplification proportional to 1/T (exponential for strongly convex).

Problem

Privacy amplification by iteration for ADMM where each iteration uses one user's private function via a single gradient access, with noise masking only the primal variable and the dual variable unmasked.

Approach

Adapts the Balle et al. coupling framework to gradient ADMM by introducing a customized norm under which one ADMM iteration is non-expansive (contractive for strongly convex), and treats two consecutive noisy ADMM iterations as one Markov operator to obtain finite zCDP bounds.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
increase the number of noisy ADMM iterationsgradient ADMM · Final output after T iterationszCDP divergence: proportional to 1/THelped
use strongly convex objective functionsgradient ADMM · Final output after T iterationszCDP divergence: L^T/THelped

Surprising findings

Limitations

Experimental setup

Benchmarks: general Lasso problem

Metrics: convergence rate

Baselines: Cyffers et al. proximal ADMM

Builds on: Balle et al. 2019 privacy amplification by iteration coupling framework Cyffers et al. 2023 proximal ADMM privacy amplification Feldman et al. 2018 privacy amplification by iteration

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