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Large Scale Private Learning via Low-rank Reparametrization
Da Yu · Huishuai Zhang · Wei Chen · Jian Yin · Tie-Yan Liu

Thu Jul 22 09:00 PM -- 11:00 PM (PDT) @ Virtual #None
We propose a reparametrization scheme to address the challenges of applying differentially private SGD on large neural networks, which are 1) the huge memory cost of storing individual gradients, 2) the added noise suffering notorious dimensional dependence. Specifically, we reparametrize each weight matrix with two \emph{gradient-carrier} matrices of small dimension and a \emph{residual weight} matrix. We argue that such reparametrization keeps the forward/backward process unchanged while enabling us to compute the projected gradient without computing the gradient itself. To learn with differential privacy, we design \emph{reparametrized gradient perturbation (RGP)} that perturbs the gradients on gradient-carrier matrices and reconstructs an update for the original weight from the noisy gradients. Importantly, we use historical updates to find the gradient-carrier matrices, whose optimality is rigorously justified under linear regression and empirically verified with deep learning tasks. RGP significantly reduces the memory cost and improves the utility. For example, we are the first able to apply differential privacy on the BERT model and achieve an average accuracy of $83.9\%$ on four downstream tasks with $\epsilon=8$, which is within $5\%$ loss compared to the non-private baseline but enjoys much lower privacy leakage risk.

Author Information

Da Yu (Sun Yat-sen University)
Huishuai Zhang (Microsoft)
Wei Chen (Microsoft Research)
Jian Yin (Sun Yat-Sen University)
Tie-Yan Liu (Microsoft Research Asia)

Tie-Yan Liu is a principal researcher of Microsoft Research Asia, leading the research on artificial intelligence and machine learning. He is very well known for his pioneer work on learning to rank and computational advertising, and his recent research interests include deep learning, reinforcement learning, and distributed machine learning. Many of his technologies have been transferred to Microsoft’s products and online services (such as Bing, Microsoft Advertising, and Azure), and open-sourced through Microsoft Cognitive Toolkit (CNTK), Microsoft Distributed Machine Learning Toolkit (DMTK), and Microsoft Graph Engine. On the other hand, he has been actively contributing to academic communities. He is an adjunct/honorary professor at Carnegie Mellon University (CMU), University of Nottingham, and several other universities in China. His papers have been cited for tens of thousands of times in refereed conferences and journals. He has won quite a few awards, including the best student paper award at SIGIR (2008), the most cited paper award at Journal of Visual Communications and Image Representation (2004-2006), the research break-through award (2012) and research-team-of-the-year award (2017) at Microsoft Research, and Top-10 Springer Computer Science books by Chinese authors (2015), and the most cited Chinese researcher by Elsevier (2017). He has been invited to serve as general chair, program committee chair, local chair, or area chair for a dozen of top conferences including SIGIR, WWW, KDD, ICML, NIPS, IJCAI, AAAI, ACL, ICTIR, as well as associate editor of ACM Transactions on Information Systems, ACM Transactions on the Web, and Neurocomputing. Tie-Yan Liu is a fellow of the IEEE, a distinguished member of the ACM, and a vice chair of the CIPS information retrieval technical committee.

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