提出实用的多元私有均值估计方法,提升小样本下隐私保护效果。
Tukey Depth Mechanisms for Practical Private Mean Estimation
- 基于限制性图基深度机制,实现理论最优的多元均值估计。
- 在小样本和低维数据上显著优于传统方法,保持强鲁棒性。
- 提供近似版本加速计算,适合中等维度场景使用。
均值估计是统计学中的基础任务,也是差分隐私统计估计的研究重点。尽管单变量场景下基于高斯机制的方法广泛使用,更先进的分位数上的指数机制在小样本时表现更优。图基深度机制将此类优势推广至多变量数据,对多元正态分布提供理论最优的均值估计。然而,实际应用仍滞后于理论进展。本文首次实现(限制性)图基深度机制,该机制为多元正态分布的最优私有均值估计器,在小样本或低维数据中表现出优越性能。我们还实现了采用近似图基深度的变体,以牺牲部分精度换取更快计算速度。实验表明,这些方法在中等维度下具备实用性。鉴于其出色的准确性和鲁棒性保障,我们认为它们是该场景下的有力候选方案。未来可借助快速多面体体积近似技术进一步提升算法效率,推动高维隐私均值估计的发展。
原文摘要 · Abstract (English)
Mean estimation is a fundamental task in statistics and a focus within differentially private statistical estimation. While univariate methods based on the Gaussian mechanism are widely used in practice, more advanced techniques such as the exponential mechanism over quantiles offer robustness and improved performance, especially for small sample sizes. Tukey depth mechanisms carry these advantages to multivariate data, providing similar strong theoretical guarantees. However, practical implementations fall behind these theoretical developments. In this work, we take the first step to bridge this gap by implementing the (Restricted) Tukey Depth Mechanism, a theoretically optimal mean estimator for multivariate Gaussian distributions, yielding improved practical methods for private mean estimation. Our implementations enable the use of these mechanisms for small sample sizes or low-dimensional data. Additionally, we implement variants of these mechanisms that use approximate versions of Tukey depth, trading off accuracy for faster computation. We demonstrate their efficiency in practice, showing that they are viable options for modest dimensions. Given their strong accuracy and robustness guarantees, we contend that they are competitive approaches for mean estimation in this regime. We explore future directions for improving the computational efficiency of these algorithms by leveraging fast polytope volume approximation techniques, paving the way for more accurate private mean estimation in higher dimensions.
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