Strongly universally consistent nonparametric regression and classification with privatised data
In this paper we revisit the classical problem of nonparametric regression, but impose local differential privacy constraints. Under such constraints, the raw data $(X_1,Y_1),\ldots,(X_n,Y_n)$, taking values in $\mathbb{R}^d \times \mathbb{R}$, cannot be directly observed, and all estimators are functions of the randomised output from a suitable privacy mechanism. The statistician is free to choose the form of the privacy mechanism, and here we add Laplace distributed noise to a discretisation of the location of a feature vector $X_i$ and to the value of its response variable $Y_i$. Based on this randomised data, we design a novel estimator of the regression function, which can be viewed as a privatised version of the well-studied partitioning regression estimator. The main result is that the estimator is strongly universally consistent. Our methods and analysis also give rise to a strongly universally consistent binary classification rule for locally differentially private data.
Code (0)
등록된 구현이 없습니다.
Tasks
Binary ClassificationGeneral ClassificationregressionSimilar Papers 제목 키워드 기반
Lossless Transformations and Excess Risk Bounds in Statistical Inference
We study the excess minimum risk in statistical inference, defined as the difference between the minimum expected loss in estimating a random variable from an observed feature vector and the minimum expected loss in esti…
Beyond Smoothness: Incorporating Low-Rank Analysis into Nonparametric Density Estimation
The construction and theoretical analysis of the most popular universally consistent nonparametric density estimators hinge on one functional property: smoothness. In this paper we investigate the theoretical implication…
Density EstimationDeep learning from strongly mixing observations: Sparse-penalized regularization and minimax optimality
The explicit regularization and optimality of deep neural networks estimators from independent data have made considerable progress recently. The study of such properties on dependent data is still a challenge. In this p…
regressionTime Series PredictionDeep regression learning from dependent observations with minimum error entropy principle
This paper considers nonparametric regression from strongly mixing observations. The proposed approach is based on deep neural networks with minimum error entropy (MEE) principle. We study two estimators: the non-penaliz…
Universally Rank Consistent Ordinal Regression in Neural Networks
Despite the pervasiveness of ordinal labels in supervised learning, it remains common practice in deep learning to treat such problems as categorical classification using the categorical cross entropy loss. Recent method…
Binary ClassificationPrognosisregression