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While embracing various machine learning techniques to make effective decisions in the big data era, preserving the privacy of sensitive data poses significant challenges. In this paper, we develop a privacy-preserving distributed machine learning algorithm to address this issue. Given the assumption that each data provider owns a dataset with different sample size, our goal is to learn a common classifier over the union of all the local datasets in a distributed way without leaking any sensitive information of the data samples. Such an algorithm needs to jointly consider efficient distributed learning and effective privacy preservation. In the proposed algorithm, we extend stochastic alternating direction method of multipliers (ADMM) in a distributed setting to do distributed learning. For preserving privacy during the iterative process, we combine differential privacy and stochastic ADMM together. In particular, we propose a novel stochastic ADMM based privacy-preserving distributed machine learning (PS-ADMM) algorithm by perturbing the updating gradients, that provide differential privacy guarantee and have a low computational cost. We theoretically demonstrate the convergence rate and utility bound of our proposed PS-ADMM under strongly convex objective. Through our experiments performed on real-world datasets, we show that PS-ADMM outperforms other differentially private ADMM algorithms under the same differential privacy guarantee.
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A Stochastic Multi-Rate Control Framework For Modeling Distributed Optimization Algorithms
In modern machine learning systems, distributed algorithms are deployed across applications to ensure data privacy and optimal utilization of computational resources. This work offers a fresh perspective to model, analyze, and design distributed optimization algorithms through the lens of stochastic multi-rate feedback control. We show that a substantial class of distributed algorithms—including popular Gradient Tracking for decentralized learning, and FedPD and Scaffold for federated learning—can be modeled as a certain discrete-time stochastic feedback-control system, possibly with multiple sampling rates. This key observation allows us to develop a generic framework to analyze the convergence of the entire algorithm class. It also enables one to easily add desirable features such as differential privacy guarantees, or to deal with practical settings such as partial agent participation, communication compression, and imperfect communication in algorithm design and analysis.
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- Award ID(s):
- 1910385
- PAR ID:
- 10341887
- Date Published:
- Journal Name:
- International Conference on Machine Learning
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
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