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1. Oracle Efficient Algorithms for Groupwise Regret

   Acharya, Krishna; Arunachaleswaran, Eshwar Ram; Kannan, Sampath; Roth, Aaron; Ziani, Juba (January 2024, ICLR 2024)

   We study the problem of online prediction, in which at each time step t, an individual xt arrives, whose label we must predict. Each individual is associated with various groups, defined based on their features such as age, sex, race etc., which may intersect. Our goal is to make predictions that have regret guarantees not just overall but also simultaneously on each sub-sequence comprised of the members of any single group. Previous work such as [Blum & Lykouris] and [Lee et al] provide attractive regret guarantees for these problems; however, these are computationally intractable on large model classes. We show that a simple modification of the sleeping experts technique of [Blum & Lykouris] yields an efficient reduction to the well-understood problem of obtaining diminishing external regret absent group considerations. Our approach gives similar regret guarantees compared to [Blum & Lykouris]; however, we run in time linear in the number of groups, and are oracle-efficient in the hypothesis class. This in particular implies that our algorithm is efficient whenever the number of groups is polynomially bounded and the external-regret problem can be solved efficiently, an improvement on [Blum & Lykouris]'s stronger condition that the model class must be small. Our approach can handle online linear regression and online combinatorial optimization problems like online shortest paths. Beyond providing theoretical regret bounds, we evaluate this algorithm with an extensive set of experiments on synthetic data and on two real data sets -- Medical costs and the Adult income dataset, both instantiated with intersecting groups defined in terms of race, sex, and other demographic characteristics. We find that uniformly across groups, our algorithm gives substantial error improvements compared to running a standard online linear regression algorithm with no groupwise regret guarantees. 

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2. Exact Privacy Guarantees for Markov Chain Implementations of the Exponential Mechanism with Artificial Atoms

   J. Seeman, M. Reimherr (January 2021, Advances in Neural Information Processing Systems 34 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021)

   Marc'Aurelio Ranzato, Alina Beygelzimer (Ed.)

   Implementations of the exponential mechanism in differential privacy often require sampling from intractable distributions. When approximate procedures like Markov chain Monte Carlo (MCMC) are used, the end result incurs costs to both privacy and accuracy. Existing work has examined these effects asymptotically, but implementable finite sample results are needed in practice so that users can specify privacy budgets in advance and implement samplers with exact privacy guarantees. In this paper, we use tools from ergodic theory and perfect simulation to design exact finite runtime sampling algorithms for the exponential mechanism by introducing an intermediate modified target distribution using artificial atoms. We propose an additional modification of this sampling algorithm that maintains its ǫ-DP guarantee and has improved runtime at the cost of some utility. We then compare these methods in scenarios where we can explicitly calculate a δ cost (as in (ǫ, δ)-DP) incurred when using standard MCMC techniques. Much as there is a well known trade-off between privacy and utility, we demonstrate that there is also a trade-off between privacy guarantees and runtime. 

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3. Privacy-Aware Rejection Sampling

   Awan, Jordan; Rao, Vinayak (February 2023, Journal of machine learning research)

   Weller, Adrian (Ed.)

   While differential privacy (DP) offers strong theoretical privacy guarantees, implementations of DP mechanisms may be vulnerable to side-channel attacks, such as timing attacks. When sampling methods such as MCMC or rejection sampling are used to implement a privacy mechanism, the runtime can leak private information. We characterize the additional privacy cost due to the runtime of a rejection sampler in terms of both (, δ)-DP as well as f -DP. We also show that unless the acceptance probability is constant across databases, the runtime of a rejection sampler does not satisfy -DP for any . We show that there is a similar breakdown in privacy with adaptive rejection samplers. We propose three modifications to the rejection sampling algorithm, with varying assumptions, to protect against timing attacks by making the runtime independent of the data. The modification with the weakest assumptions is an approximate sampler, introducing a small increase in the privacy cost, whereas the other modifications give perfect samplers. We also use our techniques to develop an adaptive rejection sampler for log-H ̈older densities, which also has data-independent runtime. We give several examples of DP mechanisms that fit the assumptions of our methods and can thus be implemented using our samplers. 

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4. Privacy-Aware Rejection Sampling

   Awan, Jordan; Rao, Vinayak (January 2023, Journal of machine learning research)

   Weller, Adrian (Ed.)

   Differential privacy (DP) offers strong theoretical privacy guarantees, though implementations of DP mechanisms may be vulnerable to side-channel attacks, such as timing attacks. When sampling methods such as MCMC or rejection sampling are used to implement a mechanism, the runtime can leak private information. We characterize the additional privacy cost due to the runtime of a rejection sampler in terms of both (epsilon,delta)-DP as well as f-DP. We also show that unless the acceptance probability is constant across databases, the runtime of a rejection sampler does not satisfy epsilon-DP for any epsilon. We show that there is a similar breakdown in privacy with adaptive rejection samplers. We propose three modifications to the rejection sampling algorithm, with varying assumptions, to protect against timing attacks by making the runtime independent of the data. The modification with the weakest assumptions is an approximate sampler, introducing a small increase in the privacy cost, whereas the other modifications give perfect samplers. We also use our techniques to develop an adaptive rejection sampler for log-Holder densities, which also has data-independent runtime. We give several examples of DP mechanisms that fit the assumptions of our methods and can thus be implemented using our samplers. 

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5. Risk Minimization from Adaptively Collected Data: Guarantees for Supervised and Policy Learning

   Bibaut, Aurelien; Kallus, Nathan; Dimakopoulou, Maria; Chambaz, Antoine; van der Laan, Mark (January 2021, Advances in neural information processing systems)

   Empirical risk minimization (ERM) is the workhorse of machine learning, whether for classification and regression or for off-policy policy learning, but its model-agnostic guarantees can fail when we use adaptively collected data, such as the result of running a contextual bandit algorithm. We study a generic importance sampling weighted ERM algorithm for using adaptively collected data to minimize the average of a loss function over a hypothesis class and provide first-of-their-kind generalization guarantees and fast convergence rates. Our results are based on a new maximal inequality that carefully leverages the importance sampling structure to obtain rates with the good dependence on the exploration rate in the data. For regression, we provide fast rates that leverage the strong convexity of squared-error loss. For policy learning, we provide regret guarantees that close an open gap in the existing literature whenever exploration decays to zero, as is the case for bandit-collected data. An empirical investigation validates our theory. 

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