Local Differential Privacy for Distributed Stochastic Aggregative Optimization with Guaranteed Optimality

TL;DR

This paper introduces a novel distributed aggregative optimization algorithm that guarantees both convergence to an optimal solution and rigorous differential privacy, even with noisy gradients and privacy constraints.

Contribution

It is the first to simultaneously ensure accurate convergence and differential privacy in distributed aggregative optimization with noisy gradient information.

Findings

Guarantees mean-square convergence to an exact optimal solution.

Ensures finite cumulative privacy budget under iterative processes.

Experimental results confirm the algorithm's effectiveness on benchmark datasets.

Abstract

Distributed aggregative optimization underpins many cooperative optimization and multi-agent control systems, where each agent's objective function depends both on its local optimization variable and an aggregate of all agents' optimization variables. Existing distributed aggregative optimization approaches typically require access to accurate gradients of the objective functions, which, however, are often hard to obtain in real-world applications. For example, in machine learning, gradients are commonly contaminated by two main sources of noise: the randomness inherent in sampled data, and the additional variability introduced by mini-batch computations. In addition to the issue of relying on accurate gradients, existing distributed aggregative optimization approaches require agents to share explicit information, which could breach the privacy of participating agents. We propose an algorithm that can solve both problems with existing distributed aggregative optimization approaches: not only can the proposed algorithm guarantee mean-square convergence to an exact optimal solution when the gradients are subject to noise, it also simultaneously ensures rigorous differential privacy, with the cumulative privacy budget guaranteed to be finite even when the number of iterations tends to infinity. To the best of our knowledge, this is the first algorithm able to guarantee both accurate convergence and rigorous differential privacy in distributed aggregative optimization. Besides characterizing the convergence rates under nonconvex/convex/strongly convex conditions, we also rigorously quantify the cost of differential privacy in terms of convergence rates. Experimental results on personalized machine learning using benchmark datasets confirm the efficacy of the proposed algorithm.