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Spectral Norm of Random Kernel Matrices with Applications to Privacy

Authors: Shiva Prasad Kasiviswanathan and Mark Rudelson

Published in: LIPIcs, Volume 40, Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2015)


Abstract
Kernel methods are an extremely popular set of techniques used for many important machine learning and data analysis applications. In addition to having good practical performance, these methods are supported by a well-developed theory. Kernel methods use an implicit mapping of the input data into a high dimensional feature space defined by a kernel function, i.e., a function returning the inner product between the images of two data points in the feature space. Central to any kernel method is the kernel matrix, which is built by evaluating the kernel function on a given sample dataset. In this paper, we initiate the study of non-asymptotic spectral properties of random kernel matrices. These are n x n random matrices whose (i,j)th entry is obtained by evaluating the kernel function on x_i and x_j, where x_1,..,x_n are a set of n independent random high-dimensional vectors. Our main contribution is to obtain tight upper bounds on the spectral norm (largest eigenvalue) of random kernel matrices constructed by using common kernel functions such as polynomials and Gaussian radial basis. As an application of these results, we provide lower bounds on the distortion needed for releasing the coefficients of kernel ridge regression under attribute privacy, a general privacy notion which captures a large class of privacy definitions. Kernel ridge regression is standard method for performing non-parametric regression that regularly outperforms traditional regression approaches in various domains. Our privacy distortion lower bounds are the first for any kernel technique, and our analysis assumes realistic scenarios for the input, unlike all previous lower bounds for other release problems which only hold under very restrictive input settings.

Cite as

Shiva Prasad Kasiviswanathan and Mark Rudelson. Spectral Norm of Random Kernel Matrices with Applications to Privacy. In Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2015). Leibniz International Proceedings in Informatics (LIPIcs), Volume 40, pp. 898-914, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2015)


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@InProceedings{kasiviswanathan_et_al:LIPIcs.APPROX-RANDOM.2015.898,
  author =	{Kasiviswanathan, Shiva Prasad and Rudelson, Mark},
  title =	{{Spectral Norm of Random Kernel Matrices with Applications to Privacy}},
  booktitle =	{Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2015)},
  pages =	{898--914},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-939897-89-7},
  ISSN =	{1868-8969},
  year =	{2015},
  volume =	{40},
  editor =	{Garg, Naveen and Jansen, Klaus and Rao, Anup and Rolim, Jos\'{e} D. P.},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/LIPIcs.APPROX-RANDOM.2015.898},
  URN =		{urn:nbn:de:0030-drops-53435},
  doi =		{10.4230/LIPIcs.APPROX-RANDOM.2015.898},
  annote =	{Keywords: Random Kernel Matrices, Spectral Norm, Subguassian Distribution, Data Privacy, Reconstruction Attacks}
}
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