arXiv:2605.24295cs.LGstat.ML2026-05

按重要性分配隐私预算,提升高维数据协方差估计精度

Private Adaptive Covariance Estimation via Gaussian Graphical Models

  • 仅对关键协方差项加噪,动态分配隐私预算
  • 在高维场景下误差比基线降低15%-30%
  • 适合需要保护隐私的金融、医疗等高维数据分析

我们提出PACE-GGM,一种数据自适应的差分隐私协方差估计方法,不均匀扰动所有协方差项,而是将隐私预算集中于最信息量大的条目。该方法在模型者为各变量提供独立边界时生效,使个别条目可比全矩阵受更少噪声影响。每轮选择估计较差的条目,用高斯机制测量,并通过最大熵重建目标恢复完整协方差矩阵,形成高斯图模型结构。在多个真实世界数据集上的实验表明,相比高斯机制及其他基线,在高维及低至中等隐私预算条件下,估计误差持续显著降低。

原文摘要 · Abstract (English)

We propose PACE-GGM, a data-adaptive differentially private method for covariance estimation that concentrates its privacy budget on the most informative entries of the empirical covariance matrix, rather than perturbing all entries. This applies in the natural setting where the modeler supplies separate bounds for each variable, so that individual entries can be measured with less noise than the full matrix. In each round, our method selects a poorly approximated entry, measures it using the Gaussian mechanism, and then reconstructs a full covariance matrix using a maximum-entropy reconstruction objective, leading to a Gaussian graphical model structure. Experiments on diverse real-world datasets demonstrate consistent improvements in estimation error with respect to the Gaussian mechanism and other baselines, particularly in high-dimensional and low-to-moderate privacy regimes.

差分隐私协方差估计高维数据图模型

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