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Register a new userA Privacy-preserving Method to Optimize Distributed Resource Allocation
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Paulin Jacquot Dr
Publication date
2019
fields
Informatics Engineering
and research's language is
English
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We consider a resource allocation problem involving a large number of agents with individual constraints subject to privacy, and a central operator whose objective is to optimize a global, possibly nonconvex, cost while satisfying the agents constraints, for instance an energy operator in charge of the management of energy consumption flexibilities of many individual consumers. We provide a privacy-preserving algorithm that does compute the optimal allocation of resources, avoiding each agent to reveal her private information (constraints and individual solution profile) neither to the central operator nor to a third party. Our method relies on an aggregation procedure: we compute iteratively a global allocation of resources, and gradually ensure existence of a disaggregation, that is individual profiles satisfying agents private constraints, by a protocol involving the generation of polyhedral cuts and secure multiparty computations (SMC). To obtain these cuts, we use an alternate projection method, which is implemented locally by each agent, preserving her privacy needs. We adress especially the case in which the local and global constraints define a transportation polytope. Then, we provide theoretical convergence estimates together with numerical results, showing that the algorithm can be effectively used to solve the allocation problem in high dimension, while addressing privacy issues.
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Contextual bandit algorithms~(CBAs) often rely on personal data to provide recommendations. Centralized CBA agents utilize potentially sensitive data from recent interactions to provide personalization to end-users. Keeping the sensitive data locally, by running a local agent on the users device, protects the users privacy, however, the agent requires longer to produce useful recommendations, as it does not leverage feedback from other users. This paper proposes a technique we call Privacy-Preserving Bandits (P2B); a system that updates local agents by collecting feedback from other local agents in a differentially-private manner. Comparisons of our proposed approach with a non-private, as well as a fully-private (local) system, show competitive performance on both synthetic benchmarks and real-world data. Specifically, we observed only a decrease of 2.6% and 3.6% in multi-label classification accuracy, and a CTR increase of 0.0025 in online advertising for a privacy budget $epsilon approx 0.693$. These results suggest P2B is an effective approach to challenges arising in on-device privacy-preserving personalization.
To address the rising demand for strong packet delivery guarantees in networking, we study a novel way to perform graph resource allocation. We first introduce allocation graphs, in which nodes can independently set local resource limits based on physical constraints or policy decisions. In this scenario we formalize the distributed path-allocation (PAdist) problem, which consists in allocating resources to paths considering only local on-path information -- importantly, not knowing which other paths could have an allocation -- while at the same time achieving the global property of never exceeding available resources. Our core contribution, the global myopic allocation (GMA) algorithm, is a solution to this problem. We prove that GMA can compute unconditional allocations for all paths on a graph, while never over-allocating resources. Further, we prove that GMA is Pareto optimal with respect to the allocation size, and it has linear complexity in the input size. Finally, we show with simulations that this theoretical result could be indeed applied to practical scenarios, as the resulting path allocations are large enough to fit the requirements of practically relevant applications.
Distributed resource allocation is a central task in network systems such as smart grids, water distribution networks, and urban transportation systems. When solving such problems in practice it is often important to have nonasymptotic feasibility guarantees for the iterates, since overallocation of resources easily causes systems to break down. In this paper, we develop a distributed resource reallocation algorithm where every iteration produces a feasible allocation. The algorithm is fully distributed in the sense that nodes communicate only with neighbors over a given communication network. We prove that under mild conditions the algorithm converges to a point arbitrarily close to the optimal resource allocation. Numerical experiments demonstrate the competitive practical performance of the algorithm.
We consider the critical problem of distributed learning over data while keeping it private from the computational servers. The state-of-the-art approaches to this problem rely on quantizing the data into a finite field, so that the cryptographic approaches for secure multiparty computing can then be employed. These approaches, however, can result in substantial accuracy losses due to fixed-point representation of the data and computation overflows. To address these critical issues, we propose a novel algorithm to solve the problem when data is in the analog domain, e.g., the field of real/complex numbers. We characterize the privacy of the data from both information-theoretic and cryptographic perspectives, while establishing a connection between the two notions in the analog domain. More specifically, the well-known connection between the distinguishing security (DS) and the mutual information security (MIS) metrics is extended from the discrete domain to the continues domain. This is then utilized to bound the amount of information about the data leaked to the servers in our protocol, in terms of the DS metric, using well-known results on the capacity of single-input multiple-output (SIMO) channel with correlated noise. It is shown how the proposed framework can be adopted to do computation tasks when data is represented using floating-point numbers. We then show that this leads to a fundamental trade-off between the privacy level of data and accuracy of the result. As an application, we also show how to train a machine learning model while keeping the data as well as the trained model private. Then numerical results are shown for experiments on the MNIST dataset. Furthermore, experimental advantages are shown comparing to fixed-point implementations over finite fields.
How to train a machine learning model while keeping the data private and secure? We present CodedPrivateML, a fast and scalable approach to this critical problem. CodedPrivateML keeps both the data and the model information-theoretically private, while allowing efficient parallelization of training across distributed workers. We characterize CodedPrivateMLs privacy threshold and prove its convergence for logistic (and linear) regression. Furthermore, via extensive experiments on Amazon EC2, we demonstrate that CodedPrivateML provides significant speedup over cryptographic approaches based on multi-party computing (MPC).
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