Utility/privacy trade-off as regularized optimal transport

• 成果类型: Article
• 署名作者: Boursier, Etienne; Perchet, Vianney
• 署名单位: Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Institut Polytechnique de Paris; ENSAE Paris
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-022-01811-w
• 发表日期: 2024
• 页码: 703-726
• 关键词: Discretization; optimization; assignment; algorithms

摘要

Strategic information is valuable either by remaining private (for instance if it is sensitive) or, on the other hand, by being used publicly to increase some utility. These two objectives are antagonistic and leaking this information by taking full advantage of it might be more rewarding than concealing it. Unlike classical solutions that focus on the first point, we consider instead agents that optimize a natural trade-off between both objectives. We formalize this as an optimization problem where the objective mapping is regularized by the amount of information revealed to the adversary (measured as a divergence between the prior and posterior on the private knowledge). Quite surprisingly, when combined with the entropic regularization, the Sinkhorn loss naturally emerges in the optimization objective, making it efficiently solvable via better adapted optimization schemes. We empirically compare these different techniques on a toy example and apply them to preserve some privacy in online repeated auctions.