paper-with-me

Papers

Can Graph Neural Networks Expose Training Data Properties? An Efficient Risk Assessment Approach

2024-11-06 · Hanyang Yuan, Jiarong Xu, Renhong Huang, Mingli Song, Chunping Wang, Yang Yang

Graph neural networks (GNNs) have attracted considerable attention due to their diverse applications. However, the scarcity and quality limitations of graph data present challenges to their training process in practical settings. To facilitate the development of effective GNNs, companies and researchers often seek external collaboration. Yet, directly sharing data raises privacy concerns, motivating data owners to train GNNs on their private graphs and share the trained models. Unfortunately, these models may still inadvertently disclose sensitive properties of their training graphs (e.g., average default rate in a transaction network), leading to severe consequences for data owners. In this work, we study graph property inference attack to identify the risk of sensitive property information leakage from shared models. Existing approaches typically train numerous shadow models for developing such attack, which is computationally intensive and impractical. To address this issue, we propose an efficient graph property inference attack by leveraging model approximation techniques. Our method only requires training a small set of models on graphs, while generating a sufficient number of approximated shadow models for attacks. To enhance diversity while reducing errors in the approximated models, we apply edit distance to quantify the diversity within a group of approximated models and introduce a theoretically guaranteed criterion to evaluate each model's error. Subsequently, we propose a novel selection mechanism to ensure that the retained approximated models achieve high diversity and low error. Extensive experiments across six real-world scenarios demonstrate our method's substantial improvement, with average increases of 2.7% in attack accuracy and 4.1% in ROC-AUC, while being 6.5$\times$ faster compared to the best baseline.

📄 PDF Abstract BibTeX arXiv:2411.03663

Code (1)

zjunet/GPIA_NIPS 공식 구현 pytorch

Tasks

DiversityInference Attack

Methods 이 논문이 사용한 방법론

Softmax The Softmax output function transforms a previous layer's output into a vector of probabilities. It is commonly used for multiclass classification. Given an input vector $x$…
Attention 설명 없음
SET Dynamic Sparse Training method where weight mask is updated randomly periodically

Similar Papers 제목 키워드 기반

Optimal hedging with variational preferences under convex risk measures

2024-07-03 · Marcelo Righi

We expose a theoretical hedging optimization framework with variational preferences under convex risk measures. We explore a general dual representation for the composition between risk measures and utilities. We study t…

A composition between risk and deviation measures

2018-05-24

The intuition of risk is based on two main concepts: loss and variability. In this paper, we present a composition of risk and deviation measures, which contemplate these two concepts. Based on the proposed Limitedness a…

Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws

2024-10-19 · Andrew Fleck, Edward Furman, Yang shen

In order to properly manage risk, practitioners must understand the aggregate risks they are exposed to. Additionally, to properly price policies and calculate bonuses the relative riskiness of individual business units …

Privacy Risk Predictions Based on Fundamental Understanding of Personal Data and an Evolving Threat Landscape

2025-08-06 · Haoran Niu, K. Suzanne Barber arxiv

It is difficult for individuals and organizations to protect personal information without a fundamental understanding of relative privacy risks. By analyzing over 5,000 empirical identity theft and fraud cases, this rese…

Multiple risk factor dependence structures: Distributional properties

2016-07-16

We introduce a class of dependence structures, that we call the Multiple Risk Factor (MRF) dependence structures. On the one hand, the new constructions extend the popular CreditRisk+ approach, and as such they formally …