Differentially Private Domain Adaptation with Theoretical Guarantees

Raef Bassily, Corinna Cortes, Anqi Mao, Mehryar Mohri

Research output: Contribution to journalConference articlepeer-review

Abstract

In many applications, the labeled data at the learner's disposal is subject to privacy constraints and is relatively limited. To derive a more accurate predictor for the target domain, it is often beneficial to leverage publicly available labeled data from an alternative domain, somewhat close to the target domain. This is the modern problem of supervised domain adaptation from a public source to a private target domain. We present two (ε, δ)-differentially private adaptation algorithms for supervised adaptation, for which we make use of a general optimization problem, recently shown to benefit from favorable theoretical learning guarantees. Our first algorithm is designed for regression with linear predictors and shown to solve a convex optimization problem. Our second algorithm is a more general solution for loss functions that may be non-convex but Lipschitz and smooth. While our main objective is a theoretical analysis, we also report the results of several experiments. We first show that the non-private versions of our algorithms match state-of-the-art performance in supervised adaptation and that for larger values of the target sample size or ε, the performance of our private algorithms remains close to that of their non-private counterparts.

Original languageEnglish (US)
Pages (from-to)3168-3196
Number of pages29
JournalProceedings of Machine Learning Research
Volume235
StatePublished - 2024
Event41st International Conference on Machine Learning, ICML 2024 - Vienna, Austria
Duration: Jul 21 2024Jul 27 2024

ASJC Scopus subject areas

  • Artificial Intelligence
  • Software
  • Control and Systems Engineering
  • Statistics and Probability

Fingerprint

Dive into the research topics of 'Differentially Private Domain Adaptation with Theoretical Guarantees'. Together they form a unique fingerprint.

Cite this