Abstract:In many real-world applications, in particular due to recent developments in the privacy landscape, training data may be aggregated to preserve the privacy of sensitive training labels. In the learning from label proportions (LLP) framework, the dataset is partitioned into bags of feature-vectors which are available only with the sum of the labels per bag. A further restriction, which we call learning from bag aggregates (LBA) is where instead of individual feature-vectors, only the (possibly weighted) sum of the feature-vectors per bag is available. We study whether such aggregation techniques can provide privacy guarantees under the notion of label differential privacy (label-DP) previously studied in for e.g. [Chaudhuri-Hsu'11, Ghazi et al.'21, Esfandiari et al.'22]. It is easily seen that naive LBA and LLP do not provide label-DP. Our main result however, shows that weighted LBA using iid Gaussian weights with $m$ randomly sampled disjoint $k$-sized bags is in fact $(\varepsilon, \delta)$-label-DP for any $\varepsilon > 0$ with $\delta \approx \exp(-\Omega(\sqrt{k}))$ assuming a lower bound on the linear-mse regression loss. Further, this preserves the optimum over linear mse-regressors of bounded norm to within $(1 \pm o(1))$-factor w.p. $\approx 1 - \exp(-\Omega(m))$. We emphasize that no additive label noise is required. The analogous weighted-LLP does not however admit label-DP. Nevertheless, we show that if additive $N(0, 1)$ noise can be added to any constant fraction of the instance labels, then the noisy weighted-LLP admits similar label-DP guarantees without assumptions on the dataset, while preserving the utility of Lipschitz-bounded neural mse-regression tasks. Our work is the first to demonstrate that label-DP can be achieved by randomly weighted aggregation for regression tasks, using no or little additive noise.
Abstract:In the task of Learning from Label Proportions (LLP), a model is trained on groups (a.k.a bags) of instances and their corresponding label proportions to predict labels for individual instances. LLP has been applied pre-dominantly on two types of datasets - image and tabular. In image LLP, bags of fixed size are created by randomly sampling instances from an underlying dataset. Bags created via this methodology are called random bags. Experimentation on Image LLP has been mostly on random bags on CIFAR-* and MNIST datasets. Despite being a very crucial task in privacy sensitive applications, tabular LLP does not yet have a open, large scale LLP benchmark. One of the unique properties of tabular LLP is the ability to create feature bags where all the instances in a bag have the same value for a given feature. It has been shown in prior research that feature bags are very common in practical, real world applications [Chen et. al '23, Saket et. al. '22]. In this paper, we address the lack of a open, large scale tabular benchmark. First we propose LLP-Bench, a suite of 56 LLP datasets (52 feature bag and 4 random bag datasets) created from the Criteo CTR prediction dataset consisting of 45 million instances. The 56 datasets represent diverse ways in which bags can be constructed from underlying tabular data. To the best of our knowledge, LLP-Bench is the first large scale tabular LLP benchmark with an extensive diversity in constituent datasets. Second, we propose four metrics that characterize and quantify the hardness of a LLP dataset. Using these four metrics we present deep analysis of the 56 datasets in LLP-Bench. Finally we present the performance of 9 SOTA and popular tabular LLP techniques on all the 56 datasets. To the best of our knowledge, our study consisting of more than 2500 experiments is the most extensive study of popular tabular LLP techniques in literature.
Abstract:Recent literature has seen a significant focus on building machine learning models with specific properties such as fairness, i.e., being non-biased with respect to a given set of attributes, calibration i.e., model confidence being aligned with its predictive accuracy, and explainability, i.e., ability to be understandable to humans. While there has been work focusing on each of these aspects individually, researchers have shied away from simultaneously addressing more than one of these dimensions. In this work, we address the problem of building models which are both fair and calibrated. We work with a specific definition of fairness, which closely matches [Biswas et. al. 2019], and has the nice property that Bayes optimal classifier has the maximum possible fairness under our definition. We show that an existing negative result towards achieving a fair and calibrated model [Kleinberg et. al. 2017] does not hold for our definition of fairness. Further, we show that ensuring group-wise calibration with respect to the sensitive attributes automatically results in a fair model under our definition. Using this result, we provide a first cut approach for achieving fair and calibrated models, via a simple post-processing technique based on temperature scaling. We then propose modifications of existing calibration losses to perform group-wise calibration, as a way of achieving fair and calibrated models in a variety of settings. Finally, we perform extensive experimentation of these techniques on a diverse benchmark of datasets, and present insights on the pareto-optimality of the resulting solutions.
Abstract:Learning from label proportions (LLP) is a generalization of supervised learning in which the training data is available as sets or bags of feature-vectors (instances) along with the average instance-label of each bag. The goal is to train a good instance classifier. While most previous works on LLP have focused on training models on such training data, computational learnability of LLP was only recently explored by [Saket'21, Saket'22] who showed worst case intractability of properly learning linear threshold functions (LTFs) from label proportions. However, their work did not rule out efficient algorithms for this problem on natural distributions. In this work we show that it is indeed possible to efficiently learn LTFs using LTFs when given access to random bags of some label proportion in which feature-vectors are, conditioned on their labels, independently sampled from a Gaussian distribution $N(\mathbf{\mu}, \mathbf{\Sigma})$. Our work shows that a certain matrix -- formed using covariances of the differences of feature-vectors sampled from the bags with and without replacement -- necessarily has its principal component, after a transformation, in the direction of the normal vector of the LTF. Our algorithm estimates the means and covariance matrices using subgaussian concentration bounds which we show can be applied to efficiently sample bags for approximating the normal direction. Using this in conjunction with novel generalization error bounds in the bag setting, we show that a low error hypothesis LTF can be identified. For some special cases of the $N(\mathbf{0}, \mathbf{I})$ distribution we provide a simpler mean estimation based algorithm. We include an experimental evaluation of our learning algorithms along with a comparison with those of [Saket'21, Saket'22] and random LTFs, demonstrating the effectiveness of our techniques.