arXiv subjects

Graham Cormode

Publications and source records attributed to Graham Cormode.

At least 55 records · Page 3Linked to original sources

arXiv2021

Real-World Trajectory Sharing with Local Differential Privacy

Sharing trajectories is beneficial for many real-world applications, such as managing disease spread through contact tracing and tailoring public services to a population's travel patterns. However, public concern over privacy and data protection has limited the extent to which this data is shared. Local differential privacy enables data sharing in which users share a perturbed version of their data, but existing mechanisms fail to incorporate user-independent public knowledge (e.g., business locations and opening times, public transport schedules, geo-located tweets). This limitation makes mechanisms too restrictive, gives unrealistic outputs, and ultimately leads to low practical utility. To address these concerns, we propose a local differentially private mechanism that is based on perturbing hierarchically-structured, overlapping $n$-grams (i.e., contiguous subsequences of length $n$) of trajectory data. Our mechanism uses a multi-dimensional hierarchy over publicly available external knowledge of real-world places of interest to improve the realism and utility of the perturbed, shared trajectories. Importantly, including real-world public data does not negatively affect privacy or efficiency. Our experiments, using real-world data and a range of queries, each with real-world application analogues, demonstrate the superiority of our approach over a range of alternative methods.

cs.DB↗

arXiv2021

Bit-efficient Numerical Aggregation and Stronger Privacy for Trust in Federated Analytics

Private data generated by edge devices -- from smart phones to automotive electronics -- are highly informative when aggregated but can be damaging when mishandled. A variety of solutions are being explored but have not yet won the public's trust and full backing of mobile platforms. In this work, we propose numerical aggregation protocols that empirically improve upon prior art, while providing comparable local differential privacy guarantees. Sharing a single private bit per value supports privacy metering that enable privacy controls and guarantees that are not covered by differential privacy. We put emphasis on the ease of implementation, compatibility with existing methods, and compelling empirical performance.

cs.CR↗

arXiv2021

Frequency Estimation under Local Differential Privacy [Experiments, Analysis and Benchmarks]

Private collection of statistics from a large distributed population is an important problem, and has led to large scale deployments from several leading technology companies. The dominant approach requires each user to randomly perturb their input, leading to guarantees in the local differential privacy model. In this paper, we place the various approaches that have been suggested into a common framework, and perform an extensive series of experiments to understand the tradeoffs between different implementation choices. Our conclusion is that for the core problems of frequency estimation and heavy hitter identification, careful choice of algorithms can lead to very effective solutions that scale to millions of users

cs.DB↗

arXiv2021

Theory meets Practice at the Median: a worst case comparison of relative error quantile algorithms

Estimating the distribution and quantiles of data is a foundational task in data mining and data science. We study algorithms which provide accurate results for extreme quantile queries using a small amount of space, thus helping to understand the tails of the input distribution. Namely, we focus on two recent state-of-the-art solutions: $t$-digest and ReqSketch. While $t$-digest is a popular compact summary which works well in a variety of settings, ReqSketch comes with formal accuracy guarantees at the cost of its size growing as new observations are inserted. In this work, we provide insight into which conditions make one preferable to the other. Namely, we show how to construct inputs for $t$-digest that induce an almost arbitrarily large error and demonstrate that it fails to provide accurate results even on i.i.d. samples from a highly non-uniform distribution. We propose practical improvements to ReqSketch, making it faster than $t$-digest, while its error stays bounded on any instance. Still, our results confirm that $t$-digest remains more accurate on the ``non-adversarial'' data encountered in practice.

cs.DS↗

arXiv2021

Frequency Estimation Under Multiparty Differential Privacy: One-shot and Streaming

We study the fundamental problem of frequency estimation under both privacy and communication constraints, where the data is distributed among $k$ parties. We consider two application scenarios: (1) one-shot, where the data is static and the aggregator conducts a one-time computation; and (2) streaming, where each party receives a stream of items over time and the aggregator continuously monitors the frequencies. We adopt the model of multiparty differential privacy (MDP), which is more general than local differential privacy (LDP) and (centralized) differential privacy. Our protocols achieve optimality (up to logarithmic factors) permissible by the more stringent of the two constraints. In particular, when specialized to the $\varepsilon$-LDP model, our protocol achieves an error of $\sqrt{k}/(e^{Θ(\varepsilon)}-1)$ using $O(k\max\{ \varepsilon, \frac{1}{\varepsilon} \})$ bits of communication and $O(k \log u)$ bits of public randomness, where $u$ is the size of the domain.

cs.CR↗

arXiv2021

Advances and Open Problems in Federated Learning

Federated learning (FL) is a machine learning setting where many clients (e.g. mobile devices or whole organizations) collaboratively train a model under the orchestration of a central server (e.g. service provider), while keeping the training data decentralized. FL embodies the principles of focused data collection and minimization, and can mitigate many of the systemic privacy risks and costs resulting from traditional, centralized machine learning and data science approaches. Motivated by the explosive growth in FL research, this paper discusses recent advances and presents an extensive collection of open problems and challenges.

cs.LG↗

arXiv2021

Subspace exploration: Bounds on Projected Frequency Estimation

Given an $n \times d$ dimensional dataset $A$, a projection query specifies a subset $C \subseteq [d]$ of columns which yields a new $n \times |C|$ array. We study the space complexity of computing data analysis functions over such subspaces, including heavy hitters and norms, when the subspaces are revealed only after observing the data. We show that this important class of problems is typically hard: for many problems, we show $2^{Ω(d)}$ lower bounds. However, we present upper bounds which demonstrate space dependency better than $2^d$. That is, for $c,c' \in (0,1)$ and a parameter $N=2^d$ an $N^c$-approximation can be obtained in space $\min(N^{c'},n)$, showing that it is possible to improve on the naïve approach of keeping information for all $2^d$ subsets of $d$ columns. Our results are based on careful constructions of instances using coding theory and novel combinatorial reductions that exhibit such space-approximation tradeoffs.

cs.DS↗

arXiv2019

Towards a Theory of Parameterized Streaming Algorithms

Parameterized complexity attempts to give a more fine-grained analysis of the complexity of problems: instead of measuring the running time as a function of only the input size, we analyze the running time with respect to additional parameters. This approach has proven to be highly successful in delineating our understanding of \NP-hard problems. Given this success with the TIME resource, it seems but natural to use this approach for dealing with the SPACE resource. First attempts in this direction have considered a few individual problems, with some success: Fafianie and Kratsch [MFCS'14] and Chitnis et al. [SODA'15] introduced the notions of streaming kernels and parameterized streaming algorithms respectively. For example, the latter shows how to refine the $Ω(n^2)$ bit lower bound for finding a minimum Vertex Cover (VC) in the streaming setting by designing an algorithm for the parameterized $k$-VC problem which uses $O(k^{2}\log n)$ bits. In this paper, we initiate a systematic study of graph problems from the paradigm of parameterized streaming algorithms. We first define a natural hierarchy of space complexity classes of FPS, SubPS, SemiPS, SupPS and BrutePS, and then obtain tight classifications for several well-studied graph problems such as Longest Path, Feedback Vertex Set, Dominating Set, Girth, Treewidth, etc. into this hierarchy. (see paper for full abstract)

cs.DS↗

arXiv2019

Iterative Hessian Sketch in Input Sparsity Time

Scalable algorithms to solve optimization and regression tasks even approximately, are needed to work with large datasets. In this paper we study efficient techniques from matrix sketching to solve a variety of convex constrained regression problems. We adopt "Iterative Hessian Sketching" (IHS) and show that the fast CountSketch and sparse Johnson-Lindenstrauss Transforms yield state-of-the-art accuracy guarantees under IHS, while drastically improving the time cost. As a result, we obtain significantly faster algorithms for constrained regression, for both sparse and dense inputs. Our empirical results show that we can summarize data roughly 100x faster for sparse data, and, surprisingly, 10x faster on dense data! Consequently, solutions accurate to within machine precision of the optimal solution can be found much faster than the previous state of the art.

cs.LG↗

arXiv2019

Streaming Algorithms for Bin Packing and Vector Scheduling

Problems involving the efficient arrangement of simple objects, as captured by bin packing and makespan scheduling, are fundamental tasks in combinatorial optimization. These are well understood in the traditional online and offline cases, but have been less well-studied when the volume of the input is truly massive, and cannot even be read into memory. This is captured by the streaming model of computation, where the aim is to approximate the cost of the solution in one pass over the data, using small space. As a result, streaming algorithms produce concise input summaries that approximately preserve the optimum value. We design the first efficient streaming algorithms for these fundamental problems in combinatorial optimization. For Bin Packing, we provide a streaming asymptotic $1+\varepsilon$-approximation with $\widetilde{O}\left(\frac{1}{\varepsilon}\right)$ memory, where $\widetilde{O}$ hides logarithmic factors. Moreover, such a space bound is essentially optimal. Our algorithm implies a streaming $d+\varepsilon$-approximation for Vector Bin Packing in $d$ dimensions, running in space $\widetilde{O}\left(\frac{d}{\varepsilon}\right)$. For the related Vector Scheduling problem, we show how to construct an input summary in space $\widetilde{O}(d^2\cdot m / \varepsilon^2)$ that preserves the optimum value up to a factor of $2 - \frac{1}{m} +\varepsilon$, where $m$ is the number of identical machines.

cs.DS↗

arXiv2018

Answering Range Queries Under Local Differential Privacy

Counting the fraction of a population having an input within a specified interval i.e. a \emph{range query}, is a fundamental data analysis primitive. Range queries can also be used to compute other interesting statistics such as \emph{quantiles}, and to build prediction models. However, frequently the data is subject to privacy concerns when it is drawn from individuals, and relates for example to their financial, health, religious or political status. In this paper, we introduce and analyze methods to support range queries under the local variant of differential privacy, an emerging standard for privacy-preserving data analysis. The local model requires that each user releases a noisy view of her private data under a privacy guarantee. While many works address the problem of range queries in the trusted aggregator setting, this problem has not been addressed specifically under untrusted aggregation (local DP) model even though many primitives have been developed recently for estimating a discrete distribution. We describe and analyze two classes of approaches for range queries, based on hierarchical histograms and the Haar wavelet transform. We show that both have strong theoretical accuracy guarantees on variance. In practice, both methods are fast and require minimal computation and communication resources. Our experiments show that the wavelet approach is most accurate in high privacy settings, while the hierarchical approach dominates for weaker privacy requirements.

cs.DB↗

arXiv2018

Correlation Clustering in Data Streams

Clustering is a fundamental tool for analyzing large data sets. A rich body of work has been devoted to designing data-stream algorithms for the relevant optimization problems such as $k$-center, $k$-median, and $k$-means. Such algorithms need to be both time and and space efficient. In this paper, we address the problem of correlation clustering in the dynamic data stream model. The stream consists of updates to the edge weights of a graph on $n$ nodes and the goal is to find a node-partition such that the end-points of negative-weight edges are typically in different clusters whereas the end-points of positive-weight edges are typically in the same cluster. We present polynomial-time, $O(n\cdot \ \mbox{polylog}~n)$-space approximation algorithms for natural problems that arise. We first develop data structures based on linear sketches that allow the "quality" of a given node-partition to be measured. We then combine these data structures with convex programming and sampling techniques to solve the relevant approximation problem. Unfortunately, the standard LP and SDP formulations are not obviously solvable in $O(n\cdot \mbox{polylog}~n)$-space. Our work presents space-efficient algorithms for the convex programming required, as well as approaches to reduce the adaptivity of the sampling.

cs.DS↗

arXiv2018

Independent Sets in Vertex-Arrival Streams

We consider the classic maximal and maximum independent set problems in three models of graph streams: In the edge-arrival model we see a stream of edges which collectively define a graph, this model has been well-studied for a variety of problems. We first show that the space complexity for a one-pass streaming algorithm to find a maximal independent set is quadratic (i.e. we must store all edges). We further show that the problem does not become much easier if we only require approximate maximality. In the "explicit" vertex stream model, the input stream is a sequence of vertices making up the graph, where every vertex arrives along with its incident edges that connect to previously arrived vertices. Various graph problems require substantially less space to solve in this setting than for edge-arrival streams. We show that every one-pass $c$-approximation algorithm for maximum independent set (MIS) on explicit vertex streams requires space $Ω(\frac{n^2}{c^7})$, where $n$ is the number of vertices of the input graph, and it is already known that space $\tildeΘ(\frac{n^2}{c^2})$ is necessary and sufficient in the edge arrival model (Halldórsson et al. 2012). The MIS problem is thus not significantly easier to solve under the explicit vertex arrival order assumption. Our result is proved via a reduction to a new multi-party communication problem closely related to pointer jumping. In the "implicit" vertex stream model, the input stream consists of a sequence of objects, one per vertex. The algorithm is equipped with a function that can map a pair of objects to the presence or absence of an edge, thus defining the graph. This model captures, for example, geometric intersection graphs such as unit disc graphs. Our final set of results consists of several improved upper and lower bounds for ball intersection graphs, in both explicit and implicit streams.

cs.DS↗

arXiv2018

Leveraging Well-Conditioned Bases: Streaming \& Distributed Summaries in Minkowski $p$-Norms

Work on approximate linear algebra has led to efficient distributed and streaming algorithms for problems such as approximate matrix multiplication, low rank approximation, and regression, primarily for the Euclidean norm $\ell_2$. We study other $\ell_p$ norms, which are more robust for $p < 2$, and can be used to find outliers for $p > 2$. Unlike previous algorithms for such norms, we give algorithms that are (1) deterministic, (2) work simultaneously for every $p \geq 1$, including $p = \infty$, and (3) can be implemented in both distributed and streaming environments. We apply our results to $\ell_p$-regression, entrywise $\ell_1$-low rank approximation, and approximate matrix multiplication.

cs.DS↗

arXiv2017

Marginal Release Under Local Differential Privacy

Many analysis and machine learning tasks require the availability of marginal statistics on multidimensional datasets while providing strong privacy guarantees for the data subjects. Applications for these statistics range from finding correlations in the data to fitting sophisticated prediction models. In this paper, we provide a set of algorithms for materializing marginal statistics under the strong model of local differential privacy. We prove the first tight theoretical bounds on the accuracy of marginals compiled under each approach, perform empirical evaluation to confirm these bounds, and evaluate them for tasks such as modeling and correlation testing. Our results show that releasing information based on (local) Fourier transformations of the input is preferable to alternatives based directly on (local) marginals.

cs.DB↗

arXiv2017

Fast Sketch-based Recovery of Correlation Outliers

Many data sources can be interpreted as time-series, and a key problem is to identify which pairs out of a large collection of signals are highly correlated. We expect that there will be few, large, interesting correlations, while most signal pairs do not have any strong correlation. We abstract this as the problem of identifying the highly correlated pairs in a collection of n mostly pairwise uncorrelated random variables, where observations of the variables arrives as a stream. Dimensionality reduction can remove dependence on the number of observations, but further techniques are required to tame the quadratic (in n) cost of a search through all possible pairs. We develop a new algorithm for rapidly finding large correlations based on sketch techniques with an added twist: we quickly generate sketches of random combinations of signals, and use these in concert with ideas from coding theory to decode the identity of correlated pairs. We prove correctness and compare performance and effectiveness with the best LSH (locality sensitive hashing) based approach.

cs.DS↗

arXiv2017

Learning Graphical Models from a Distributed Stream

A current challenge for data management systems is to support the construction and maintenance of machine learning models over data that is large, multi-dimensional, and evolving. While systems that could support these tasks are emerging, the need to scale to distributed, streaming data requires new models and algorithms. In this setting, as well as computational scalability and model accuracy, we also need to minimize the amount of communication between distributed processors, which is the chief component of latency. We study Bayesian networks, the workhorse of graphical models, and present a communication-efficient method for continuously learning and maintaining a Bayesian network model over data that is arriving as a distributed stream partitioned across multiple processors. We show a strategy for maintaining model parameters that leads to an exponential reduction in communication when compared with baseline approaches to maintain the exact MLE (maximum likelihood estimation). Meanwhile, our strategy provides similar prediction errors for the target distribution and for classification tasks.

cs.AI↗

arXiv2017

Constrained Differential Privacy for Count Data

Concern about how to aggregate sensitive user data without compromising individual privacy is a major barrier to greater availability of data. The model of differential privacy has emerged as an accepted model to release sensitive information while giving a statistical guarantee for privacy. Many different algorithms are possible to address different target functions. We focus on the core problem of count queries, and seek to design mechanisms to release data associated with a group of n individuals. Prior work has focused on designing mechanisms by raw optimization of a loss function, without regard to the consequences on the results. This can leads to mechanisms with undesirable properties, such as never reporting some outputs (gaps), and overreporting others (spikes). We tame these pathological behaviors by introducing a set of desirable properties that mechanisms can obey. Any combination of these can be satisfied by solving a linear program (LP) which minimizes a cost function, with constraints enforcing the properties. We focus on a particular cost function, and provide explicit constructions that are optimal for certain combinations of properties, and show a closed form for their cost. In the end, there are only a handful of distinct optimal mechanisms to choose between: one is the well-known (truncated) geometric mechanism; the second a novel mechanism that we introduce here, and the remainder are found as the solution to particular LPs. These all avoid the bad behaviors we identify. We demonstrate in a set of experiments on real and synthetic data which is preferable in practice, for different combinations of data distributions, constraints, and privacy parameters.

cs.DB↗