Differentially private depth functions and their associated medians (2101.02800v3)

Abstract: In this paper, we investigate the differentially private estimation of data depth functions and their associated medians. We introduce several methods for privatizing depth values at a fixed point, and show that for some depth functions, when the depth is computed at an out of sample point, privacy can be gained for free when $n\rightarrow \infty$. We also present a method for privately estimating the vector of sample point depth values. Additionally, we introduce estimation methods for depth-based medians for both depth functions with low global sensitivity and depth functions with only highly probable, low local sensitivity. We provide a general result (Lemma 1) which can be used to prove consistency of an estimator produced by the exponential mechanism, provided the limiting cost function is sufficiently smooth at a unique minimizer. We also introduce a general algorithm to privately estimate a minimizer of a cost function which has, with high probability, low local sensitivity. This algorithm combines the propose-test-release algorithm with the exponential mechanism. An application of this algorithm to generate consistent estimates of the projection depth-based median is presented. Thus, for these private depth-based medians, we show that it is possible for privacy to be obtained for free when $n\rightarrow \infty$.