Normalizing flows have shown to be a promising approach to deep generative modeling due to their ability to exactly evaluate density --- other alternatives either implicitly model the density or use approximate surrogate density. In this work, we present a differentially private normalizing flow model for heterogeneous tabular data. Normalizing flows are in general not amenable to differentially private training because they require complex neural networks with larger depth (compared to other generative models) and use specialized architectures for which per-example gradient computation is difficult (or unknown). To reduce the parameter complexity, the proposed model introduces a conditional spline flow which simulates transformations at different stages depending on additional input and is shared among sub-flows. For privacy, we introduce two fine-grained gradient clipping strategies that provide a better signal-to-noise ratio and derive fast gradient clipping methods for layers with custom parameterization. Our empirical evaluations show that the proposed model preserves statistical properties of original dataset better than other baselines.
Scaling up Differentially Private Deep Learning with Fast Per-Example Gradient Clipping
Abstract Recent work on Renyi Differential Privacy has shown the feasibility of applying differential privacy to deep learning tasks. Despite their promise, however, differentially private deep networks often lag far behind their non-private counterparts in accuracy, showing the need for more research in model architectures, optimizers, etc. One of the barriers to this expanded research is the training time — often orders of magnitude larger than training non-private networks. The reason for this slowdown is a crucial privacy-related step called “per-example gradient clipping” whose naive implementation undoes the benefits of batch training with GPUs. By analyzing the back-propagation equations we derive new methods for per-example gradient clipping that are compatible with auto-differeniation (e.g., in Py-Torch and TensorFlow) and provide better GPU utilization. Our implementation in PyTorch showed significant training speed-ups (by factors of 54x - 94x for training various models with batch sizes of 128). These techniques work for a variety of architectural choices including convolutional layers, recurrent networks, attention, residual blocks, etc.
- Publication Date:
- NSF-PAR ID:
- 10215639
- Journal Name:
- Proceedings on Privacy Enhancing Technologies
- Volume:
- 2021
- Issue:
- 1
- Page Range or eLocation-ID:
- 128 to 144
- ISSN:
- 2299-0984
- Sponsoring Org:
- National Science Foundation
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