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Stochastics and Statistics Seminar

Locally private estimation, learning, inference, and optimality

October 12, 2018 @ 11:00 am - 12:00 pm

John Duchi (Stanford University)


Abstract: In this talk, we investigate statistical learning and estimation under local privacy constraints, where data providers do not trust the collector of the data and so privatize their data before it is even collected. We identify fundamental tradeoffs between statistical utility and privacy in such local models of privacy, providing instance-specific bounds for private estimation and learning problems by developing local minimax risks. In contrast to approaches based on worst-case (minimax) error, which are conservative, this allows us to evaluate the difficulty of individual problem instances and delineate the possibilities for adaptation in private estimation and inference. As part of this, we identify an alternative to the Fisher information for private estimation, giving a more nuanced understanding of the challenges of adaptivity and optimality. We also provide optimal procedures for private inference, highlighting the importance of a more careful development of optimal tradeoffs between estimation and privacy. One consequence of our results is to identify settings where standard local privacy restrictions may be too strong for practice; time permitting, I will then discuss a few new directions that maintain limited amounts of privacy while simultaneously allowing the development of high-performance statistical and learning procedures.
Based on joint work with Feng Ruan.


Biography: John Duchi is an Assistant Professor of Statistics and Electrical Engineering and (by courtesy) Computer Science at Stanford University, with graduate degrees from UC Berkeley and undergraduate degrees from Stanford. His work focuses on large scale optimization problems arising out of statistical and machine learning problems, robustness and uncertain data problems, and information theoretic aspects of statistical learning. He has won a number of awards and fellowships, including best paper awards at the Neural Information Processing Systems conference, the International Conference on Machine Learning, an NSF CAREER award, a Sloan Fellowship in Mathematics, the Okawa Foundation Award, and the Association for Computing Machinery (ACM) Doctoral Dissertation Award (honorable mention).

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