arXiv subjects

Michael Kearns

Publications and source records attributed to Michael Kearns.

At least 37 records · Page 2Linked to original sources

arXiv2023

Improved Differentially Private Regression via Gradient Boosting

We revisit the problem of differentially private squared error linear regression. We observe that existing state-of-the-art methods are sensitive to the choice of hyperparameters -- including the ``clipping threshold'' that cannot be set optimally in a data-independent way. We give a new algorithm for private linear regression based on gradient boosting. We show that our method consistently improves over the previous state of the art when the clipping threshold is taken to be fixed without knowledge of the data, rather than optimized in a non-private way -- and that even when we optimize the hyperparameters of competitor algorithms non-privately, our algorithm is no worse and often better. In addition to a comprehensive set of experiments, we give theoretical insights to explain this behavior.

cs.LG↗

arXiv2023

AI Model Disgorgement: Methods and Choices

Responsible use of data is an indispensable part of any machine learning (ML) implementation. ML developers must carefully collect and curate their datasets, and document their provenance. They must also make sure to respect intellectual property rights, preserve individual privacy, and use data in an ethical way. Over the past few years, ML models have significantly increased in size and complexity. These models require a very large amount of data and compute capacity to train, to the extent that any defects in the training corpus cannot be trivially remedied by retraining the model from scratch. Despite sophisticated controls on training data and a significant amount of effort dedicated to ensuring that training corpora are properly composed, the sheer volume of data required for the models makes it challenging to manually inspect each datum comprising a training corpus. One potential fix for training corpus data defects is model disgorgement -- the elimination of not just the improperly used data, but also the effects of improperly used data on any component of an ML model. Model disgorgement techniques can be used to address a wide range of issues, such as reducing bias or toxicity, increasing fidelity, and ensuring responsible usage of intellectual property. In this paper, we introduce a taxonomy of possible disgorgement methods that are applicable to modern ML systems. In particular, we investigate the meaning of "removing the effects" of data in the trained model in a way that does not require retraining from scratch.

cs.LG↗

arXiv2023

Confidence-Ranked Reconstruction of Census Microdata from Published Statistics

A reconstruction attack on a private dataset $D$ takes as input some publicly accessible information about the dataset and produces a list of candidate elements of $D$. We introduce a new class of data reconstruction attacks based on randomized methods for non-convex optimization. We empirically demonstrate that our attacks can not only reconstruct full rows of $D$ from aggregate query statistics $Q(D)\in \mathbb{R}^m$, but can do so in a way that reliably ranks reconstructed rows by their odds of appearing in the private data, providing a signature that could be used for prioritizing reconstructed rows for further actions such as identify theft or hate crime. We also design a sequence of baselines for evaluating reconstruction attacks. Our attacks significantly outperform those that are based only on access to a public distribution or population from which the private dataset $D$ was sampled, demonstrating that they are exploiting information in the aggregate statistics $Q(D)$, and not simply the overall structure of the distribution. In other words, the queries $Q(D)$ are permitting reconstruction of elements of this dataset, not the distribution from which $D$ was drawn. These findings are established both on 2010 U.S. decennial Census data and queries and Census-derived American Community Survey datasets. Taken together, our methods and experiments illustrate the risks in releasing numerically precise aggregate statistics of a large dataset, and provide further motivation for the careful application of provably private techniques such as differential privacy.

cs.CY↗

arXiv2023

Multicalibration as Boosting for Regression

We study the connection between multicalibration and boosting for squared error regression. First we prove a useful characterization of multicalibration in terms of a ``swap regret'' like condition on squared error. Using this characterization, we give an exceedingly simple algorithm that can be analyzed both as a boosting algorithm for regression and as a multicalibration algorithm for a class H that makes use only of a standard squared error regression oracle for H. We give a weak learning assumption on H that ensures convergence to Bayes optimality without the need to make any realizability assumptions -- giving us an agnostic boosting algorithm for regression. We then show that our weak learning assumption on H is both necessary and sufficient for multicalibration with respect to H to imply Bayes optimality. We also show that if H satisfies our weak learning condition relative to another class C then multicalibration with respect to H implies multicalibration with respect to C. Finally we investigate the empirical performance of our algorithm experimentally using an open source implementation that we make available. Our code repository can be found at https://github.com/Declancharrison/Level-Set-Boosting.

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arXiv2022

Multicalibrated Regression for Downstream Fairness

We show how to take a regression function $\hat{f}$ that is appropriately ``multicalibrated'' and efficiently post-process it into an approximately error minimizing classifier satisfying a large variety of fairness constraints. The post-processing requires no labeled data, and only a modest amount of unlabeled data and computation. The computational and sample complexity requirements of computing $\hat f$ are comparable to the requirements for solving a single fair learning task optimally, but it can in fact be used to solve many different downstream fairness-constrained learning problems efficiently. Our post-processing method easily handles intersecting groups, generalizing prior work on post-processing regression functions to satisfy fairness constraints that only applied to disjoint groups. Our work extends recent work showing that multicalibrated regression functions are ``omnipredictors'' (i.e. can be post-processed to optimally solve unconstrained ERM problems) to constrained optimization.

cs.LG↗

arXiv2022

Private Synthetic Data for Multitask Learning and Marginal Queries

We provide a differentially private algorithm for producing synthetic data simultaneously useful for multiple tasks: marginal queries and multitask machine learning (ML). A key innovation in our algorithm is the ability to directly handle numerical features, in contrast to a number of related prior approaches which require numerical features to be first converted into {high cardinality} categorical features via {a binning strategy}. Higher binning granularity is required for better accuracy, but this negatively impacts scalability. Eliminating the need for binning allows us to produce synthetic data preserving large numbers of statistical queries such as marginals on numerical features, and class conditional linear threshold queries. Preserving the latter means that the fraction of points of each class label above a particular half-space is roughly the same in both the real and synthetic data. This is the property that is needed to train a linear classifier in a multitask setting. Our algorithm also allows us to produce high quality synthetic data for mixed marginal queries, that combine both categorical and numerical features. Our method consistently runs 2-5x faster than the best comparable techniques, and provides significant accuracy improvements in both marginal queries and linear prediction tasks for mixed-type datasets.

cs.LG↗

arXiv2022

An Algorithmic Framework for Bias Bounties

We propose and analyze an algorithmic framework for "bias bounties": events in which external participants are invited to propose improvements to a trained model, akin to bug bounty events in software and security. Our framework allows participants to submit arbitrary subgroup improvements, which are then algorithmically incorporated into an updated model. Our algorithm has the property that there is no tension between overall and subgroup accuracies, nor between different subgroup accuracies, and it enjoys provable convergence to either the Bayes optimal model or a state in which no further improvements can be found by the participants. We provide formal analyses of our framework, experimental evaluation, and findings from a preliminary bias bounty event.

cs.LG↗

arXiv2022

Mixed Differential Privacy in Computer Vision

We introduce AdaMix, an adaptive differentially private algorithm for training deep neural network classifiers using both private and public image data. While pre-training language models on large public datasets has enabled strong differential privacy (DP) guarantees with minor loss of accuracy, a similar practice yields punishing trade-offs in vision tasks. A few-shot or even zero-shot learning baseline that ignores private data can outperform fine-tuning on a large private dataset. AdaMix incorporates few-shot training, or cross-modal zero-shot learning, on public data prior to private fine-tuning, to improve the trade-off. AdaMix reduces the error increase from the non-private upper bound from the 167-311\% of the baseline, on average across 6 datasets, to 68-92\% depending on the desired privacy level selected by the user. AdaMix tackles the trade-off arising in visual classification, whereby the most privacy sensitive data, corresponding to isolated points in representation space, are also critical for high classification accuracy. In addition, AdaMix comes with strong theoretical privacy guarantees and convergence analysis.

cs.CV↗

arXiv2022

Multiaccurate Proxies for Downstream Fairness

We study the problem of training a model that must obey demographic fairness conditions when the sensitive features are not available at training time -- in other words, how can we train a model to be fair by race when we don't have data about race? We adopt a fairness pipeline perspective, in which an "upstream" learner that does have access to the sensitive features will learn a proxy model for these features from the other attributes. The goal of the proxy is to allow a general "downstream" learner -- with minimal assumptions on their prediction task -- to be able to use the proxy to train a model that is fair with respect to the true sensitive features. We show that obeying multiaccuracy constraints with respect to the downstream model class suffices for this purpose, provide sample- and oracle efficient-algorithms and generalization bounds for learning such proxies, and conduct an experimental evaluation. In general, multiaccuracy is much easier to satisfy than classification accuracy, and can be satisfied even when the sensitive features are hard to predict.

cs.LG↗

arXiv2021

Differentially Private Query Release Through Adaptive Projection

We propose, implement, and evaluate a new algorithm for releasing answers to very large numbers of statistical queries like $k$-way marginals, subject to differential privacy. Our algorithm makes adaptive use of a continuous relaxation of the Projection Mechanism, which answers queries on the private dataset using simple perturbation, and then attempts to find the synthetic dataset that most closely matches the noisy answers. We use a continuous relaxation of the synthetic dataset domain which makes the projection loss differentiable, and allows us to use efficient ML optimization techniques and tooling. Rather than answering all queries up front, we make judicious use of our privacy budget by iteratively and adaptively finding queries for which our (relaxed) synthetic data has high error, and then repeating the projection. We perform extensive experimental evaluations across a range of parameters and datasets, and find that our method outperforms existing algorithms in many cases, especially when the privacy budget is small or the query class is large.

cs.LG↗

arXiv2021

Minimax Group Fairness: Algorithms and Experiments

We consider a recently introduced framework in which fairness is measured by worst-case outcomes across groups, rather than by the more standard differences between group outcomes. In this framework we provide provably convergent oracle-efficient learning algorithms (or equivalently, reductions to non-fair learning) for minimax group fairness. Here the goal is that of minimizing the maximum loss across all groups, rather than equalizing group losses. Our algorithms apply to both regression and classification settings and support both overall error and false positive or false negative rates as the fairness measure of interest. They also support relaxations of the fairness constraints, thus permitting study of the tradeoff between overall accuracy and minimax fairness. We compare the experimental behavior and performance of our algorithms across a variety of fairness-sensitive data sets and show empirical cases in which minimax fairness is strictly and strongly preferable to equal outcome notions.

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arXiv2021

Lexicographically Fair Learning: Algorithms and Generalization

We extend the notion of minimax fairness in supervised learning problems to its natural conclusion: lexicographic minimax fairness (or lexifairness for short). Informally, given a collection of demographic groups of interest, minimax fairness asks that the error of the group with the highest error be minimized. Lexifairness goes further and asks that amongst all minimax fair solutions, the error of the group with the second highest error should be minimized, and amongst all of those solutions, the error of the group with the third highest error should be minimized, and so on. Despite its naturalness, correctly defining lexifairness is considerably more subtle than minimax fairness, because of inherent sensitivity to approximation error. We give a notion of approximate lexifairness that avoids this issue, and then derive oracle-efficient algorithms for finding approximately lexifair solutions in a very general setting. When the underlying empirical risk minimization problem absent fairness constraints is convex (as it is, for example, with linear and logistic regression), our algorithms are provably efficient even in the worst case. Finally, we show generalization bounds -- approximate lexifairness on the training sample implies approximate lexifairness on the true distribution with high probability. Our ability to prove generalization bounds depends on our choosing definitions that avoid the instability of naive definitions.

cs.LG↗

arXiv2020

An Algorithmic Framework for Fairness Elicitation

We consider settings in which the right notion of fairness is not captured by simple mathematical definitions (such as equality of error rates across groups), but might be more complex and nuanced and thus require elicitation from individual or collective stakeholders. We introduce a framework in which pairs of individuals can be identified as requiring (approximately) equal treatment under a learned model, or requiring ordered treatment such as "applicant Alice should be at least as likely to receive a loan as applicant Bob". We provide a provably convergent and oracle efficient algorithm for learning the most accurate model subject to the elicited fairness constraints, and prove generalization bounds for both accuracy and fairness. This algorithm can also combine the elicited constraints with traditional statistical fairness notions, thus "correcting" or modifying the latter by the former. We report preliminary findings of a behavioral study of our framework using human-subject fairness constraints elicited on the COMPAS criminal recidivism dataset.

cs.LG↗

arXiv2020

Mathematical Foundations for Social Computing

Social computing encompasses the mechanisms through which people interact with computational systems: crowdsourcing systems, ranking and recommendation systems, online prediction markets, citizen science projects, and collaboratively edited wikis, to name a few. These systems share the common feature that humans are active participants, making choices that determine the input to, and therefore the output of, the system. The output of these systems can be viewed as a joint computation between machine and human, and can be richer than what either could produce alone. The term social computing is often used as a synonym for several related areas, such as "human computation" and subsets of "collective intelligence"; we use it in its broadest sense to encompass all of these things. Social computing is blossoming into a rich research area of its own, with contributions from diverse disciplines including computer science, economics, and other social sciences. Yet a broad mathematical foundation for social computing is yet to be established, with a plethora of under-explored opportunities for mathematical research to impact social computing. As in other fields, there is great potential for mathematical work to influence and shape the future of social computing. However, we are far from having the systematic and principled understanding of the advantages, limitations, and potentials of social computing required to match the impact on applications that has occurred in other fields. In June 2015, we brought together roughly 25 experts in related fields to discuss the promise and challenges of establishing mathematical foundations for social computing. This document captures several of the key ideas discussed.

cs.CY↗

arXiv2020

Algorithms and Learning for Fair Portfolio Design

We consider a variation on the classical finance problem of optimal portfolio design. In our setting, a large population of consumers is drawn from some distribution over risk tolerances, and each consumer must be assigned to a portfolio of lower risk than her tolerance. The consumers may also belong to underlying groups (for instance, of demographic properties or wealth), and the goal is to design a small number of portfolios that are fair across groups in a particular and natural technical sense. Our main results are algorithms for optimal and near-optimal portfolio design for both social welfare and fairness objectives, both with and without assumptions on the underlying group structure. We describe an efficient algorithm based on an internal two-player zero-sum game that learns near-optimal fair portfolios ex ante and show experimentally that it can be used to obtain a small set of fair portfolios ex post as well. For the special but natural case in which group structure coincides with risk tolerances (which models the reality that wealthy consumers generally tolerate greater risk), we give an efficient and optimal fair algorithm. We also provide generalization guarantees for the underlying risk distribution that has no dependence on the number of portfolios and illustrate the theory with simulation results.

cs.LG↗

arXiv2020

Differentially Private Call Auctions and Market Impact

We propose and analyze differentially private (DP) mechanisms for call auctions as an alternative to the complex and ad-hoc privacy efforts that are common in modern electronic markets. We prove that the number of shares cleared in the DP mechanisms compares favorably to the non-private optimal and provide a matching lower bound. We analyze the incentive properties of our mechanisms and their behavior under natural no-regret learning dynamics by market participants. We include simulation results and connections to the finance literature on market impact.

cs.GT↗

arXiv2019

Average Individual Fairness: Algorithms, Generalization and Experiments

We propose a new family of fairness definitions for classification problems that combine some of the best properties of both statistical and individual notions of fairness. We posit not only a distribution over individuals, but also a distribution over (or collection of) classification tasks. We then ask that standard statistics (such as error or false positive/negative rates) be (approximately) equalized across individuals, where the rate is defined as an expectation over the classification tasks. Because we are no longer averaging over coarse groups (such as race or gender), this is a semantically meaningful individual-level constraint. Given a sample of individuals and classification problems, we design an oracle-efficient algorithm (i.e. one that is given access to any standard, fairness-free learning heuristic) for the fair empirical risk minimization task. We also show that given sufficiently many samples, the ERM solution generalizes in two directions: both to new individuals, and to new classification tasks, drawn from their corresponding distributions. Finally we implement our algorithm and empirically verify its effectiveness.

cs.LG↗

arXiv2019

Optimal, Truthful, and Private Securities Lending

We consider a fundamental dynamic allocation problem motivated by the problem of $\textit{securities lending}$ in financial markets, the mechanism underlying the short selling of stocks. A lender would like to distribute a finite number of identical copies of some scarce resource to $n$ clients, each of whom has a private demand that is unknown to the lender. The lender would like to maximize the usage of the resource $\mbox{---}$ avoiding allocating more to a client than her true demand $\mbox{---}$ but is constrained to sell the resource at a pre-specified price per unit, and thus cannot use prices to incentivize truthful reporting. We first show that the Bayesian optimal algorithm for the one-shot problem $\mbox{---}$ which maximizes the resource's expected usage according to the posterior expectation of demand, given reports $\mbox{---}$ actually incentivizes truthful reporting as a dominant strategy. Because true demands in the securities lending problem are often sensitive information that the client would like to hide from competitors, we then consider the problem under the additional desideratum of (joint) differential privacy. We give an algorithm, based on simple dynamics for computing market equilibria, that is simultaneously private, approximately optimal, and approximately dominant-strategy truthful. Finally, we leverage this private algorithm to construct an approximately truthful, optimal mechanism for the extensive form multi-round auction where the lender does not have access to the true joint distributions between clients' requests and demands.

cs.GT↗