Classic results show that even an arbitrarily small correlation across bidders' information can enable full surplus extraction in auctions and related mechanism design settings. Motivated by this fragility, we study the information independence in a second-price auction when the seller commits to a private private information structure, meaning bidders' signals are independent ex ante, while bidders share a symmetric and arbitrarily correlated prior distribution over their valuations. We first show that the seller optimal efficient outcome with full surplus extraction can always be implemented by a private private information structure that admits a Bayes Nash equilibrium. However, this equilibrium may not be stable. We then further construct a private private information structure that achieves revenue arbitrarily close to maximum welfare while admitting a strict equilibrium. At the same time, we establish an impossibility result: under private private information, in general, bidder surplus cannot achieve maximal welfare exactly, and we characterize necessary and sufficient conditions on the prior distribution under which bidder surplus can be made arbitrarily close to maximal we
Machine learning (ML) models have been shown to leak private information from their training datasets. Differential Privacy (DP), typically implemented through the differential private stochastic gradient descent algorithm (DP-SGD), has become the standard solution to bound leakage from the models. Despite recent improvements, DP-SGD-based approaches for private learning still usually struggle in the high privacy ($\varepsilon\le1)$ and low data regimes, and when the private training datasets are imbalanced. To overcome these limitations, we propose Differentially Private Prototype Learning (DPPL) as a new paradigm for private transfer learning. DPPL leverages publicly pre-trained encoders to extract features from private data and generates DP prototypes that represent each private class in the embedding space and can be publicly released for inference. Since our DP prototypes can be obtained from only a few private training data points and without iterative noise addition, they offer high-utility predictions and strong privacy guarantees even under the notion of \textit{pure DP}. We additionally show that privacy-utility trade-offs can be further improved when leveraging the publi
In this work, we introduce PEARL (Private Equity Accessibility Reimagined with Liquidity), an AI-powered framework designed to replicate and decode private equity funds using liquid, cost-effective assets. Relying on previous research methods such as Erik Stafford's single stock selection (Stafford) and Thomson Reuters - Refinitiv's sector approach (TR), our approach incorporates an additional asymmetry to capture the reduced volatility and better performance of private equity funds resulting from sale timing, leverage, and stock improvements through management changes. As a result, our model exhibits a strong correlation with well-established liquid benchmarks such as Stafford and TR, as well as listed private equity firms (Listed PE), while enhancing performance to better align with renowned quarterly private equity benchmarks like Cambridge Associates, Preqin, and Bloomberg Private Equity Fund indices. Empirical findings validate that our two-step approachdecoding liquid daily private equity proxies with a degree of negative return asymmetry outperforms the initial daily proxies and yields performance more consistent with quarterly private equity benchmarks.
We give new differentially private algorithms for the classic problems of learning decision lists and large-margin halfspaces in the PAC and online models. In the PAC model, we give a computationally efficient algorithm for learning decision lists with minimal sample overhead over the best non-private algorithms. In the online model, we give a private analog of the influential Winnow algorithm for learning halfspaces with mistake bound polylogarithmic in the dimension and inverse polynomial in the margin. As an application, we describe how to privately learn decision lists in the online model, qualitatively matching state-of-the art non-private guarantees.
The average treatment effect (ATE) is widely used to evaluate the effectiveness of drugs and other medical interventions. In safety-critical applications like medicine, reliable inferences about the ATE typically require valid uncertainty quantification, such as through confidence intervals (CIs). However, estimating treatment effects in these settings often involves sensitive data that must be kept private. In this work, we present PrivATE, a novel machine learning framework for computing CIs for the ATE under differential privacy. Specifically, we focus on deriving valid privacy-preserving CIs for the ATE from observational data. Our PrivATE framework consists of three steps: (i) estimating the differentially private ATE through output perturbation; (ii) estimating the differentially private variance in a doubly robust manner; and (iii) constructing the CIs while accounting for the uncertainty from both the estimation and privatization steps. Our PrivATE framework is model agnostic, doubly robust, and ensures valid CIs. We demonstrate the effectiveness of our framework using synthetic and real-world medical datasets. To the best of our knowledge, we are the first to derive a gene
The rapid advancement in building large language models (LLMs) has intensified competition among big-tech companies and AI startups. In this regard, model evaluations are critical for product and investment-related decision-making. While open evaluation sets like MMLU initially drove progress, concerns around data contamination and data bias have constantly questioned their reliability. As a result, it has led to the rise of private data curators who have begun conducting hidden evaluations with high-quality self-curated test prompts and their own expert annotators. In this paper, we argue that despite potential advantages in addressing contamination issues, private evaluations introduce inadvertent financial and evaluation risks. In particular, the key concerns include the potential conflict of interest arising from private data curators' business relationships with their clients (leading LLM firms). In addition, we highlight that the subjective preferences of private expert annotators will lead to inherent evaluation bias towards the models trained with the private curators' data. Overall, this paper lays the foundation for studying the risks of private evaluations that can lead
Linear regression is frequently applied in a variety of domains, some of which might contain sensitive information. This necessitates that the application of these methods does not reveal private information. Differentially private (DP) linear regression methods, developed for this purpose, compute private estimates of the solution. These techniques typically involve computing a noisy version of the solution vector. Instead, we propose releasing private sketches of the datasets, which can then be used to compute an approximate solution to the regression problem. This is motivated by the \emph{sketch-and-solve} paradigm, where the regression problem is solved on a smaller sketch of the dataset instead of on the original problem space. The solution obtained on the sketch can also be shown to have good approximation guarantees to the original problem. Various sketching methods have been developed for improving the computational efficiency of linear regression problems under this paradigm. We adopt this paradigm for the purpose of releasing private sketches of the data. We construct differentially private sketches for the problems of least squares regression, as well as least absolute
We study the running time, in terms of first order oracle queries, of differentially private empirical/population risk minimization of Lipschitz convex losses. We first consider the setting where the loss is non-smooth and the optimizer interacts with a private proxy oracle, which sends only private messages about a minibatch of gradients. In this setting, we show that expected running time $Ω(\min\{\frac{\sqrt{d}}{α^2}, \frac{d}{\log(1/α)}\})$ is necessary to achieve $α$ excess risk on problems of dimension $d$ when $d \geq 1/α^2$. Upper bounds via DP-SGD show these results are tight when $d>\tildeΩ(1/α^4)$. We further show our lower bound can be strengthened to $Ω(\min\{\frac{d}{\bar{m}α^2}, \frac{d}{\log(1/α)} \})$ for algorithms which use minibatches of size at most $\bar{m} < \sqrt{d}$. We next consider smooth losses, where we relax the private oracle assumption and give lower bounds under only the condition that the optimizer is private. Here, we lower bound the expected number of first order oracle calls by $\tildeΩ\big(\frac{\sqrt{d}}α + \min\{\frac{1}{α^2}, n\}\big)$, where $n$ is the size of the dataset. Modifications to existing algorithms show this bound is nearly
Causal inference plays a crucial role in scientific research across multiple disciplines. Estimating causal effects, particularly the average treatment effect (ATE), from observational data has garnered significant attention. However, computing the ATE from real-world observational data poses substantial privacy risks to users. Differential privacy, which offers strict theoretical guarantees, has emerged as a standard approach for privacy-preserving data analysis. However, existing differentially private ATE estimation works rely on specific assumptions, provide limited privacy protection, or fail to offer comprehensive information protection. To this end, we introduce PrivATE, a practical ATE estimation framework that ensures differential privacy. In fact, various scenarios require varying levels of privacy protection. For example, only test scores are generally sensitive information in education evaluation, while all types of medical record data are usually private. To accommodate different privacy requirements, we design two levels (i.e., label-level and sample-level) of privacy protection in PrivATE. By deriving an adaptive matching limit, PrivATE effectively balances noise-ind
We investigate differentially private estimators for individual parameters within larger parametric models. While generic private estimators exist, the estimators we provide repose on new local notions of estimand stability, and these notions allow procedures that provide private certificates of their own stability. By leveraging these private certificates, we provide computationally and statistical efficient mechanisms that release private statistics that are, at least asymptotically in the sample size, essentially unimprovable: they achieve instance optimal bounds. Additionally, we investigate the practicality of the algorithms both in simulated data and in real-world data from the American Community Survey and US Census, highlighting scenarios in which the new procedures are successful and identifying areas for future work.
Given a set $U \subset V$ of vertices in a graph $G = (V, E)$, a {\it private neighbor with respect to the set $U$} is any vertex $w \in V$ having precisely one neighbor, say $v$, in $U$. If $w \in V - U$, then $w$ is called an {\it external private neighbor} of $v$ with respect to $U$. If $w \in U$ then $w$ is called an {\it internal private neighbor} of $v$ with respect to $U$. We also add one special case: if $w \in U$ and $N(w) \cap U = \emptyset$, then we say that $w$ is a {\it self private neighbor} with respect to $U$. By definition, a self private neighbor with respect to $U$ is an isolated vertex in the subgraph of $G$ induced by $U$. In this paper we consider the general problems of trying to find sets of vertices which maximize the number of private neighbors of specific types in a graph. In the process of doing this we define several new maximization parameters of graphs which generalize some known and well-studied parameters of graphs relating to vertex and edge independence, domination and irredundance in graphs.
Despite the potential of differentially private data visualization to harmonize data analysis and privacy, research in this area remains underdeveloped. Boxplots are a widely popular visualization used for summarizing a dataset and for comparison of multiple datasets. Consequentially, we introduce a differentially private boxplot. We evaluate its effectiveness for displaying location, scale, skewness and tails of a given empirical distribution. In our theoretical exposition, we show that the location and scale of the boxplot are estimated with optimal sample complexity, and the skewness and tails are estimated consistently, which is not always the case for a boxplot naively constructed from a single existing differentially private quantile algorithm. As a byproduct of this exposition, we introduce several new results concerning private quantile estimation. In simulations, we show that this boxplot performs similarly to a non-private boxplot, and it outperforms the naive boxplot. Additionally, we conduct a real data analysis of Airbnb listings, which shows that comparable analysis can be achieved through differentially private boxplot visualization.
Information disclosure can compromise privacy when revealed information is correlated with private information. We consider the notion of inferential privacy, which measures privacy leakage by bounding the inferential power a Bayesian adversary can gain by observing a released signal. Our goal is to devise an inferentially-private private information structure that maximizes the informativeness of the released signal, following the Blackwell ordering principle, while adhering to inferential privacy constraints. To achieve this, we devise an efficient release mechanism that achieves the inferentially-private Blackwell optimal private information structure for the setting where the private information is binary. Additionally, we propose a programming approach to compute the optimal structure for general cases given the utility function. The design of our mechanisms builds on our geometric characterization of the Blackwell-optimal disclosure mechanisms under privacy constraints, which may be of independent interest.
Machine learning models leak information about their training data every time they reveal a prediction. This is problematic when the training data needs to remain private. Private prediction methods limit how much information about the training data is leaked by each prediction. Private prediction can also be achieved using models that are trained by private training methods. In private prediction, both private training and private prediction methods exhibit trade-offs between privacy, privacy failure probability, amount of training data, and inference budget. Although these trade-offs are theoretically well-understood, they have hardly been studied empirically. This paper presents the first empirical study into the trade-offs of private prediction. Our study sheds light on which methods are best suited for which learning setting. Perhaps surprisingly, we find private training methods outperform private prediction methods in a wide range of private prediction settings.
A centrally differentially private algorithm maps raw data to differentially private outputs. In contrast, a locally differentially private algorithm may only access data through public interaction with data holders, and this interaction must be a differentially private function of the data. We study the intermediate model of pan-privacy. Unlike a locally private algorithm, a pan-private algorithm receives data in the clear. Unlike a centrally private algorithm, the algorithm receives data one element at a time and must maintain a differentially private internal state while processing this stream. First, we show that pure pan-privacy against multiple intrusions on the internal state is equivalent to sequentially interactive local privacy. Next, we contextualize pan-privacy against a single intrusion by analyzing the sample complexity of uniformity testing over domain $[k]$. Focusing on the dependence on $k$, centrally private uniformity testing has sample complexity $Θ(\sqrt{k})$, while noninteractive locally private uniformity testing has sample complexity $Θ(k)$. We show that the sample complexity of pure pan-private uniformity testing is $Θ(k^{2/3})$. By a new $Ω(k)$ lower bound
We initiate the study of differentially private (DP) estimation with access to a small amount of public data. For private estimation of d-dimensional Gaussians, we assume that the public data comes from a Gaussian that may have vanishing similarity in total variation distance with the underlying Gaussian of the private data. We show that under the constraints of pure or concentrated DP, d+1 public data samples are sufficient to remove any dependence on the range parameters of the private data distribution from the private sample complexity, which is known to be otherwise necessary without public data. For separated Gaussian mixtures, we assume that the underlying public and private distributions are the same, and we consider two settings: (1) when given a dimension-independent amount of public data, the private sample complexity can be improved polynomially in terms of the number of mixture components, and any dependence on the range parameters of the distribution can be removed in the approximate DP case; (2) when given an amount of public data linear in the dimension, the private sample complexity can be made independent of range parameters even under concentrated DP, and additio
Web browsers are the most common tool to perform various activities over the internet. Along with normal mode, all modern browsers have private browsing mode. The name of the mode varies from browser to browser but the purpose of the private mode remains same in every browser. In normal browsing mode, the browser keeps track of users' activity and related data such as browsing histories, cookies, auto-filled fields, temporary internet files, etc. In private mode, it is said that no information is stored while browsing or all information is destroyed after closing the current private session. However, some researchers have already disproved this claim by performing various tests in most popular browsers. I have also some personal experience where private mode browsing fails to keep all browsing information as private. In this position paper, I take the position against private browsing. By examining various facts, it is proved that the private browsing mode is not really private as it is claimed; it does not keep everything private. In following sections, I will present the proof to justify my argument. Along with some other already performed research work, I will show my personal c
Differentially private selection mechanisms offer strong privacy guarantees for queries aiming to identify the top-scoring element r from a finite set R, based on a dataset-dependent utility function. While selection queries are fundamental in data science, few mechanisms effectively ensure their privacy. Furthermore, most approaches rely on global sensitivity to achieve differential privacy (DP), which can introduce excessive noise and impair downstream inferences. To address this limitation, we propose the Smooth Noisy Max (SNM) mechanism, which leverages smooth sensitivity to yield provably tighter (upper bounds on) expected errors compared to global sensitivity-based methods. Empirical results demonstrate that SNM is more accurate than state-of-the-art differentially private selection methods in three applications: percentile selection, greedy decision trees, and random forests.
Private function evaluation is a task that aims to obtain the output of a function while keeping the function secret. So far its quantum analogue has not yet been articulated. In this study, we initiate the study of quantum private function evaluation, the quantum analogue of classical private function evaluation. We give a formal definition of quantum private function evaluation and present two schemes together with their security proofs. We then give an experimental demonstration of the scheme. Finally we apply quantum private function evaluation to quantum copy protection to illustrate its usage.
We present a provably optimal differentially private algorithm for the stochastic multi-arm bandit problem, as opposed to the private analogue of the UCB-algorithm [Mishra and Thakurta, 2015; Tossou and Dimitrakakis, 2016] which doesn't meet the recently discovered lower-bound of $Ω\left(\frac{K\log(T)}ε \right)$ [Shariff and Sheffet, 2018]. Our construction is based on a different algorithm, Successive Elimination [Even-Dar et al. 2002], that repeatedly pulls all remaining arms until an arm is found to be suboptimal and is then eliminated. In order to devise a private analogue of Successive Elimination we visit the problem of private stopping rule, that takes as input a stream of i.i.d samples from an unknown distribution and returns a multiplicative $(1 \pm α)$-approximation of the distribution's mean, and prove the optimality of our private stopping rule. We then present the private Successive Elimination algorithm which meets both the non-private lower bound [Lai and Robbins, 1985] and the above-mentioned private lower bound. We also compare empirically the performance of our algorithm with the private UCB algorithm.