Let (X,d)(\mathcal{X}, d) be a metric space and q:X→Rq : \mathcal{X} \rightarrow \mathbb{R} be a function defined on X\mathcal{X}. The metric d:X→Nd: \mathcal{X} \rightarrow \mathbb{N} takes only integer values. For an x∈Xx \in \mathcal{X}, it neighbors an x′∈Xx' \in \mathcal{X}, termed x∼x′x \sim x', if d(x,x′)=1d(x, x') = 1.

Further, define the global sensitivity Δ\Delta of qq as:

Δ≐max⁡x∼x′∣q(x)−q(x′)∣ \Delta \doteq \max_{x \sim x' } | q(x) - q(x') |

The Laplace mechanism MM of qq adds random noise N∼Lap(Δε)N \sim \mathbb{Lap}(\frac{\Delta}{\varepsilon}) to the output of qq:

M(x)≐q(x)+N M(x) \doteq q(x) + N

where Lap(Δε)\mathbb{Lap}(\frac{\Delta}{\varepsilon}) is the Laplacian distribution with parameter Δε\frac{\Delta}{\varepsilon}. It guarantees that if x∼x′x \sim x', the output distributions of M(x)M(x) and M(x′)M(x') are indistinguishable in the sense that for all S⊂RS \subset \mathbb{R}, s.t. SS is measurable, it holds that

Pr⁡[M(x)∈S]∈[e−ε,eε]⋅Pr⁡[M(x′)∈S] \Pr[ M(x) \in S] \in [ e^{ - \varepsilon }, e^{ \varepsilon } ] \cdot \Pr[ M(x') \in S]

The value of Δ\Delta could be large and is independent of an x∈Xx \in \mathcal{X}. We would like to investigate the possibility of adding a smaller noise than Lap(Δε)\mathbb{Lap}(\frac{\Delta}{\varepsilon}).

For a fixed xx, we can define the local sensitivity with respect to xx as

δ(x)≐max⁡x′∼x∣q(x)−q(x′)∣. \delta(x) \doteq \max_{x' \sim x} | q(x) - q(x') |.

Here the maximum is over the neighbors of a fixed xx. The value between Δ\Delta and δ(x)\delta(x) is quite different.

Example. Let

  • X≐[0,100]3\mathcal{X} \doteq [0, 100]^3.
  • d(x,x′)≐# different values between x and x′d(x, x')\doteq \#\text{ different values between } x \text{ and } x'.
  • q(x)≐min⁡1≤i<j≤3∣xi−xj∣q(x) \doteq \min_{1 \le i < j \le 3} |x_i - x_j|, where xix_i is the ii-dimension of xx.

Then for the point x=(0,0,0)∈[0,100]3x = (0, 0, 0) \in [0, 100]^3, if x′∼xx' \sim x, x′x' contains at least two zeros in some of its dimensions. Therefore, q(x′)=0q(x') = 0 and δ(x)=0\delta(x) = 0. But for x=(0,0,100)x = (0, 0, 100), it has a neighbor x′=(0,50,100)x' = (0, 50, 100). Now q(x)=0q(x) = 0 but q(x′)=50q(x') = 50. So Δ≥δ(x)≥50\Delta \ge \delta(x) \ge 50.

We are interested in whether adding smaller noise N∼Lap(δ(x)ε)N \sim \mathbb{Lap}(\frac{\delta(x) }{\varepsilon}) to the output of q(x)q(x) would preserve privacy:

M(x)=q(x)+N. M(x) = q(x) + N.

However, this approach is not private. In the previous example, (0,0,0)(0, 0, 0) and (0,0,100)(0, 0, 100) are neighbors. But for the former we add noise N∼Lap(0)N \sim \mathbb{Lap}(0) and for the latter we add noise N∼Lap(50ε)N \sim \mathbb{Lap}(\frac{50}{\varepsilon}). So the output distributions of them are very different and this would violate privacy protection.

Perhaps, we should propose some fixed parameter β>0\beta > 0 (which could be much smaller than Δ\Delta), and add a noise N∼Lap(βε)N \sim \mathbb{Lap}(\frac{\beta}{\varepsilon}) for whatever x∈Xx \in \mathcal{X}. For a pair of neighboring x,x′x, x', when ∣q(x)−q(x′)∣≤β|q(x) - q(x')| \le \beta, then the distributions of q(x)+Nq(x) + N and q(x′)+Nq(x') + N are indeed (ε,0)(\varepsilon, 0) indistinguishable. The only concern is for the case where ∣q(x)−q(x′)∣>β|q(x) - q(x')| > \beta and adding a noise N∼Lap(βε)N \sim \mathbb{Lap}(\frac{\beta}{\varepsilon}) fails to protect the privacy.

One simple remedy is simply to refuse to output q(x)+Nq(x) + N (or q(x)+N′q(x) + N'). This should be done in a differentially private manner. Let

{y∈X:δ(y)>β} \{ y \in \mathcal{X} : \delta(y) > \beta \}

be the set of points with local sensitivity greater than β\beta. For a fixed xx, define d(x,{y:δ(y)>β})d(x, \{ y : \delta(y) > \beta \}) be its distance to the set. It follows that for x∼x′x \sim x',

∣d(x,{y∈X:δ(y)>β})−d(x′,{y∈X:δ(y)>β})∣≤1. |d(x, \{ y \in \mathcal{X} : \delta(y) > \beta \}) - d(x', \{ y \in \mathcal{X} : \delta(y) > \beta \})| \le 1.

This motivates the following propose-test-release algorithm.

  1. Propose a bound β\beta on local sensitivity.
  2. Compute d^≐d(x,{y∈X:δ(y)>β})+Lap(1/ε)\hat d \doteq d(x, \{ y \in \mathcal{X} : \delta(y) > \beta \}) + \mathbb{Lap}(1 / \varepsilon).
  3. If d^≤1εln⁡1γ\hat d \le \frac{1}{\varepsilon} \ln \frac{1}{\gamma} then
    \qquad output ⊥\bot.
  4. Else
    \qquad output q(x)+Lap(β/ε)q(x) + \mathbb{Lap}(\beta / \varepsilon).

Theorem. The algorithm is (2ε,γ/2)(2\varepsilon, \gamma / 2) differentially private.

Proof.

First observe that for two neighboring x,x′x, x', their probabilities of outputting ⊥\bot are similar.

Pr⁡[M(x)=⊥]≤eε⋅Pr⁡[M(x′)=⊥]Pr⁡[M(x)≠⊥]≤eε⋅Pr⁡[M(x′)≠⊥] \Pr[ M(x) = \bot ] \le e^{ \varepsilon} \cdot \Pr[ M(x') = \bot ] \\ \Pr[ M(x) \neq \bot ] \le e^{ \varepsilon} \cdot \Pr[ M(x') \neq \bot ]

Now consider a measurable set S⊂RS \subset \mathbb{R}. M(x)∈SM(x) \in S is only possible when d^>1εln⁡1γ\hat d > \frac{1}{\varepsilon} \ln \frac{1}{\gamma}:

Pr⁡[M(x)∈S]=Pr⁡[M(x)∈S∣M(x)≠⊥]⋅Pr⁡[M(x)≠⊥] \begin{aligned} \Pr[M(x) \in S] &= \Pr[ M(x) \in S \mid M(x) \neq \bot ] \cdot \Pr[ M(x) \neq \bot] \end{aligned}

We consider two cases.

  • Case 1. When δ(x)>β\delta(x) > \beta, then d(x,{y∈X:δ(y)>β})=0d(x, \{ y \in \mathcal{X} : \delta(y) > \beta \}) = 0. It follows that

    Pr⁡[M(x)∈S]≤Pr⁡[M(x)≠⊥]≤γ2 \Pr[M(x) \in S] \le \Pr[M(x) \neq \bot ] \le \frac{\gamma}{2}
  • Case 2. When δ(x)≤β\delta(x) \le \beta, it holds that ∣q(x)−q(x′)∣≤β|q(x) - q(x') |\le \beta and

    Pr⁡[M(x)∈S∣M(x)≠⊥]≤eε⋅Pr⁡[M(x′)∈S∣M(x′)≠⊥] \Pr[ M(x) \in S \mid M(x) \neq \bot ] \le e^\varepsilon \cdot \Pr[ M(x') \in S \mid M(x') \neq \bot ]

    Therefore,

    Pr⁡[M(x)∈S]=Pr⁡[M(x)∈S∣M(x)≠⊥]⋅Pr⁡[M(x)≠⊥]≤Pr⁡[M(x)∈S∣M(x)≠⊥]⋅eε⋅Pr⁡[M(x′)≠⊥]≤eε⋅Pr⁡[M(x′)∈S∣M(x′)≠⊥]⋅eε⋅Pr⁡[M(x′)≠⊥]=e2εPr⁡[M(x′)∈S]. \begin{aligned} \Pr[M(x) \in S] &= \Pr[ M(x) \in S \mid M(x) \neq \bot ] \cdot \Pr[ M(x) \neq \bot] \\ &\le \Pr[ M(x) \in S \mid M(x) \neq \bot ] \cdot e^\varepsilon \cdot \Pr[ M(x') \neq \bot] \\ &\le e^\varepsilon \cdot \Pr[ M(x') \in S \mid M(x') \neq \bot ] \cdot e^\varepsilon \cdot \Pr[ M(x') \neq \bot] \\ &= e^{2\varepsilon} \Pr[ M(x') \in S]. \end{aligned}

■\blacksquare

Reference

[1] S. Vadhan, “The Complexity of Differential Privacy,” in Tutorials on the Foundations of Cryptography, Y. Lindell, Ed. Cham: Springer International Publishing, 2017, pp. 347–450.