Paper:
Accuracy First: Selecting a Differential Privacy Level for Accuracy-Constrained ERM
Traditional approaches to differential privacy assume a fixed privacy requirement ε for a computation, and attempt to maximize the accuracy of the computation subject to the privacy constraint. As differential privacy is increasingly deployed in practical settings, it may often be that there is instead a fixed accuracy requirement for a given computation and the data analyst would like to maximize the privacy of the computation subject to the accuracy constraint. This raises the question of how to find and run a maximally private empirical risk minimizer subject to a given accuracy requirement. We propose a general "noise reduction" framework that can apply to a variety of private empirical risk minimization (ERM) algorithms, using them to "search" the space of privacy levels to find the empirically strongest one that meets the accuracy constraint, and incurring only logarithmic overhead in the number of privacy levels searched. The privacy analysis of our algorithm leads naturally to a version of differential privacy where the privacy parameters are dependent on the data, which we term ex-post privacy, and which is related to the recently introduced notion of privacy odometers. We also give an ex-post privacy analysis of the classical AboveThreshold privacy tool, modifying it to allow for queries chosen depending on the database. Finally, we apply our approach to two common objective functions, regularized linear and logistic regression, and empirically compare our noise reduction methods to (i) inverting the theoretical utility guarantees of standard private ERM algorithms and (ii) a stronger, empirical baseline based on binary search.

Review:
Summary:
This paper considers a different perspective on differentially private algorithms where the goal is to give the strongest privacy guarantee possible, subject to the a constraint on the acceptable accuracy. This is in contrast to the more common setting where the we wish to achieve the highest possible accuracy for a given minimum level of privacy.
The paper introduces the idea of ex-post differential privacy which provides similar guarantees to differential privacy, but for which the bound on privacy loss is allowed to depend on the output of the algorithm. They then present a general method for private accuracy constrained empirical risk minimization which combines ideas similar to the noise reduction techniques of Koufogiannis et al. and the Above Threshold algorithm. At a high level, their algorithm computes ERM models for increasing privacy parameters (using the noise reduction techniques, rather than independent instantiations of a private learning algorithm) and then uses the above threshold algorithm to find the strongest privacy parameter satisfying the accuracy constraint. The noise reduction techniques allow them to pay only the privacy cost for the least private model they release (rather than the usual sum of privacy costs for the first k models, which would be required under the usual additive composition laws) and the modified above threshold algorithm has privacy cost scaling only logarithmically with the number of models tested.
They apply this algorithm to logistic and ridge regression and demonstrate that it is able to provide significantly better ex-post privacy guarantees than two natural baselines: inverting the privacy privacy guarantees to determine the minimum value of epsilon that guarantees sufficiently high accuracy, and a doubling trick that repeatedly doubles the privacy parameter until one is found that satisfies the accuracy constraint.
Comments:
Providing algorithms with strong utility guarantees that also give privacy when possible is an important task and may be more likely to be adopted by companies/organizations that would like to preserve privacy but are unwilling to compromise on utility. The paper is clearly written and each step is well motivated, including discussion of why simpler baselines either do not work or would give worse guarantees.