Federated Analytics in Practice: Engineering for Privacy, Scalability and Practicality

Cross-device Federated Analytics (FA) is a distributed computation paradigm designed to answer analytics queries about and derive insights from data held locally on users' devices. On-device computations combined with other privacy and security measures ensure that only minimal data is transmitted off-device, achieving a high standard of data protection. Despite FA's broad relevance, the applicability of existing FA systems is limited by compromised accuracy; lack of flexibility for data analytics; and an inability to scale effectively. In this paper, we describe our approach to combine privacy, scalability, and practicality to build and deploy a system that overcomes these limitations. Our FA system leverages trusted execution environments (TEEs) and optimizes the use of on-device computing resources to facilitate federated data processing across large fleets of devices, while ensuring robust, defensible, and verifiable privacy safeguards. We focus on federated analytics (statistics and monitoring), in contrast to systems for federated learning (ML workloads), and we flag the key differences.

Distributed, communication-efficient, and differentially private estimation of KL divergence

A key task in managing distributed, sensitive data is to measure the extent to which a distribution changes. Understanding this drift can effectively support a variety of federated learning and analytics tasks. However, in many practical settings sharing such information can be undesirable (e.g., for privacy concerns) or infeasible (e.g., for high communication costs). In this work, we describe novel algorithmic approaches for estimating the KL divergence of data across federated models of computation, under differential privacy. We analyze their theoretical properties and present an empirical study of their performance. We explore parameter settings that optimize the accuracy of the algorithm catering to each of the settings; these provide sub-variations that are applicable to real-world tasks, addressing different context- and application-specific trust level requirements. Our experimental results confirm that our private estimators achieve accuracy comparable to a baseline algorithm without differential privacy guarantees.

Towards Robust Federated Analytics via Differentially Private Measurements of Statistical Heterogeneity

Statistical heterogeneity is a measure of how skewed the samples of a dataset are. It is a common problem in the study of differential privacy that the usage of a statistically heterogeneous dataset results in a significant loss of accuracy. In federated scenarios, statistical heterogeneity is more likely to happen, and so the above problem is even more pressing. We explore the three most promising ways to measure statistical heterogeneity and give formulae for their accuracy, while simultaneously incorporating differential privacy. We find the optimum privacy parameters via an analytic mechanism, which incorporates root finding methods. We validate the main theorems and related hypotheses experimentally, and test the robustness of the analytic mechanism to different heterogeneity levels. The analytic mechanism in a distributed setting delivers superior accuracy to all combinations involving the classic mechanism and/or the centralized setting. All measures of statistical heterogeneity do not lose significant accuracy when a heterogeneous sample is used.

FLAIM: AIM-based Synthetic Data Generation in the Federated Setting

Preserving individual privacy while enabling collaborative data sharing is crucial for organizations. Synthetic data generation is one solution, producing artificial data that mirrors the statistical properties of private data. While numerous techniques have been devised under differential privacy, they predominantly assume data is centralized. However, data is often distributed across multiple clients in a federated manner. In this work, we initiate the study of federated synthetic tabular data generation. Building upon a SOTA central method known as AIM, we present DistAIM and FLAIM. We show it is straightforward to distribute AIM, extending a recent approach based on secure multi-party computation which necessitates additional overhead, making it less suited to federated scenarios. We then demonstrate that naively federating AIM can lead to substantial degradation in utility under the presence of heterogeneity. To mitigate both issues, we propose an augmented FLAIM approach that maintains a private proxy of heterogeneity. We simulate our methods across a range of benchmark datasets under different degrees of heterogeneity and show this can improve utility while reducing overhead.

Pruning Compact ConvNets for Efficient Inference

Neural network pruning is frequently used to compress over-parameterized networks by large amounts, while incurring only marginal drops in generalization performance. However, the impact of pruning on networks that have been highly optimized for efficient inference has not received the same level of attention. In this paper, we analyze the effect of pruning for computer vision, and study state-of-the-art ConvNets, such as the FBNetV3 family of models. We show that model pruning approaches can be used to further optimize networks trained through NAS (Neural Architecture Search). The resulting family of pruned models can consistently obtain better performance than existing FBNetV3 models at the same level of computation, and thus provide state-of-the-art results when trading off between computational complexity and generalization performance on the ImageNet benchmark. In addition to better generalization performance, we also demonstrate that when limited computation resources are available, pruning FBNetV3 models incur only a fraction of GPU-hours involved in running a full-scale NAS.

Federated Calibration and Evaluation of Binary Classifiers

We address two major obstacles to practical use of supervised classifiers on distributed private data. Whether a classifier was trained by a federation of cooperating clients or trained centrally out of distribution, (1) the output scores must be calibrated, and (2) performance metrics must be evaluated -- all without assembling labels in one place. In particular, we show how to perform calibration and compute precision, recall, accuracy and ROC-AUC in the federated setting under three privacy models (i) secure aggregation, (ii) distributed differential privacy, (iii) local differential privacy. Our theorems and experiments clarify tradeoffs between privacy, accuracy, and data efficiency. They also help decide whether a given application has sufficient data to support federated calibration and evaluation.

Federated Boosted Decision Trees with Differential Privacy

There is great demand for scalable, secure, and efficient privacy-preserving machine learning models that can be trained over distributed data. While deep learning models typically achieve the best results in a centralized non-secure setting, different models can excel when privacy and communication constraints are imposed. Instead, tree-based approaches such as XGBoost have attracted much attention for their high performance and ease of use; in particular, they often achieve state-of-the-art results on tabular data. Consequently, several recent works have focused on translating Gradient Boosted Decision Tree (GBDT) models like XGBoost into federated settings, via cryptographic mechanisms such as Homomorphic Encryption (HE) and Secure Multi-Party Computation (MPC). However, these do not always provide formal privacy guarantees, or consider the full range of hyperparameters and implementation settings. In this work, we implement the GBDT model under Differential Privacy (DP). We propose a general framework that captures and extends existing approaches for differentially private decision trees. Our framework of methods is tailored to the federated setting, and we show that with a careful choice of techniques it is possible to achieve very high utility while maintaining strong levels of privacy.

Reconciling Security and Communication Efficiency in Federated Learning

Cross-device Federated Learning is an increasingly popular machine learning setting to train a model by leveraging a large population of client devices with high privacy and security guarantees. However, communication efficiency remains a major bottleneck when scaling federated learning to production environments, particularly due to bandwidth constraints during uplink communication. In this paper, we formalize and address the problem of compressing client-to-server model updates under the Secure Aggregation primitive, a core component of Federated Learning pipelines that allows the server to aggregate the client updates without accessing them individually. In particular, we adapt standard scalar quantization and pruning methods to Secure Aggregation and propose Secure Indexing, a variant of Secure Aggregation that supports quantization for extreme compression. We establish state-of-the-art results on LEAF benchmarks in a secure Federated Learning setup with up to 40$\times$ compression in uplink communication with no meaningful loss in utility compared to uncompressed baselines.

Optimal Membership Inference Bounds for Adaptive Composition of Sampled Gaussian Mechanisms

Given a trained model and a data sample, membership-inference (MI) attacks predict whether the sample was in the model's training set. A common countermeasure against MI attacks is to utilize differential privacy (DP) during model training to mask the presence of individual examples. While this use of DP is a principled approach to limit the efficacy of MI attacks, there is a gap between the bounds provided by DP and the empirical performance of MI attacks. In this paper, we derive bounds for the \textit{advantage} of an adversary mounting a MI attack, and demonstrate tightness for the widely-used Gaussian mechanism. We further show bounds on the \textit{confidence} of MI attacks. Our bounds are much stronger than those obtained by DP analysis. For example, analyzing a setting of DP-SGD with $\epsilon=4$ would obtain an upper bound on the advantage of $\approx0.36$ based on our analyses, while getting bound of $\approx 0.97$ using the analysis of previous work that convert $\epsilon$ to membership inference bounds. Finally, using our analysis, we provide MI metrics for models trained on CIFAR10 dataset. To the best of our knowledge, our analysis provides the state-of-the-art membership inference bounds for the privacy.

On the Importance of Difficulty Calibration in Membership Inference Attacks

The vulnerability of machine learning models to membership inference attacks has received much attention in recent years. However, existing attacks mostly remain impractical due to having high false positive rates, where non-member samples are often erroneously predicted as members. This type of error makes the predicted membership signal unreliable, especially since most samples are non-members in real world applications. In this work, we argue that membership inference attacks can benefit drastically from \emph{difficulty calibration}, where an attack's predicted membership score is adjusted to the difficulty of correctly classifying the target sample. We show that difficulty calibration can significantly reduce the false positive rate of a variety of existing attacks without a loss in accuracy.