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Making Private User Data Accessible for Information Retrieval Research: Data Sharing with Differential Privacy Li Xiong Department of Mathematics and Computer Science Department of Biomedical Informatics Emory University Privacy Preserving IR Workshop (PIR) Santiago, Chile, August 13, 2015

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Making Private User Data Accessible

for Information Retrieval Research:

Data Sharing with Differential Privacy

Li Xiong

Department of Mathematics and Computer Science

Department of Biomedical Informatics

Emory University

Privacy Preserving IR Workshop (PIR)

Santiago, Chile, August 13, 2015

Using user data for IR research

• Query logs, web browsing sessions, location/context data

• Trend detection, web traffic monitoring, anomaly detection,

location/context-aware IR

• Privacy and confidentiality constraints

Original

Data

Sanitized

Records De-identification

anonymization

Traditional De-identification and Anonymization

• Attribute suppression, encoding, perturbation, generalization

• Subject to re-identification and disclosure attacks

The Infamous AOL Incident (2006)

The Genome Hacker (2013)

Original

Data

Statistics/

Models/

Synthetic

Records

Differentially Private

Data Sharing

Data Sharing with Differential Privacy

• More rigorous privacy guarantee

• Macro data (as versus micro data)

• Output perturbation (as versus input perturbation)

Outline

• Preliminaries: differential privacy

• Sharing web browsing data with differential

privacy for IR research

• Aggregated web visits

• Sequential patterns

• Challenges and discussion

Statistical Data Sharing

Original records Original histogram

Statistical Data Sharing: disclosure risk

Original records Original histogram Perturbed histogram

with differential privacy

Statistical Data Sharing: differential privacy

with output perturbation

Preliminaries: Differential Privacy

A privacy mechanism A gives ε-differential privacy if

for all neighbouring databases D, D’, and for any

possible output S ∈ Range(A),

Pr[A(D) = S] ≤ exp(ε) × Pr[A(D’) = S]

D D’

• D and D’ are neighboring databases if they differ in one record

• Laplace Mechanism

For example, for a single counting query Q over a dataset

D, returning Q(D)+Laplace(1/ε) gives ε-differential privacy.

Global

Sensitivity

Preliminaries: Differential Privacy

Preliminaries: Differential Privacy

• Composition properties

Sequential composition ∑iεi –differential privacy

Parallel composition max(εi)–differential privacy

Emory AIMS (Assured Information Management

and Sharing)

Outline

• Preliminaries: differential privacy

• Sharing user data with differential privacy for IR

research

• Aggregated user behavior

• Sequential user behavior patterns

• Challenges

Web Browsing Sessions

Web Browsing Sessions

Problem: Aggregated Web Visits

• Individual browsing sessions:

• Aggregation of web visits at time k:

𝑥𝑘𝑓𝑝

, 𝑥𝑘𝑛𝑒𝑤𝑠, …

𝑥𝑘𝑖 : the number of requests of page i at time k

𝑚 : total number of web pages

• Privacy goal: protect the presence of individual sessions

“msnbc.com”

𝒎 aggregates

Liyue Fan, Li Xiong, Vaidy Sunderam. Monitoring web browsing behavior

with differential privacy. WWW 2014

Problem: Single Aggregated Time-series

• A univariate, discrete Time-Series 𝐗 = {𝑥𝑘} with 0 ≤ 𝑘 < 𝑇

• xk: number of web page request at time k

• Other examples: hourly traffic counts at an intersection, daily

flu count

• Problem: Given time series X and differential privacy budget α,

release α-differentially private series R with high utility.

• Utility: relative error

k time

R

X

error

Baseline: Laplace Perturbation Algorithm (LPA)

Laplace Perturbation k time

At each time point k

𝑥𝑘

Aggregate time-series X

Released time-series R

k time • High perturbation error O(T)

𝑟𝑘 = 𝑥𝑘 + 𝜈, 𝜈~𝐿𝑎𝑝(1

𝛼/𝑇)

FAST: Filtering and Adaptive Sampling for Aggregate

Time-series monitoring

• Filtering – model-based posterior estimation

• Adaptive Sampling – feedback-based sampling

•L. Fan, L. Xiong. Real-Time Aggregate Monitoring with Differential Privacy CIKM 2012

•L. Fan, L. Xiong, V. Sunderam. FAST: Differentially Private Real-Time Aggregate Monitor with

Filtering and Adaptive Sampling (demo track). SIGMOD, 2013

Filtering: State-Space Model

• Process Model

𝑥𝑘+1 = 𝑥𝑘 + 𝜔

𝜔~ℕ(0, 𝑄)

• Measurement Model

𝑧𝑘 = 𝑥𝑘 + 𝜈 𝜈~𝐿𝑎𝑝(𝜆)

• Given noisy measurement 𝑧𝑘, how to estimate true state 𝑥𝑘 ?

Process noise

Measurement noise

𝑥𝑘 𝑥𝑘+1

𝑧𝑘 𝑧𝑘+1

Process

Perturbation

Posterior Estimation

• Denote ℤ𝑘 = 𝑧1, … , 𝑧𝑘 - noisy observations up to k

• Posterior estimate:

𝑥 𝑘 = 𝐸(𝑥𝑘|ℤ𝑘)

• Posterior distribution:

𝑓 𝑥𝑘 ℤ𝑘 =𝑓 𝑥𝑘 ℤ𝑘−1 𝑓(𝑧𝑘|𝑥𝑘)

𝑓 𝑧𝑘 ℤ𝑘−1

• Challenge:

𝑓 𝑧𝑘 ℤ𝑘−1 and 𝑓 𝑥𝑘 ℤ𝑘−1 are difficult to compute when

𝑓 𝑧𝑘 𝑥𝑘 = 𝑓𝜈 is not Gaussian

Filtering: Solutions

• Option 1: Approximate measurement noise with Gaussian

𝜈~ℕ(0, 𝑅)

→ the Kalman filter

• Option 2: Estimate posterior density by Monte-Carlo method

𝑓 𝑥𝑘 ℤ𝑘 = 𝜋𝑘𝑖 𝛿(𝑥𝑘 − 𝑥𝑘

𝑖 )

𝑁

𝑖=1

where {𝑥𝑘𝑖 , 𝜋𝑘

𝑖 }1𝑁 is a set of weighted samples/particles.

→ particle filters

•Liyue Fan, Li Xiong. Adaptively Sharing Real-Time Aggregates with

Differential Privacy. IEEE TKDE, 2014

FAST: Filtering and Adaptive Sampling for Aggregate

Time-series monitoring

• Filtering – model-based posterior estimation

• Adaptive Sampling – feedback-based sampling

Adaptive Sampling

26

• Fixed sampling – difficult to select sampling rate a priori

• Adaptive sampling - adjust sampling rate based on feedback from

observed data dynamics

Adaptive Sampling: PID Control

• Feedback error: measures how well the data model describes the

current trend

• PID error (Δ): compound of proportional, integral, and derivative errors

• Proportional: current error

• Integral: integral of errors in recent time window

• Derivative: change rate of errors

• Determines a new sampling interval:

𝐼′ = 𝐼 + 𝜃(1 − 𝑒Δ−𝜉𝜉 )

where 𝜃 represents the magnitude of change and 𝜉 is the set point for

sampling process.

• Synthetic Data with 1000 data points:

• Linear: process model

• Logistic: 𝑥𝑘 = 𝐴(1 + 𝑒−𝑘)−1

• Sinusoidal: 𝑥𝑘 = 𝐴 ∗ 𝑠𝑖𝑛(𝜔𝑘 + 𝜑) • Flu: CDC flu data 2006-2010, 209 data points

• Traffic: UW/intelligent transportation systems research 2003-2004,

540 data points

• Unemployment: ST. Louis Federal Reserve Bank, 478 data points

Evaluation: Data Sets

Flu Traffic

Illustration: Original data stream vs. released

data stream

• FAST provides less data volume and higher data utility/integrity with

formal privacy guarantee

Fixed Sampling vs. Adaptive Sampling

• Tradeoff between sampling error and perturbation error

• Adaptive sampling achieves close-to-optimal result without aprior

knowledge

Results: Utility vs. Privacy

31

Flu Traffic

Unemployment

Aggregated Browsing Behavior

• Individual browsing sessions:

• Aggregation of web visits at time k:

𝑥𝑘𝑓𝑝

, 𝑥𝑘𝑛𝑒𝑤𝑠, …

𝑥𝑘𝑖 : the number of requests of page i at time k

𝑚 : total number of web pages

“msnbc.com”

𝒎 aggregates

Univariate Time Series Models

• Individual models for each web page 𝑖

• Little prior knowledge: constant model

• Process Model 𝑥𝑘+1𝑖 = 𝑥𝑘

𝑖 + 𝜔𝑘𝑖 , 𝜔𝑘

𝑖 ~ℕ(0, 𝑄𝑖)

• Measurement Model 𝑧𝑘𝑖 = 𝑥𝑘

𝑖 + 𝜈𝑘𝑖 , 𝜈𝑘

𝑖 ~𝐿𝑎𝑝(0,𝑙𝑚𝑎𝑥

𝛼)

• Gaussian Approx.:

𝜈𝑘𝑖 ~ℕ(0, 𝑅)

Multivariate Time Series Models

• Web browsing behavior -> First-order Markov Chain [Cadez et al

2000]

• 𝑿𝑘 = (𝑥𝑘1, 𝑥𝑘

2, … 𝑥𝑘𝑚)𝑇 , 𝝎𝑘 = (𝜔𝑘

1 , 𝜔𝑘2 , …𝜔𝑘

𝑚)𝑇

• Process Model:

𝑿𝑘+1 = 𝑴 𝑿𝑘 + 𝝎𝑘, 𝝎𝑘~ℕ(𝟎,𝑸)

𝑴 =

𝑝1,1 ⋯ 𝑝1,𝑚

⋮ ⋱ ⋮𝑝𝑚,1 ⋯ 𝑝𝑚,𝑚

𝑸 =𝑄1,1 ⋯ 0⋮ ⋱ ⋮0 ⋯ 𝑄𝑚,𝑚

𝒑𝒊,𝒋: transition probability

from page j to page i 𝑸𝒊,𝒊: process noise variance

Evaluation: web browsing data

• MSNBC data set from UIC repository

• 989,818 browsing sessions

• 17 web page categories

• Longest session: 14,975 page requests

• Average session length: 4.7

• Simulated dynamic browsing sessions

• Poisson arrival model

• Random sample sessions

𝒍𝒎𝒂𝒙 = 𝟐𝟎, longer

sessions are truncated.

Generic Utility Measure

• Average Relative Error (ARE)

Top-k Mining

• Average Precision (AP)

Top-5 popular web pages

Distribution Similarity

• KL-divergence (distance)

Outline

• Preliminaries: differential privacy

• Sharing user data with differential privacy for IR

research

• Aggregated user behavior

• Sequential behavior patterns

• Challenges

Web Browsing Behavior: Sequential Patterns

Sequential Pattern Release: Prefix tree approach

Name Page visited

t1 t2 t3 …

Alice F B B …

Bob F S N …

Charlie S H H …

… … … … …

All: 100

F: 30 S: 70

SH: 40 SN: 30 SF: 0

Original Records

DP Prefix Tree

t1

t2

t3

• Accurate for prefix patterns

• Large aggregated error for substring patterns

Luca Bonomi, Li Xiong, Rui Chen, and Benjamin C. M. Fung. Frequent grams

based Embedding for Privacy Preserving Record Linkage. CIKM 2012

Sequential Pattern Release: Two-Phase

Approach

• Prefix tree miner for prefix patterns

• Compute top-k’ frequent patterns (k’>k)

• Transform the dataset to an optimal length-constrained

fingerprint

• Refine the frequency count of the top-k’ frequent patterns

for top-k patterns

A Two-Phase Algorithm For Mining Sequential Patterns with Differential

Privacy. In CIKM 2013

Differentially Private Sequential Pattern Sharing

• Prefix tree based approach

• Retains sequence information, both frequent

and infrequent

• Price: not accurate for frequent (substring)

sequences

• Differentially private frequent pattern mining

• Only care about frequent sequences given a

threshold

Non-private FSM – An Example

ID

100

200

300

400

500

Record

a→c→d

b→c→d

a→b→c→e→d

d→b

a→d→c→d

Database D

Sequence

{a}

{b}

{c}

{d}

Sup.

3

3

4

4

{e} 1

C1: cand 1-seqs

Sequence

{a}

{b}

{c}

{d}

Sup.

3

3

4

4

F1: freq 1-seqs

Sequence

{a→a}

{a→b}

{a→c}

{a→d}

Sup.

0

1

3

3

{b→a}

{b→b}

{b→c}

{b→d}

0

2

2

1

{c→a}

{c→b}

{c→c}

{c→d}

0

0

0

4

{d→a}

{d→b}

{d→c}

{d→d}

0

1

1

0

C2: cand 2-seqs

Sequence

{a→c}

{a→d}

{c→d}

Sup.

3

3

4

F3: freq 2-seqs

Scan D

Scan D

Scan D

Sequence

{a→a}

{a→b}

{a→c}

{a→d}

{b→a}

{b→b}

{b→c}

{b→d}

{c→a}

{c→b}

{c→c}

{c→d}

{d→a}

{d→b}

{d→c}

{d→d}

C2: cand 2-seqs

Sequence

{a→b→c}

C3: cand 3-seqs

Sequence

{a→b→c}

Sup.

3

F3: freq 3-seqs

Naïve Private FSM

ID

100

200

300

400

500

Record

a→c→d

b→c→d

a→b→c→e→d

d→b

a→d→c→d

Database D

Sequence

{a}

{b}

{c}

{d}

Sup.

3

3

4

4

{e} 1

C1: cand 1-seqs

noise

0.2

-0.4

0.4

-0.5

0.8

Sequence

{a→a}

{a→c}

{a→d}

{c→a}

{c→c}

{c→d}

{d→a}

{d→c}

{d→d}

C2: cand 2-seqs

Sequence

{a→a}

{a→c}

{a→d}

Sup.

0

3

3

{c→a}

{c→c}

{c→d}

0

0

4

{d→a}

{d→c}

{d→d}

0

1

0

C2: cand 2-seqs

noise

0.2

0.3

0.2

-0.5

0.8

0.2

0.3

2.1

-0.5

Scan D

Scan D

Sequence

{a→c→d}

C3: cand 3-seqs

{a→d→c}

noise

0

0.3

Sequence

{a→c→d}

Sup.

3

{a→d→c} 1

C3: cand 3-seqs

Scan D

Sequence

{a}

{c}

{d}

Noisy Sup.

3.2

4.4

3.5

F1: freq 1-seqs

Sequence

{a→c}

{a→d}

{c→d}

Noisy Sup.

3.3

3.2

4.2

F2: freq 2-seqs

{d→c} 3.1

Sequence

{a→c→d}

Noisy Sup.

3

F3: freq 3-seqs

Lap(|C2| / ε2)

Lap(|C1| / ε1)

Lap(|C3| / ε3)

Differentially Private Frequent Sequence Mining via

Sampling-based Candidate Pruning

• Observation: most candidate sequences are not frequent

• For k-Sequences

1. Generate candidate k-sequences Ck

2. Use k-th sample DB to prune candidate k-

sequences

3. Compute noisy supports of remaining candidate k-

sequences

Ck

kth

sample database

Prune

Ck’

Original Database

Compute

noisy support

Fk

Laplace

Mechanism

Original Database

mth

sample database2nd

sample database1st sample database

……

Partition

Shengzhi Xu, Sen Su, Xiang Cheng, Zhengyi Li, Li Xiong. Differentially

Private Frequent Sequence Mining via Sampling-based Candidate

Pruning. ICDE 2015

Experiments

• Mining Results vs. Threshold

MSNBC: F-score

MSNBC: RE

BIBLE: F-score

BIBLE: RE

House_Power: F-score

House_Power: RE

Discussions

• Domain knowledge is important

• Web browsing patterns using Markov models

• It is easier if you know what you want

• Aggregated counts vs. sequential patterns

• Frequent sequential patterns vs. all sequential

patterns

• Need user-friendly metrics for understanding

utility and privacy tradeoff

• Need more data and use case studies to evaluate

the feasibility and utility of using DP data for IR

research

Q: The synthetic data has noise, how can I trust

the data?

• In some cases, we can give reasonable utility

guarantees

• It will not replace the raw data, but to speedup

data access

Q: How to set epsilon?

• Understand the privacy risks of data

• Understand the value of data: pricing theory

Figure source: A Theory of Pricing Private Data, ICDT2013, TODS2014

Acknowledgement

• Research support

• Center for Comprehensive Informatics

• Woodrow Wilson Foundation

• Cisco research award

• Students

• James Gardner

• Yonghui Xiao

• Collaborators

• Andrew Post, CCI

• Fusheng Wang, CCI

• Tyrone Grandison, IBM

• Chun Yuan, Tsinghua

Acknowledgement

• Current PhD students

• Recent PhD graduates and visitors

• Funding Supports

THANK YOU

http://www.mathcs.emory.edu/aims

[email protected]

Location Cloaking: Challenges

• Road constraints

• Moving patterns

Location Cloaking: Problem Setting

• Users with true (unobservable) locations, share perturbed locations

• Need to guarantee true location is not disclosed even if an adversary

knows the moving patterns and previously released perturbed

locations

Location Cloaking: Proposed Solutions

Extended differential privacy:

• Compute prior probability of the

locations based on Markov

model

• Hide true location among the

probable locations

(indistinguishability set)

Perturbation mechanism:

• Planar Isotrophic Mechanism

Results: Perturbed Trace Illustration

Results: k-Nearest Neighbor Queries