Privacy-Preserving Feature Selection with Secure Multiparty Computation

TL;DR

This paper introduces the first secure multiparty computation protocol for private feature selection using filter methods, enhancing privacy in data pre-processing for machine learning without sacrificing accuracy.

Contribution

It presents a novel MPC-based feature selection protocol based on Gini impurity, applicable independently of model training, and demonstrates its practicality and effectiveness through experiments.

Findings

Secure feature selection improves classifier accuracy on real datasets.

Protocols operate efficiently, with runtimes from seconds to an hour.

Method maintains privacy of features and selection process.

Abstract

Existing work on privacy-preserving machine learning with Secure Multiparty Computation (MPC) is almost exclusively focused on model training and on inference with trained models, thereby overlooking the important data pre-processing stage. In this work, we propose the first MPC based protocol for private feature selection based on the filter method, which is independent of model training, and can be used in combination with any MPC protocol to rank features. We propose an efficient feature scoring protocol based on Gini impurity to this end. To demonstrate the feasibility of our approach for practical data science, we perform experiments with the proposed MPC protocols for feature selection in a commonly used machine-learning-as-a-service configuration where computations are outsourced to multiple servers, with semi-honest and with malicious adversaries. Regarding effectiveness, we show that secure feature selection with the proposed protocols improves the accuracy of classifiers on a variety of real-world data sets, without leaking information about the feature values or even which features were selected. Regarding efficiency, we document runtimes ranging from several seconds to an hour for our protocols to finish, depending on the size of the data set and the security settings.