论文标题

分发在线私人学习凸的非可塑性目标

Distributed Online Private Learning of Convex Nondecomposable Objectives

论文作者

Cheng, Huqiang, Liao, Xiaofeng, Li, Huaqing

论文摘要

我们处理了一个通用的分布式约束在线学习问题,并通过随着时变的网络进行隐私处理,其中考虑了一类非分解目标。在此设置下,每个节点仅控制全球决策的一部分,所有节点的目标是协作在一个时间范围内降低全球成本$ t $,同时保证传输信息的安全性。对于此类问题,我们首先设计了一种新颖的通用算法框架,称为DPSDA,使用Laplace机制和双重平均方法的随机变体进行了差异性私有分布式在线学习。请注意,在双重更新中,DPSDA的所有节点都采用噪声浪费的梯度以获得更多的通用性。然后,我们建议在此框架下提出两种算法,称为DPSDA-C和DPSDA-PS。在DPSDA-C中,节点在原始更新中实现了基于循环的通信,以减轻随着时间变化的无向网络的分歧。此外,为了扩展到时变的指示,节点在DPSDA-PS中实现了基于广播的推动力动力学,这可以在任意定向网络上达成平均共识。理论结果表明,两种算法都达到了预期的遗憾上限,当目标函数是凸的时,在$ \ mathcal {o}(\ sqrt {t})$中,这是凸出的,它符合通过切割边缘算法来实现的最佳效用。最后,数值实验会导致合成数据集和现实数据集验证我们算法的有效性。

We deal with a general distributed constrained online learning problem with privacy over time-varying networks, where a class of nondecomposable objectives are considered. Under this setting, each node only controls a part of the global decision, and the goal of all nodes is to collaboratively minimize the global cost over a time horizon $T$ while guarantees the security of the transmitted information. For such problems, we first design a novel generic algorithm framework, named as DPSDA, of differentially private distributed online learning using the Laplace mechanism and the stochastic variants of dual averaging method. Note that in the dual updates, all nodes of DPSDA employ the noise-corrupted gradients for more generality. Then, we propose two algorithms, named as DPSDA-C and DPSDA-PS, under this framework. In DPSDA-C, the nodes implement a circulation-based communication in the primal updates so as to alleviate the disagreements over time-varying undirected networks. In addition, for the extension to time-varying directed ones, the nodes implement the broadcast-based push-sum dynamics in DPSDA-PS, which can achieve average consensus over arbitrary directed networks. Theoretical results show that both algorithms attain an expected regret upper bound in $\mathcal{O}( \sqrt{T} )$ when the objective function is convex, which matches the best utility achievable by cutting-edge algorithms. Finally, numerical experiment results on both synthetic and real-world datasets verify the effectiveness of our algorithms.

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