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VERSATILE DIFFERENTIALLY PRIVATE LEARNING FOR GENERAL LOSS FUNCTIONS

delete2026-04-01
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PRE
AI
L
Lu, Qilong *
Q
Qiu, Yumou
DOI:10.1214/25-AOS2583delete
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Abstract

Abstract

En 中文
This paper aims to provide a versatile privacy-preserving release mechanism along with a unified approach for subsequent parameter estimation and statistical inference. We propose a privacy mechanism based on zero-inflated symmetric multivariate Laplace (ZIL) noise, which requires no prior specification of subsequent analysis tasks, allows for general loss functions under minimal conditions, imposes no limit on the number of analyses, and is adaptable to increasing data volume in online scenarios. We derive the tradeoff function for the proposed ZIL mechanism, which characterizes its privacy protection level. Furthermore, to formalize the local differential privacy (LDP) property of the ZIL mechanism, we extend the classical epsilon-LDP to a more general f-LDP framework. To address scenarios where only individual attribute values require protection, we propose attribute-level differential privacy (ADP) and its local version. Within the M-estimation framework, we introduce a novel doubly random (DR) corrected loss for the ZIL mechanism, which yields consistent and asymptotically normal M-estimates under differential privacy constraints. The proposed approach is computationally efficient and does not require numerical integration or differentiation for noisy data. It applies to abroad class of loss functions, including nonsmooth ones. Two alternative estimators for smooth loss are also proposed with asymptotic properties. The cost of privacy in terms of estimation efficiency for these three estimators is evaluated both theoretically and numerically.
Keywords:
Differential privacy
M-estimation
symmetric multivariate Laplace distribution
zero-inflated symmetric multivariate Laplace distribution

Journal

Annals of Statistics cover
Annals of Statistics
IF:
3.7
Papers:
2.8K
Citations:
2.9W

Organization

T
tsinghua university
Scholars:
11.5W
Papers: 9.9W
Citations: 137
P
peking university
Scholars:
11.5W
Papers: 8.6W
Citations: 146
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