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Noise-Aware Differentially Private Regression via Meta-Learning

NeurIPS 2024 · Federated learning and privacy › Differential privacy · approach: Private training with public data

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Meta-trains a Convolutional Conditional Neural Process with an improved Gaussian-DP functional mechanism inside its encoder so it produces differentially private, calibrated predictions in one forward pass.

Problem

Standard DP mechanisms significantly degrade predictive performance in small-data regression, and existing DP fine-tuning approaches need large public datasets or costly test-time optimisation.

Approach

Embed a functional DP mechanism (noise from a Gaussian process added to the SetConv encoder's density and signal channels, with clipping) inside a ConvCNP and meta-train it on simulated data so the decoder learns to undo the DP noise; also tightens the functional mechanism's privacy analysis using Gaussian DP, giving about 25-30% lower noise.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the GDP-based functional mechanism instead of the classical functional mechanismFunctional mechanism · Functional mechanism privacy analysisnoise standard deviation: at least 25% lower standard deviationHelped
Use the GDP-based functional mechanism instead of the classical functional mechanismFunctional mechanism · Functional mechanism privacy analysisnoise magnitude: ≈ 30% lower noise magnitudeHelped
Meta-train with clipping and DP noise in the encoderDPConvCNP · DP prediction on private context dataprediction calibrationHelped
Use DPConvCNP instead of DP-SVGPDPConvCNP · Non-Gaussian synthetic sawtooth tasksnegative log-likelihoodHelped
Use DPConvCNP instead of DP-SVGPDPConvCNP · Sim-to-real !Kung tasks, small datasetsnegative log-likelihoodHelped
Use DPConvCNP instead of DP-SVGPDPConvCNP · Gaussian synthetic tasksnegative log-likelihoodMixed
Use DPConvCNP instead of DP-SVGPDPConvCNP · DP meta-test inferenceruntime: several orders of magnitude fasterHelped
Amortise one DPConvCNP across different lengthscales (ablation)DPConvCNP · Gaussian synthetic tasksnegative log-likelihoodHurt
Amortise one DPConvCNP across privacy budgets (ablation)DPConvCNP · Synthetic tasks across privacy budgetsperformanceHurt
Amortise one DPConvCNP across signal periods (ablation)DPConvCNP · Non-Gaussian synthetic sawtooth tasksnegative log-likelihoodHurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic GP data (EQ and Matern-3/2 kernels) synthetic sawtooth waveforms Dobe !Kung dataset

Benchmarks: synthetic EQ GP regression synthetic sawtooth regression Dobe !Kung sim-to-real height/weight prediction

Metrics: negative log-likelihood runtime

Baselines: DP-SVGP non-DP Bayes oracle posterior classical functional mechanism bound RDP-based functional mechanism bound

Builds on: ConvCNP functional mechanism Gaussian differential privacy DP-SGD SVGP

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