DOI: 10.7274/29498438.v1
title: Advanced Topics in Differentially Private Statistical Learning

description: Collecting and utilizing data to understand population trends, make predictions, and guide decisions is becoming increasingly common in today's world. In particular, statistical learning allows users to infer relationships between variables, learn patterns, and predict outcomes for previously unseen data via concepts and techniques from statistics and machine learning. Although many of the results of this practice have been beneficial, the data used often contain sensitive information, such as medical records or financial information, so maintaining privacy is of paramount importance when releasing statistics, parameter estimates, and other results. Differential privacy (DP) is the state-of-the-art framework for guaranteeing privacy when releasing aggregate information and statistics from a dataset. It provides a provable bound on the incurred privacy loss via the injection of random noise, at the cost of a reduction in utility. While many works have been devoted to establishing DP guarantees for various analysis tools in the past two decades since DP's introduction, many popular statistical learning approaches still lack a DP counterpart. This dissertation addresses this issue in three original research topics, as listed below. 

First, the dissertation presents the first differentially private algorithm for general weighted empirical risk minimization (wERM), along with theoretical DP guarantees. It evaluates the performance of the DP-wERM framework applied to outcome weighted learning (OWL), a method for learning individualized treatment rules, in both simulation studies and in a real clinical trial. The results demonstrate the feasibility of training OWL models via wERM with DP guarantees while maintaining sufficiently robust model performance.

Second, the dissertation presents several original approaches with proven DP guarantees for linear mixed-effects (LME) models. LME models are popular, especially among statisticians, but lack sufficient work on integrating DP. The work leverages some recent advancements in the DP literature, particularly in DP stochastic gradient descent (SGD), to estimate LME model parameters with DP guarantees with better privacy-utility trade-offs. Theoretical results for an upper bound for the mean squared error between private parameter estimates vs the true parameters for DP-SGD-based approaches are provided, and a simulation study and a real-world case study provide further empirical evidence for the feasibility of the approaches at practically reasonable privacy budgets.

Third, this dissertation introduces SAFES, a Sequential PrivAcy and Fairness Enhancing data Synthesis procedure that sequentially combines DP data synthesis with a fairness-aware data transformation. Alongside privacy, the fairness of decisions made by a statistical learning model is also crucial to address, though the vast majority of existing literature treats the two concerns independently. For methods that do consider privacy and fairness simultaneously, they often only apply to a specific machine learning task, limiting their generalizability. SAFES allows full control over the privacy-fairness-utility trade-off via tunable privacy and fairness parameters. SAFES is illustrated by combining a graphical model-based DP data synthesizer with a popular fairness-aware data pre-processing transformation, and empirical evaluations on two popular benchmark datasets demonstrate that for reasonable privacy loss, SAFES-generated synthetic data achieve significantly improved fairness metrics with relatively low utility loss.