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A Differentially Private Kernel Two-Sample Test

  • Anant Raj
  • Ho Chung Leon LawEmail author
  • Dino Sejdinovic
  • Mijung Park
Conference paper
  • 183 Downloads
Part of the Lecture Notes in Computer Science book series (LNCS, volume 11906)

Abstract

Kernel two-sample testing is a useful statistical tool in determining whether data samples arise from different distributions without imposing any parametric assumptions on those distributions. However, raw data samples can expose sensitive information about individuals who participate in scientific studies, which makes the current tests vulnerable to privacy breaches. Hence, we design a new framework for kernel two-sample testing conforming to differential privacy constraints, in order to guarantee the privacy of subjects in the data. Unlike existing differentially private parametric tests that simply add noise to data, kernel-based testing imposes a challenge due to a complex dependence of test statistics on the raw data, as these statistics correspond to estimators of distances between representations of probability measures in Hilbert spaces. Our approach considers finite dimensional approximations to those representations. As a result, a simple chi-squared test is obtained, where a test statistic depends on a mean and covariance of empirical differences between the samples, which we perturb for a privacy guarantee. We investigate the utility of our framework in two realistic settings and conclude that our method requires only a relatively modest increase in sample size to achieve a similar level of power to the non-private tests in both settings.

Keywords

Differential privacy Kernel two-sample test 

Supplementary material

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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Max Planck Institute for Intelligent SystemsTübingenGermany
  2. 2.Department of StatisticsUniversity of OxfordOxfordUK

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