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Privacy Amplification by Iteration for ADMM with (Strongly) Convex Objective Functions
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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
- Privacy amplification by iteration for gradient ADMM: zCDP divergence after 2T+1 noisy iterations bounded by C/T times local privacy term, with C = max{2, 3/(βη)}(1+βη||A||^2).
- For strongly convex objectives, the amplification factor becomes exponential in the number of iterations (L^T/T for some 0<L<1).
- Empirical Lasso experiments show that strong convexity and noise variance affect convergence rates, as predicted by theory.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| increase the number of noisy ADMM iterations | gradient ADMM · Final output after T iterations | zCDP divergence: proportional to 1/T | Helped |
| use strongly convex objective functions | gradient ADMM · Final output after T iterations | zCDP divergence: L^T/T | Helped |
Surprising findings
- A single ADMM iteration under the usual norm can be strictly expanding, so a customized norm is needed for non-expansiveness.
Limitations
- Assumes subsequent users generate randomness honestly and do not collude with the adversary.
- Constant C has dependence O(1/(βη)) on parameters; the analysis fixes a fixed deterministic sequence of functions without subsampling or shuffling.
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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