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Differentially private training of neural networks with Langevin dynamics for calibrated predictive uncertainty

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 نشر من قبل Moritz Knolle
 تاريخ النشر 2021
  مجال البحث الهندسة المعلوماتية
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We show that differentially private stochastic gradient descent (DP-SGD) can yield poorly calibrated, overconfident deep learning models. This represents a serious issue for safety-critical applications, e.g. in medical diagnosis. We highlight and exploit parallels between stochastic gradient Langevin dynamics, a scalable Bayesian inference technique for training deep neural networks, and DP-SGD, in order to train differentially private, Bayesian neural networks with minor adjustments to the original (DP-SGD) algorithm. Our approach provides considerably more reliable uncertainty estimates than DP-SGD, as demonstrated empirically by a reduction in expected calibration error (MNIST $sim{5}$-fold, Pediatric Pneumonia Dataset $sim{2}$-fold).



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