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CoinPress: Practical Private Mean and Covariance Estimation

2020-06-11 · NeurIPS 2020 12 · Sourav Biswas, Yihe Dong, Gautam Kamath, Jonathan Ullman

We present simple differentially private estimators for the mean and covariance of multivariate sub-Gaussian data that are accurate at small sample sizes. We demonstrate the effectiveness of our algorithms both theoretically and empirically using synthetic and real-world datasets -- showing that their asymptotic error rates match the state-of-the-art theoretical bounds, and that they concretely outperform all previous methods. Specifically, previous estimators either have weak empirical accuracy at small sample sizes, perform poorly for multivariate data, or require the user to provide strong a priori estimates for the parameters.

📄 PDF Abstract BibTeX arXiv:2006.06618

Code (3)

twistedcubic/coin-press 공식 구현 pytorch
alexbie98/1pub-priv-mean-est pytorch
tatiana-ediger/coinpress-extension pytorch

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