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Private Geometric Median in Nearly-Linear Time
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Gives an (ε,δ)-DP geometric median algorithm with multiplicative (1+α) approximation in Õ(nd + d/α²) time, using subsampled FriendlyCore-style warm start and a custom DP-SGD sensitivity analysis for the non-smooth objective.
Problem
Privately estimating the geometric median of a dataset with multiplicative approximation guarantees, where prior DP algorithms needed superlinear time (roughly n^2 d or n^3 ε^2).
Approach
Speeds up the warm-start phase of the prior DP geometric median algorithm via subsampled distance scores (radius estimation and FriendlyCore-style weighted centerpoint), and proves a tighter DP-SGD sensitivity bound for the non-smooth geometric median objective using a contractiveness argument, yielding nearly-linear runtime.
Key results
- Achieves (1+α)-multiplicative approximation to the geometric median under (ε,δ)-DP with n ≳ √d/(αε) samples in time Õ(nd + d/α²), improving on the prior Õ(n²d + n³ε²) or Õ(n²d + nd² + d^4.372) runtimes.
- Constant-factor warm start runs in Õ(nd) time, independent of the aspect ratio R/r, compared with the prior nearly-linear ≈ nd log(R/r) centerpoint step only being faster for large aspect ratios.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use subsampling and geometric aggregation to speed up the warm-start phase | Private geometric median algorithm · Private geometric median | runtime: ≈ n²d -> Õ(nd) | Helped |
| Use a custom sensitivity analysis for DP-SGD iterates on the geometric-median objective | Private geometric median algorithm · Private geometric median | runtime: Õ(nd + d/α²) | Helped |
| Subsample points when estimating radius scores | FastRadius · Private geometric median warm start | runtime: O(nd log(R/r) log(log(R/r) 1/δ)) | Helped |
| Subsample points when estimating FriendlyCore weights | FastCenter · Private geometric median warm start | runtime: Õ(nd) | Helped |
| Apply subsampled FriendlyCore for centerpoint estimation | Private geometric median warm start · Large aspect ratios R/r | runtime | Helped |
Surprising findings
- The paper argues the prior work's claimed runtime for radius estimation (O(n^2 log(R/r))) should be O(n^2 d log(R/r)) once the cost of each distance comparison is counted.
Limitations
- Runtime retains an additive d/α² overhead beyond nearly-linear, matching the best non-private first-order method but not the non-private interior-point Õ(nd).
- Sample complexity requires n ≳ √d/(αε), information-theoretically tight but restrictive for small datasets.
- Theoretical paper with no empirical experiments.
Experimental setup
Metrics: multiplicative approximation ratio runtime
Baselines: HSU24 private geometric median algorithm
Builds on: FriendlyCore DP-SGD AboveThreshold
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- Revisiting Sampson Approximations for Geometric Estimation Problems (CVPR 2024 · similarity 0.82)
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