Abstract 1 Introduction 2 Model and Preliminaries 3 General incompatibility of privacy and fairness 4 Positive results on restricted datasets 5 Near-optimal mechanism over the relaxation 6 Performance bounds for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍𝜶 7 Discussion References Appendix A Performance upper bound proofs Appendix B Performance lower bound proofs

Tradeoffs in Privacy, Welfare, and Fairness for Facility Location

Sara Fish ORCID School of Engineering and Applied Sciences, Harvard University, Cambridge, MA, USA    Yannai A. Gonczarowski ORCID Department of Economics and Department of Computer Science, Harvard University, Cambridge, MA, USA    Jason Z. Tang ORCID Department of Computer Science, Harvard University, Cambridge, MA, USA    Salil Vadhan ORCID School of Engineering and Applied Sciences, Harvard University, Cambridge, MA, USA
Abstract

The differentially private (DP) facility location problem seeks to determine a socially optimal placement for a public facility while ensuring that each participating agent’s location remains private. In order to privatize its input data, a DP mechanism must inject noise into its output distribution, producing a placement that will have lower expected social welfare than the optimal spot for the facility. The privacy-induced welfare loss can be viewed as the “cost of privacy,” illustrating a tradeoff between social welfare and privacy that has been the focus of prior work. Yet, the imposition of privacy also induces a third consideration that has not been similarly studied: fairness in how the “cost of privacy” is distributed across individuals. For instance, a mechanism may satisfy differential privacy with minimal social welfare loss, yet still be undesirable if that loss falls entirely on one individual. In this paper, we quantify this new notion of unfairness and design mechanisms for facility location that attempt to simultaneously optimize across these three objectives of privacy, social welfare, and fairness.

Under this setup, we first derive an impossibility result, showing that privacy and fairness cannot be simultaneously guaranteed over all possible datasets that could represent the locations of individuals in a population. We then consider a relaxation of the original problem that still requires worst-case differential privacy, but only seeks fairness and appealing social welfare over smaller, more “realistic-looking” families of datasets. For this relaxation, we construct a DP mechanism and demonstrate that it is simultaneously optimal (or, for a harder family of datasets, near-optimal up to small factors) on fairness and social welfare. This suggests that while there is a tradeoff between privacy and each of social welfare and fairness, there is no additional tradeoff when we consider all three objectives simultaneously, provided that the population data is sufficiently natural.

Keywords and phrases:
differential privacy, facility location, fairness, mechanism design
Funding:
Sara Fish: Supported by an NSF Graduate Research Fellowship and a Kempner Institute Graduate Fellowship.
Yannai A. Gonczarowski: Supported by the National Science Foundation (NSF-BSF grant No. 2343922) and Harvard FAS Inequality in America Initiative.
Salil Vadhan: Supported in part by NSF grant BCS-2218803.
Copyright and License:
[Uncaptioned image] © Sara Fish, Yannai A. Gonczarowski, Jason Z. Tang, and Salil Vadhan; licensed under Creative Commons License CC-BY 4.0
2012 ACM Subject Classification:
Theory of computation Design and analysis of algorithms
; Security and privacy Privacy-preserving protocols ; Theory of computation Algorithmic game theory and mechanism design
Related Version:
Full Version: https://arxiv.org/abs/2604.10443
Acknowledgements:
This paper is based on Tang’s undergraduate thesis [32], advised by Fish, Gonczarowski, and Vadhan.
Editor:
Huijia (Rachel) Lin

1 Introduction

The facility location problem in game theory and economics examines the scenario where a public facility should be placed to maximize the total welfare of its prospective users. While this social welfare objective is the primary focus of traditional literature on facility location [21, 8, 17, 29], differential privacy [9, 12] has recently become an additional important desideratum for applications that rely on personal data. Since the welfare-maximizing location for the facility may depend on sensitive information about the population (e.g., which members of the population would use the facility and where they reside), the facility location mechanism should not inadvertently leak its data inputs.

A facility location mechanism can only satisfy differential privacy (DP) by reducing its dependence on individualized data, which leads to lower social welfare compared to the optimal (but non-private) mechanism. While previous work in DP facility location attempts to minimize the total loss in welfare [20, 22, 15], this objective fails to consider the unfairness induced by the distribution of this welfare loss across participating agents.

For example, consider the facility location problem depicted by Figure 1, where an agent’s welfare is inversely related to their distance from the facility. Upon switching from the optimal facility placement to a potential placement chosen under differential privacy, the total distance between agents and the facility only increases moderately. However, Agent 4 bears almost all of that increase in distance while the remaining agents are minimally impacted. If, over the randomness of the DP mechanism, the changes in distance are frequently uneven across agents, then the mechanism might be undesirable as it introduces a new form of unfairness caused directly by the enforcement of privacy.

Refer to caption
Figure 1: A depiction of how the switch from the optimal mechanism to the differentially private one can disparately impact agent utilities. In this case, the change in distance to the facility differs significantly between agents, suggesting a new form of unfairness.

In this paper, we consider three objectives in facility location mechanism design simultaneously, by characterizing the tradeoff between privacy and its cost in terms of both social welfare and fairness. We require privacy through DP and introduce two metrics (or loss functions) to quantify the remaining objectives of social welfare and fairness. Both metrics are formulated by comparing the utilities of agents in two worlds: (1) the world where the location is selected via the optimal (but nonprivate) facility location mechanism 𝒯, and (2) the world where the facility location is selected via a DP mechanism .

  • The first loss function, SWDIFF, corresponds to social welfare. SWDIFF measures the difference in social welfare under the outputs of 𝒯 and and is standard in the literature.

  • The second loss function, FAIR, is our novel proposal and measures the maximum loss in utility experienced by an individual agent when we move from 𝒯 to . FAIR corresponds to fairness in the sense that minimizing it ensures no individual pays significantly for the imposition of privacy (in the spirit of Rawlsian social welfare in economics, which measures the minimum utility of any individual agent).

We analyze the facility location problem under these metrics. We focus specifically on the bounded and one-dimensional setting, under which the non-private optimum for SWDIFF is given by the median. We offer the following contributions.

  1. 1.

    Quantifying fairness under the imposition of privacy: We propose a new individual-utility-based notion of fairness, FAIR, as described above. This metric measures the extent to which privacy-induced welfare loss may be distributed unevenly among agents.

  2. 2.

    Impossibility result on achieving both privacy and fairness: We show that no meaningfully private (i.e., ϵ-DP for any reasonably small ϵ) facility location mechanism preserves fairness, as quantified by FAIR, for all possible arrangements (henceforth referred to as “datasets”) of agents.

  3. 3.

    Simultaneous privacy, social welfare, and fairness under a relaxation: The previous impossibility result only arises upon considering datasets that are “pathological” and unrepresentative of many real-world ones. We thus consider a relaxation of the problem where we still require mechanisms to be (pure) DP over all datasets, but only require good fairness and welfare over a smaller family of natural datasets. We propose and motivate two such families – datasets that are “collapsing towards the median” and datasets that are roughly “single-peaked at the median” – on which we demonstrate that there exists a DP mechanism that achieves optimal (or, for the latter harder family, near-optimal) bounds on SWDIFF and FAIR simultaneously. To arrive at this result, we establish three sets of technical results for each family:

    1. (a)

      Analyzing a strong DP mechanism: We first show that there exists a DP mechanism, 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α, that performs well on both SWDIFF and FAIR upon tuning its parameter value α. The mechanism is an instantiation of the “widened exponential mechanism” [26] for the median.

    2. (b)

      Deriving high probability upper bounds: We identify an optimal parameter value α=α and prove upper bounds on SWDIFF and FAIR for the mechanism 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over each family of datasets.

    3. (c)

      Deriving information-theoretic lower bounds: We prove information-theoretic lower bounds for SWDIFF and FAIR that must be incurred by any DP mechanism over each family of datasets.

    The key results from parts (b) and (c) are detailed in Table 1. All pairs of upper and lower bounds either match or nearly match up to small factors (see Table 1 caption), suggesting our proposed mechanism from (a) is simultaneously optimal on both SWDIFF and FAIR. This then implies that social welfare and fairness can co-exist when designing optimal private mechanisms for facility location.

Table 1: Lower and upper bounds on loss derived in Section 6. n is the number of agents, m is the maximum possible distance between agents, β is the DP failure probability, and λ is a parameter that is typically O(1/n). Our proposed ϵ-DP mechanism achieves all upper bounds simultaneously, and the lower bounds apply to all ϵ-DP mechanisms. The bounds match closely, with only minor discrepancies. Under typical assumptions λ=O(1/n) and ϵ=Θ(1), the extra 1/ϵ in the 𝒮𝒫λ upper bound on SWDIFF disappears, and the extra ln(nλ) factors are logarithmic relative to the leading n term in the denominator.
Dataset family Lower bound Upper bound achieved by 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α
Smaller family 𝒞𝒯 FAIR Ω(mnϵln1β) O(mnϵln1β)
SWDIFF Ω(mnϵ2(ln1β)2) O(mnϵ2(ln1β)2)
Larger family 𝒮𝒫λ FAIR Ω(mnϵln1β+mλ) O(mnϵlnnλβ+mλ)
SWDIFF Ω(mnϵ2(ln1β)2+mλ) O(mnϵ2(lnnλβ)2+mλϵ)
General datasets FAIR m/2
SWDIFF

Related Work

Our contributions connect to the broader literature on both DP facility location and intersections of fairness with DP.

DP Facility Location and Median-Finding.

Gupta, Ligett, McSherry, Roth, and Talwar [20] were among the first to consider the problem of DP facility location across general metric spaces, proposing a solution based on the “exponential mechanism” [27] with a social welfare score function. Subsequent work [22, 15, 14, 23, 24] has offered tighter runtime and utility bounds, including for relaxed versions of facility location originally proposed by Gupta et al. Other papers have focused on developing algorithms for related forms of privacy like local DP [7] and metric DP [13]. Likewise, significant literature has emerged on the closely-related problem of accurate and sample-efficient DP median estimation [11, 19, 34, 31, 2, 28]. However, to our knowledge, we are the first in the domain to examine the individual-utility loss vector (which is used in our objective FAIR) in addition to the more-commonly studied social welfare loss function. Studying these two utility-based metrics simultaneously allows us to characterize a tradeoff not previously addressed.

Fairness under DP.

The existing literature that analyzes fairness under DP constraints has done so with varying notions of fairness. The vast majority of research in this area has been for computer science contexts such as deep learning [16, 35], synthetic data [18], and federated learning [6], where fairness is typically characterized via standards from the field of algorithmic fairness [10]. We also analyze tradeoffs between privacy and fairness, but we do this within a more economic setting, where we use a comparison of agent utilities to measure fairness.

The two works most similar to ours are Pujol et al. [30] and Tran et al. [33], which study the impact of a DP data release (e.g., the release of noisy Census data) on the fairness of downstream economic problems. These papers both examine the tasks of fund allocation and voting rights decision rules. (Pujol et al. focus on simulations, while Tran et al. is a theoretical paper.) The measure of “bias” or unfairness utilized by both papers is similar in spirit to the one we propose, as it is also based on individual agent utility. We differ from Pujol et al. and Tran et al. in two primary ways. First, we analyze the facility location problem, which has a distinct nature compared to allocation and classification, thereby presenting unique challenges in enforcing DP. Second, both previous works focus on mechanisms that follow a particular structure: those that first release summary statistics data in a DP manner before using the noisy data to solve the downstream problem. In this sense, those papers measure how adding DP to an upstream data release impacts the fairness of the later allocation or classification problem (where no additional privacy layers are imposed). Meanwhile, we consider mechanisms that directly protect the “downstream” facility location problem through DP and assess how much that affects both fairness and social welfare.

2 Model and Preliminaries

2.1 Facility Location Framework

The canonical one-dimensional facility location problem is defined as follows.

Definition 1 (One-Dimensional Continuous Facility Location Setting).

Let there be n agents located on a continuous one-dimensional metric space V=[m/2,m/2] of diameter m>0 with metric d(x,y)=|xy|.

  • For each agent i, let xiV be the agent’s location, and denote a dataset of agent locations DVn by D=(x1,x2,,xn). Moreover, assume without loss of generality that the indices are sorted by location, i.e., x1x2xn.

  • Define utility and social welfare functions u:Vn×Vn and s:Vn×V that take as input a dataset D and a proposed facility location , as follows:

    • The utility function outputs an individual utility vector u(D,)n, where the ith component u(D,)i=d(xi,) is the utility of agent i given the facility placement and their location xi.

    • The social welfare function outputs the overall social welfare s(D,) of the placement, measured as the sum of utilities across agents i=1nu(D,)i.

  • Assume that the number of agents n is odd. This is solely for ease of exposition; analogous results hold for even n via slight adjustments in theorem statements and proofs.

While previous work [20, 22, 14] on differentially private facility location has examined more general metric spaces, we primarily consider one-dimensional continuous intervals as this constitutes the most fundamental instance of facility location where we can analyze the privacy, welfare, and fairness implications simultaneously.

Definition 2 (Facility location mechanisms).

Denote a general facility location mechanism by :VnV, which takes in an input dataset of agent locations D and outputs (possibly in a randomized manner) a facility location (D)V.

For every dataset D of agent locations, there exists a set 𝒪𝒯(D)=argmaxVs(D,) of optimal facility placements that maximize the resulting social welfare. This set 𝒪𝒯(D) then induces an optimal facility location mechanism 𝒯, which takes as input a dataset D and outputs a facility location 𝒯(D) selected from 𝒪𝒯(D).

In the one-dimensional model, it is well-known that the set 𝒪𝒯(D) of optimal facility location(s) occur at or between the most central points:

Proposition 3 (Optimal facility location is the median).

Over V=[m/2,m/2], the optimal set of facility locations for any dataset D, sorted as x1xn, is given by

𝒪𝒯(D)={{xn/2},n odd;[xn/2,xn/2],n even.

Proposition 3 clarifies why it is helpful notationally to adopt the assumption that n is odd: since 𝒪𝒯(D) is a singleton when n is odd, 𝒯 is deterministic and uniquely defined.

2.2 Differential Privacy

While there are many mechanisms for facility location, we are interested only in ones that satisfy differential privacy (DP) [12]. Roughly speaking, differential privacy requires that a mechanism treat similar datasets similarly, where we use the change-one notion of similarity.

Definition 4 (Change-one distance).

Let D,DVn be two datasets that each contain n agent locations. Viewing D and D as size-n multisets over elements in V, the change-one distance dco:Vn×Vn0 between D and D is given by dco(D,D)=|DD| where denotes multiset difference, i.e., the number of elements (counting multiplicity) that lie in D but not D. Two datasets D,DVn are neighboring if dco(D,D)=1.

The notion of neighboring datasets helps define the concept of differential privacy.

Definition 5 (Differentially Private Mechanism [9, 12]).

A mechanism :Vn𝒴 that takes in datasets from Vn satisfies ϵ-differential privacy (ϵ-DP) when

Pr[(D)S]eϵPr[(D)S]

for all neighboring datasets D,D and subsets S of the mechanism’s codomain 𝒴.

We typically require ϵ=O(1) so that DP provides meaningful privacy protection. Additionally, we generally assume n1/ϵ for an ϵ-DP mechanism ; this is necessary for to have nontrivial performance on the mechanism’s primary goal (in our setting, this would be good social welfare). Note that we use the “pure” notion of DP like many related papers [20, 30, 33], but similar median-finding problems can behave quite differently under approximate DP [5].

2.3 Utility-based metrics for fairness and social welfare

We are interested in the tradeoff between privacy, social welfare, and fairness within facility location. We require privacy via differential privacy. We now define our metrics for social welfare and fairness. Both metrics compare a DP mechanism ’s output location (D) (or more generally, any proposed facility location ) to the optimal but nonprivate mechanism 𝒯’s output location 𝒯(D).

Definition 6 (SWDIFF and FAIR).

Both of the following functions take as input a dataset of agent locations D and a proposed facility location . In both, 𝒯 is any optimal mechanism.

  1. 1.

    Social welfare difference:

    SWDIFF(D,) =s(D,𝒯(D))s(D,).
  2. 2.

    Maximum individual loss in utility:

    FAIR(D,,𝒯)=maxi{1,2,,n}LOSS(D,,𝒯)i,

    where LOSS(D,,𝒯)=𝔼T[u(D,𝒯(D))]u(D,) is the individual utility loss vector of switching the facility from 𝒯(D) to .

When 𝒯(D) is uniquely defined (i.e., when 𝒪T(D) is a singleton), we can drop 𝒯 as an input for FAIR and simply denote FAIR(D,,𝒯) as FAIR(D,). In particular, since 𝒯(D) is deterministic by our assumptions that n is odd and V is one-dimensional, we henceforth only write FAIR(D,).

The formulation of SWDIFF is standard in the literature for measuring social welfare loss due to DP [20]. Meanwhile, FAIR is an unstudied metric for unfairness, reminiscent of the loss functions used in [30, 33] to analyze DP data releases. FAIR accounts for utility losses on an individual level. By penalizing for the worst-off agent’s utility loss upon switching from 𝒯 to , we ensure that no individual is disproportionately harmed by the imposition of privacy.

Observe that the smallest possible SWDIFF and FAIR are both 0, achieved by any optimal facility placement 𝒯(D), and the largest possible SWDIFF and FAIR are mn and m, respectively, where m is the diameter of the space and n is the number of agents.

2.4 Closed forms for 𝐅𝐀𝐈𝐑 and 𝐒𝐖𝐃𝐈𝐅𝐅

It turns out the conceptually intuitive formulations of SWDIFF and FAIR can be transformed into mathematically useful ones. For one, FAIR under an outputted facility location can be written cleanly as its distance from the optimal location 𝒯(D).

Theorem 7 (FAIR closed form).

For every dataset D and proposed facility location V=[m/2,m/2], it holds that FAIR(D,)=d(𝒯(D),).

Meanwhile, to derive a closed form for SWDIFF, we must first characterize the set of agents most negatively impacted by a suboptimal facility placement.

Definition 8 (Set of crossed agents).

For a given dataset D and proposed facility location V=[m/2,m/2], define the set of crossed agents C(D,) by

C(D,)={{i:i<n/2 and xi[,𝒯(D)]},if <𝒯(D){i:i>n/2 and xi[𝒯(D),]},if >𝒯(D),if =𝒯(D).

In words, C(D,) represent the indices of agents that are “crossed” when the facility location is moved along V from 𝒯(D) to .

Intuitively, C(D,) is the set of agents we have to “pay” for (in units of SWDIFF) when we move from 𝒯(D) to a suboptimal location .

Theorem 9 (SWDIFF closed form).

For every dataset D and proposed facility location V=[m/2,m/2], it holds that

SWDIFF(D,)=d(𝒯(D),)+2jCd(xj,)

where C=C(D,) is the set of crossed agents.

The proofs of Theorems 7 and 9 are in the full version of the paper.

3 General incompatibility of privacy and fairness

We now turn towards the analysis of how DP mechanisms perform on SWDIFF and FAIR. We first demonstrate that a DP mechanism cannot possibly do well on fairness for all inputs.

Theorem 10 (Incompatibility of DP and fairness over all datasets).

For every ϵ-DP facility location mechanism :VnV on the interval V=[m/2,m/2], there exists a dataset D of agent locations for which

FAIR(D,(D))m/2

with probability at least 11+eϵ.

Proof.

We consider a pair of datasets D and D that are commonly used to prove accuracy lower bounds for DP medians. Let D be a dataset with n/2 agents at m/2 and n/2 agents at m/2, and let D be a dataset with n/2 agents at m/2 and n/2 agents at m/2. Note that D and D can be viewed as neighbors since we can transform D into D by moving one agent from m/2 to m/2.

Since 𝒯(D)=m/2 and 𝒯(D)=m/2, the closed form for FAIR from Theorem 7 implies that FAIR(D,(D)) is at least m/2 when (D)0 and FAIR(D,(D)) is at least m/2 when (D)0. However, it holds by DP that eϵPr[(D)0]Pr[(D)0] so

min(Pr[(D)0],Pr[(D)0]) min(1Pr[(D)0],eϵPr[(D)0])
eϵ1+eϵ

where the second inequality follows by setting Pr[(D)0] equal to 11+eϵ to make the two terms in the min expression coincide.

Under the typical expectation that ϵ1 for DP mechanisms, the above theorem implies that any DP mechanism is bound to have egregious FAIR with probability at least 1/(1+ϵ)>25% on some dataset.

4 Positive results on restricted datasets

Since Theorem 10 says that privacy is inherently incompatible with fairness across general datasets, we next consider a relaxation of the problem commonly adopted in the DP literature [11, 28, 3, 4, 2, 34] when preserving utility over all datasets is infeasible. Specifically, we consider smaller families of datasets where we can feasibly expect good (low) FAIR and SWDIFF while maintaining differential privacy over all datasets. Because the datasets that produce impossibility results are more “pathological” than what may we expect of real-world datasets, we might not actually need our DP mechanism to do well over those engineered datasets for it to be generally useful. In particular, we propose two “natural” families of datasets, 𝒞𝒯 and 𝒮𝒫, that guarantee the optimal facility location does not differ drastically across neighboring datasets.

Definition 11 (𝒞𝒯 family).

Call a dataset D collapsing towards the median if agents are packed increasingly tightly as they near the median (and optimal facility location) xn/2:

  • |xi+1xi||xj+1xj| for all 1i<jn/21, and

  • |xixi1||xjxj1| for all n/2+1j<in.

Define 𝒞𝒯 as the family of all datasets DVn that are collapsing towards the median.

Datasets that collapse towards the median are appealing because they cleanly ensure concentration around the median agent and the nonexistence of two (or more) peaks of agent density, which help rule out the problematic datasets from the above example. However, the collapsing condition may be too stringent for real-world datasets to fully obey.

Thus, we also consider a larger family of datasets that are close to nice absolutely continuous density distributions P over the space V. For any distribution P, let FP denote its CDF (so FP()=PrpP[p]) and let fP denote its PDF.

Definition 12 (Kolmogorov-Smirnov Distance [25]).

Let D,D be two distributions over the reals, and let F,F:[0,1] be their respective CDFs. The Kolmogorov-Smirnov (K-S) distance between F and F is given by

KS(F,F)=supx|F(x)F(x)|.

Notationally, we will also refer to the K-S distance between D and D as KS(F,F).

Definition 13 (𝒮𝒫 family).

Call a density distribution P over Vsingle-peaked at V if fP(x)fP(y) for all x,yV satisfying either xy or xy. Let 𝒫 be the class of all distributions over V that are single-peaked at FP1(0.5).

For any fixed λ0, define 𝒮𝒫λ as the family of all datasets DVn for which there exists a distribution P𝒫 such that the K-S distance between D and P is at most λ.

𝒮𝒫 has a natural distributional interpretation. If one interprets an observed dataset D as a set of n i.i.d. samples from a true single-peaked distribution P𝒫 of agent locations, then 𝒮𝒫λ for λ=Θ(1/n) is the collection of datasets that, accounting for sampling error, could arise with nontrivial probability.

While 𝒞𝒯 and 𝒮𝒫 are similar to common distributional assumptions in the median-finding literature, they come with their limitations. Notably, the demand for single-peakedness excludes distributions with a stable median but multiple local peaks. Other papers [28, 34] have previously proposed alternative distributional requirements that better handle this case, and a natural follow-up would be to extend our work to those formulations.

5 Near-optimal mechanism over the relaxation

We now propose a DP mechanism 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α that performs well on both SWDIFF and FAIR for the two dataset families. We build the mechanism on the (continuous) exponential mechanism of McSherry and Talwar [27], which uses a scoring function with low sensitivity.

Definition 14 (Global sensitivity with respect to data).

For any function f:Vn×𝒫 that takes a dataset in Vn and a vector of parameters p𝒫, define the global sensitivity of f with respect to the data as

Δf=maxp𝒫maxneighboring D,DVn|f(D,p)f(D,p)|

The sensitivity captures the worst-case pair of neighboring datasets and parameter configuration, where f exhibits the biggest change. The sensitivity of the function f we care about dictates the amount of noise that the DP mechanism must have.

Definition 15 (Continuous Exponential Mechanism).

Suppose s:Vn×𝒴 is a scoring function with global sensitivity Δs over datasets D in Vn and outcomes y from a continuous outcome space 𝒴. Define the continuous exponential mechanism :Vn𝒴 where the PDF f,D of (D) satisfies

f,D(y)=exp(ϵ2Δss(D,y))𝒴exp(ϵ2Δss(x,z))𝑑z.

Intuitively, the exponential mechanism seeks to preserve the selected output’s performance under the scoring function. To maintain privacy, it does not always take the best-scoring outcome, instead performing a smoothing such that the probability an outcome is selected increases exponentially with its score. In our case, we base the score off of how far the proposed facility placement is from the optimal placement, as is often done in DP mechanisms for the median.

Definition 16 (Percentile loss function).

Recall that we denote the ranked ordering of agent locations in D by x1x2xn. Define a percentile loss function q:Vn×V{0,1,,n/2} given by

q(D,a)={mini{1,2,n}:a[xi,𝒯(D)]|n/2i|,if a[x1,𝒯(D)];mini{1,2,,n}:a[𝒯(D),xi]|n/2i|,if a(𝒯(D),xn];n/2,otherwise.

Roughly speaking, q ranks the proposed location a among x1,x2,,xn and measures the number of points xi between a and xn/2. We call q a percentile loss function because 1nq(D,a) measures approximately how many percentile points away a is from 𝒯(D). Among all outputs V, 𝒯(D) has the lowest value with respect to q, which makes q a loss function. We thus use q as the score in an exponential mechanism. We first consider a widened variant of our loss function to account for the continuity of V (see, e.g., [1]).

Definition 17 (Widened percentile loss function).

For any fixed α[0,1], define the widened percentile loss function pα(D,)=mina:|a|αmq(D,a).

This widening technique is roughly equivalent to binning the continuous space V into bins of width αm. It smoothens the loss function over the output range V, which is necessary to ensure acceptable performance for datasets D with sharp concentration around 𝒯(D). Consider, for example, a dataset D where all n points are stacked at 0. Note that all outputs 0 look indistinguishable under q, but the widened pα would credit a small band α around 0 as “good.” This allows the following DP mechanism to have sufficient probability mass around the high quality outputs y close to 𝒯(D), even when the set of such y has small measure.

We are now ready to formulate the optimal DP mechanism, which is reminiscent of other DP mechanisms for the median [26].

Definition 18 (Widened percentile mechanism).

For any fixed α, define the facility location mechanism 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α as an exponential mechanism with score pα where the PDF fp(D,) of 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D) is given by fp(D,)exp(ϵ2pα(D,)).

Lemma 19 (𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α is ϵ-DP).

For every choice of α[0,1], the score pα has sensitivity 1 and thus the mechanism 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α is ϵ-DP.

This proof is straightforward and is in the full paper version. As an aside, also note that 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α has polynomial runtime O(nlogn), which is not always the case for exponential mechanisms. Sorting the agents is the most expensive operation. Afterwards, scoring and sampling (with the associated probabilities) each only take a linear pass: because pα(D,) is piecewise constant with n+1 pieces P0P1Pn=V, the output of the exponential mechanism can be generated by first sampling a piece Pi with the correct probability (proportional to |Pi|exp(ϵp/2), where p is the value of pα(D,) for all Pi) and then sampling uniformly from Pi.

6 Performance bounds for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍𝜶

We now benchmark 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α by deriving high probability upper and lower bounds for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α on our two loss metrics FAIR and SWDIFF, restricted to datasets in 𝒞𝒯 and 𝒮𝒫λ. The general framework for doing so is to first bound pα, the loss directly controlling 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α’s outputs, and then translate this into bounds for FAIR and SWDIFF.

Theorem 20 (High probability upper bound on pα for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒞𝒯).

There exists a universal constant C such that for every α,β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/(αβ)), it holds for every D𝒞𝒯 that

pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(1ϵmax[1,ln(1αβnϵ)])

with probability at least 1β.

Theorem 21 (High probability upper bound on pα for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒮𝒫λ).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/(αβ)), it holds for every D𝒮𝒫λ that

pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(1ϵmax[1,ln(λαβn)])

with probability at least 1β.

These theorems provide, under usual DP size assumptions (small ϵ and large nϵ), a guarantee on the magnitude of pα for 𝒞𝒯 and 𝒮𝒫λ with failure probability at most β.

Proof sketch for Theorem 21.

The proof stems from (1) first constructing the dataset with the highest likelihood of producing a large pα under 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α, and (2) demonstrating that even on the worse-case dataset, the value of pα is bounded. More concretely, for step (1) we can show the following lemma.

Lemma 22.

Fix λ0 and let s=λn1. For every fixed k{0,1,,n/2}, the probability Pr[pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D)k] obtains its minimum across D𝒮𝒫λ on the dataset Dk𝒮𝒫 with n/2+k points at m/2, s points at m/2, and the remaining n/2ks points spaced at m/2+imn/2k+λn for i={1,2,,n/2ks}. (See Figure 2.)

Figure 2: Depiction of Dataset Dk𝒮𝒫, a worst-case dataset in 𝒮𝒫λ for Lemma 22. Blue points indicate agent locations along V.

For Step (2), we can then reference the worst-case datasets from Lemma 22. For any fixed k, the probability pα(Dk𝒮𝒫,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(Dk𝒮𝒫)) exceeds k is an upper bound on the probability that pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D)) exceeds k for every D𝒮𝒫λ. We can then bound the former probability via the structure of the exponential mechanism. Using the geometric formula to collapse similar exponential terms, we can demonstrate that
Pr[pα(Dk𝒮𝒫,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(Dk𝒮𝒫))>k]1exp(ϵ2n/2)1exp(ϵ2)1α(n/2k)exp(ϵ2(k+1)).

Upper bounding the right hand side by a desired failure probability β and inverting the inequality demonstrates that for every DVn, the mechanism output 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D) will satisfy

pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(1ϵmax[1,ln1αβnϵ])

with probability at least 1β.

Optimizing over α and relating pα,FAIR, and SWDIFF via Section 2.4, we can transfer Theorems 20 and 21 into bounds for FAIR and SWDIFF seen in Table 1.

Theorem 23 (High probability bound on FAIR for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒞𝒯).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/β), it holds for every D𝒞𝒯 that

FAIR(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(mnϵln1β)

with probability at least 1β for widening parameter α=1/(nϵ).

Theorem 24 (High probability bound on FAIR for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒮𝒫λ).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/β) and nβ/λ, it holds for every D𝒮𝒫λ that

FAIR(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(mnϵlnnλβ+mλ)

with probability at least 1β for widening parameter α=1/(nϵ).

Theorem 25 (High probability bound on SWDIFF for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒞𝒯).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/β), it holds for every D𝒞𝒯 that

SWDIFF(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(mnϵ2(ln1β)2)

with probability at least 1β for widening parameter α=1/(nϵ).

Theorem 26 (High probability bound on SWDIFF for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒮𝒫λ).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/β) and nβ/λ, it holds for every D𝒮𝒫λ that

SWDIFF(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(mnϵ2(lnnλβ)2+mλϵlnnλβ)

with probability at least 1β for widening parameter α=1/(nϵ).

For the full proof details over 𝒮𝒫λ, see the appendix; meanwhile, the proofs for 𝒞𝒯 are analogous and available in the full paper version. Note that these bounds are considerable improvements over the one in Theorem 10. Moreover, these upper bounds are tight, which we show by proving matching lower bounds.

We generally construct lower bounds via the same intuition used in Theorem 10. To find the most adversarial pair of datasets D,D within the dataset family, we roughly seek to maximize the difference between 𝒯(D) and 𝒯(D) while keeping dco(D,D) small. The fact that similar datasets must have similar outputs under then implies unavoidably large FAIR under one of D or D. Specifically, we use the following result.

Theorem 27 (Direct Lower Bound).

Let D1,D2Vn be two distinct datasets and let Y1,Y2 be disjoint subsets of the outcome space 𝒴. For every ϵ-DP mechanism :Vn𝒴, it must hold that

mini{1,2}Pr[(Di)Yi]edco(D1,D2)ϵedco(D1,D2)ϵ+1

where dco(D1,D2) is the change-one distance between the two datasets.

The sets Yi here represent the range of outputs that are “good” (as measured by amount of loss with respect to a loss metric) for a particular dataset Di. Therefore, for two datasets with different “good output ranges,” Theorem 27 demonstrates that the similarity in their output distributions under DP will limit the likelihood that the actual output falls into the desirable ranges.

Theorem 28 (Lower Bound for FAIR over 𝒞𝒯).

There exist β>0 and C such that for every n5, every ϵ(0,1) satisfying nϵC, and every ϵ-DP mechanism , it holds for some D𝒞𝒯 that

FAIR(D,(D))=Ω(mnϵln1β)

with probability at least β.

Theorem 29 (Lower Bound for FAIR over 𝒮𝒫λ).

There exist β>0 and C such that for every n5, every ϵ(0,1) satisfying nϵC, and every ϵ-DP mechanism , it holds for some D𝒮𝒫λ that

FAIR(D,(D))=Ω(mnϵln1β+mλ)

with probability at least β.

The proof for Theorem 28 is essentially a subset of the proof for Theorem 29. We provide a sketch of the latter and a full version can be found in the appendix.

Proof sketch for Theorem 29.

We split the lower bound into two. We first show that FAIR is often at least Ω(m/(nϵ)ln(1/β)) on some dataset by considering D0,Dγ𝒮𝒫λ of the visual structure depicted in Figure 3. We then show that FAIR is often at least Ω(mλ) on some dataset by considering neighboring D1,D2𝒮𝒫λ with distant optimal facility locations; see Figure 4. Combining the two subresults gives the desired final lower bound.

The same datasets used to prove Theorems 28 and 29 also directly yield bounds over SWDIFF.

Theorem 30 (Lower Bound for SWDIFF over 𝒞𝒯).

There exist β>0 and C such that for every n5, every ϵ(0,1), and every ϵ-DP mechanism , it holds for some D𝒞𝒯 that

SWDIFF(D,(D))=Ω(mnϵ2(ln1β)2)

with probability at least β.

Theorem 31 (Lower Bound for SWDIFF over 𝒮𝒫λ).

There exist β>0 and C such that for every n5, every ϵ(0,1) satisfying nϵC, and every ϵ-DP mechanism , it holds for some D𝒮𝒫λ that

SWDIFF(D,(D))=Ω(mnϵ2(ln1β)2+mλ)

with probability at least β.

(a) Depiction of Dataset D0. Blue points indicate agent locations along V.
(b) Depiction of Dataset Dγ. Red points indicate agent locations along V.
Figure 3: The datasets D0 and Dγ that imply a lower bound of Ω(m/(nε)ln(1/β)).
(a) Depiction of Dataset D1. Blue points indicate agent locations along V.
(b) Depiction of Dataset D2. Red points indicate agent locations along V.
Figure 4: The datasets D1 and D2 that imply a lower bound of Ω(mλ). Observe that the two datasets share n1 points and only differ in the median agent.

7 Discussion

The lower bounds for 𝒞𝒯 in Theorems 28 and 30 match exactly with their counterparts in Theorems 23 and 25, so 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α is fully optimal on both FAIR and SWDIFF for 𝒞𝒯. Meanwhile, the lower bounds on 𝒮𝒫λ also match closely to the upper bounds from Theorems 24 and 26. The only discrepancies are the presence of additional max(1,ln(nλ)) factors in the upper bounds and an extra 1/ϵ factor on mλ in the SWDIFF upper bound. However, these extra terms are small enough that we would consider them largely unsubstantial. Indeed, under the common assumptions that ϵ=Θ(1) and λ=O(1/n), the max is O(lnn) and thus logarithmic relative to the factor of n in the overall term’s denominator, and the 1/ϵ factor is Θ(1). Both differences are minor enough that we consider the differentially private mechanism 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α to be virtually optimal on both FAIR and SWDIFF for 𝒮𝒫λ.

Thus, 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α’s performance relative to the lower bounds on 𝒞𝒯 and 𝒮𝒫λ suggests that on each of our two families, FAIR and SWDIFF can be simultaneously optimized over DP mechanisms. Therefore, while there is a tradeoff between privacy and each of social welfare and fairness in facility location mechanism design, there is no additional tradeoff when we consider all three objectives simultaneously, provided that the population data is sufficiently natural.

There are a few directions for future work. First, one could focus on reconciling the small mismatches in bounds that still remain. Additionally, it may be worth analyzing this same tradeoff under different distributional assumptions used for similar relaxations in the DP median-finding literature [11, 28, 3, 4, 2, 34]. While we offer motivation for the families 𝒞𝒯 and 𝒮𝒫λ, one weakness of our conditions is that the single-peakedness property may still be too strong and not strictly necessary for a DP facility location mechanism to achieve reasonable utility. Moreover, it would be insightful to expand this framework to more general facility location settings in higher dimensional metric spaces, as the social welfare and fairness scoring functions are likely less well-behaved in those more complex settings. Lastly, it could be interesting to consider how the performance and fairness guarantees change under looser forms of differential privacy, such as approximate DP or other variants.

References

Appendix A Performance upper bound proofs

We offer a more complete proof of Theorems 24 and 26 for 𝒮𝒫λ. The proofs for 𝒞𝒯 are analogous and available in the full version of this paper.

We first characterize the “worst-case” datasets in 𝒮𝒫λ under which it is most likely that pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D)) is large. We take the following lemma for granted, but it can be proven via a greedy construction (details in full paper version).

Lemma 32.

Fix λ0 and let s=λn1. For every fixed k{0,1,,n/2}, the probability Pr[pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D)k] obtains its minimum across D𝒮𝒫λ on the dataset Dk𝒮𝒫 with n/2+k points at m/2, s points at m/2, and the remaining n/2ks points spaced at m/2+imn/2k+λn for i={1,2,,n/2ks}.

Theorem 33 (High probability upper bound on pα for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒮𝒫λ).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/(αβ)), it holds for every D𝒮𝒫λ that

pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(1ϵmax[1,ln(λαβn)])

with probability at least 1β.

Proof of Theorem 21.

For brevity, denote the 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α mechanism by αmed throughout. Let s be the largest integer for which λ>s/n. For every fixed k{0,1,n/2}, applying the exponential mechanism weighting to the dataset Dk𝒮𝒫 from Lemma 32 will result in an unnormalized mass of αm for the event pα(Dk𝒮𝒫,αmed(Dk𝒮𝒫))k. Meanwhile, an overestimate on the unnormalized mass M for the entire outcome space is given by

M=αm+mn/2k+nλi=k+1n/2s+1exp(ϵ2i)+(mm(n/2sk)n/2k+nλ)exp(ϵ2(k+1)),

which simplifies via the geometric series formula to be

M =αm+(m(1exp(ϵ2(n/2sk+1)))(n/2k+nλ)(1exp(ϵ2))+m(nλ+s)n/2k+nλ)exp(ϵ2(k+1))
αm+m2nλn/2k1exp(ϵ2n/2)1exp(ϵ2)exp(ϵ2(k+1)).

Therefore, we can establish the bound

Pr[pα(Dk𝒮𝒫,αmed(Dk𝒮𝒫))>k] =1Pr[pα(Dk𝒮𝒫,αmed(Dk𝒮𝒫))k]
1αmM
Mαmαm
1exp(ϵ2n/2)1exp(ϵ2)1α(n/2k)exp(ϵ2(k+1))

from which we are assured

Pr[pα(D,αmed(D))>k]β

for all k{0,1,,n/2} that satisfy

1exp(ϵ2n/2)1exp(ϵ2)1α(n/2k)exp(ϵ2(k+1))β,

or equivalently,

k1+2ϵln(2nλαβ(n/2k)1exp(ϵ2n/2)1exp(ϵ2)). (1)

If k=0 makes the right hand side negative, then we immediately obtain the desired result. Otherwise, if this is not the case, we can consider the nonnegative quantity

k=1+2ϵln(4nλαβn/21exp(ϵ2n/2)1exp(ϵ2)),

which we claim satisfies Inequality (1). Again noting that

1exp(ϵ2n/2)1exp(ϵ2)n/2

implies

k1+2ϵln(4nλαβ).

Therefore, there must exist a constant C2 for which n/2Ck if we choose a sufficiently large constant C such that nϵCln(1/(αβ)). Substituting into the previous inequality demonstrates that k fulfills Inequality (1). It thus holds that with probability at least 1β, we have

pα(D,αmed(D))max(0,k) =O(1ϵmax[1,ln(λαβ1exp(ϵ2n/2)1exp(ϵ2))])
=O(1ϵmax[1,ln(λαβn)])

by noting that 1exp(ϵ2n/2)1exp(ϵ2)=O(1/ϵ) as before. This theorem holds for general α but we will later optimize over α to produce the tightest possible result for FAIR and SWDIFF. It turns out we will select α=1/(nϵ), upon which one can verify that Theorem 21 simplifies to the following corollary.

Corollary 34 (Theorem 20 with α=1/(nϵ)).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/β) and nβ/λ, it holds for every D𝒮𝒫λ that

pα(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(1ϵlnnλβ)

with probability at least 1β for widening parameter α=1/(nϵ).

Observe that the nβ/λ condition is necessary for technical precision, but does not impose any “new” constraint since we generally assume λ=Θ(1/n).

We now transfer the bound from pα over to FAIR by relating the two loss functions. We first utilize a lemma which formalizes the idea that the “most spread out” (with respect to its median) distribution P𝒫 is the uniform distribution.

Lemma 35.

Let F be the CDF for some distribution P𝒫. Then, for every V, it holds that

|F1(0.5)|2m|0.5F()|.

This result now allows us to relate density of agents, represented by expressions involving F, to distances over 𝒫, represented by expressions involving F1. This gives us a mapping between the bound on pα to one on FAIR.

Theorem 36 (High probability bound on FAIR for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒮𝒫λ).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/β) and nβ/λ, it holds for every D𝒮𝒫λ that

FAIR(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(mnϵlnnλβ+mλ)

with probability at least 1β for widening parameter α=1/(nϵ).

Proof.

Let P be a distribution in 𝒫 that D is λ away from in K-S distance, and let F,Fn be the CDFs of P and D respectively. Set F1(0.5)=t and Fn1(0.5)=tn with η=|tnt|. Finally, let a=argmina:|a|αmq(D,a). We now have

FAIR(D,)=|tn| |tna|+αm
|ta|+η+αm
m|0.5F(a)|+η+αm
m(|Fn(tn)F(a)|+1n)+η+αm
m(|Fn(tn)Fn(a)|+1n+λ)+η+αm
mn(p(D,)+1)+mλ+η+αm

where we utilize Lemma 35. We can bound η via another application of Lemma 35. We have that

η=|ttn| 2m|F(t)F(tn)|
2m(|F(t)Fn(tn)|+|Fn(tn)F(tn)|)2m(1n+λ)

so the previous inequality becomes

FAIR(D,)mn(p(D,)+1)+2mn+3mλ+αm.

Then, via the result of Theorem 33, we have that FAIR(D,) is at most

mnO(1ϵmax[1,ln(λαβn)])+3mλ+αm (2)

with probability 1β for a general widening parameter α if nϵ is sufficiently larger than ln(1/α). As discussed in Corollary 34, we can select α=α=1/(nϵ) and apply Theorem 33 if nϵ is bigger than a sufficiently large constant. Combining Corollary 34 with (2) immediately gives for any DDλ that

FAIR(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(mnϵlnnλβ+mλ)

with probability at least 1β.

We can build off Theorems 33 and 36 to obtain a bound on SWDIFF.

Theorem 37 (High probability bound on SWDIFF for 𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α over 𝒮𝒫λ).

There exists a universal constant C such that for every β(0,1/3),ϵ(0,1), and n satisfying nϵCln(1/β) and nβ/λ, it holds for every D𝒮𝒫λ that

SWDIFF(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D))=O(mnϵ2(lnnλβ)2+mλϵlnnλβ)

with probability at least 1β for widening parameter α=1/(nϵ).

Proof.

Note that SWDIFF(D,)(2pα(D,)1)FAIR(D,). Like in Theorem 36, we set α=1/(nϵ). Combining the high probability bounds for pα and FAIR from Corollary 34 and Theorem 36, we have that SWDIFF(D,𝙳𝙿𝙴𝚡𝚙𝙼𝚎𝚍α(D)) is at most

O(1ϵlnnλβ)O(mnϵmaxnλβ+mλ)=O(mnϵ2(lnnλβ)2+mλϵmaxlnnλβ)

as required.

Appendix B Performance lower bound proofs

We also provide more complete proofs of Theorems 28 and 30 for 𝒞𝒯; the 𝒮𝒫λ proofs are extensions of similar flavor and are available in the full paper version.

Theorem 38 (Lower Bound for FAIR over 𝒞𝒯).

There exist β>0 and C such that for every n5, every ϵ(0,1) satisfying nϵC, and every ϵ-DP mechanism , it holds for some D𝒞𝒯 that

FAIR(D,(D))=Ω(mnϵln1β)

with probability at least β.

Proof.

Let D0 be the dataset which evenly spaces n agents over V so that x1=m/2 and xn=m/2, with |xi+1xi|=m/(n1) for all i{1,,n1}. Meanwhile, consider values of γ<m/3 that are integer multiples of m/(n1), noting that at least one such γ always exists when n5. For any fixed such γ, let Dγ be the dataset with nγ=1+2γ(n1)/m agents stacked at 𝒯(D0)γ and one agent at each of

𝒯(D0)γ+jmn1

for all

j{nnγ2,nnγ2+1,,nnγ21,nnγ2}{0}.

Reference Figure 3. Note that Dγ is symmetric about 𝒯(D0)γ so 𝒯(Dγ)=𝒯(D0)γ. Additionally, since Dγ is peaked at its median and otherwise uniform, and D0 is fully uniform, both datasets lie in 𝒞𝒯 as needed. Moreover, because γ is a multiple of m/(n1), many agent locations overlap between D0 and Dγ. In particular, one can construct Dγ from D0 by simply moving the rightmost nγ1=2γ(n1)/m agents in D0 and putting them all at 𝒯(Dγ) in Dγ, as visualized in Figure 5.

Figure 5: A depiction of how to transform D0 into Dγ by moving nγ1 agents. The purple points denote agent locations shared across D0 and Dγ, whereas the blue points denote agent locations in D0 that get moved to the red points in Dγ.

Therefore, the change-one distance between D0 and Dγ is h=γ(n1)/m. Let Y0=(𝒯(D0)γ/2,𝒯(D0)+γ/2) and Yγ=(𝒯(Dγ)γ/2,𝒯(Dγ)+γ/2) be intervals along V. Note that Yγ’s left endpoint is well-defined by the condition γ<m/3. Then, by Theorem 27,

mini{0,γ}Pr[(Di)Yi]ehϵ1+ehϵ

which means

maxi{0,γ}Pr[FAIR(Di,(Di))>γ/2]=maxi{0,γ}Pr[(Di)Yi]>11+ehϵ12ehϵ.

There then exists a γ=Θ(mnϵln1β) for which maxi{0,γ}Pr[FAIR(Di,(Di))>γ/2] exceeds β, implying the result for n and ϵ where nϵ is sufficiently large (so that γ<m/3).

Theorem 39 (Lower Bound for SWDIFF over 𝒞𝒯).

There exist β>0 and C such that for every n5, every ϵ(0,1), and every ϵ-DP mechanism , it holds for some D𝒞𝒯 that

SWDIFF(D,(D))=Ω(mnϵ2(ln1β)2)

with probability at least β.

Proof.

Define datasets D0 and Dγ as in Theorem 38. Utilizing the closed form for SWDIFF given in Theorem 9 and the structure of D0 and Dγ, we can write SWDIFF(D,y) as a function of d(𝒯(D),y)=FAIR(D,y) for these two datasets. First, consider D0 and suppose FAIR(D0,(D0))=r where r is an integer multiple of m/(n1). Assume without loss of generality that (D0)<𝒯(D0). Then, the set of crossed agents (from Definition 8) corresponds to the agents located at 𝒯(D0)jmn1 for j={1,2,,r(n1)/m}. Therefore, by Theorem 9, we have that

SWDIFF(D0,(D0)) =r+2j=1r(n1)m(jmn1)
=Θ(j=1r(n1)m(jmn1))=Θ(r2nm).

Now, consider Dγ and again suppose FAIR(Dγ,(Dγ))=r for r that is an integer multiple of m/(n1). The set of crossed agents would now be comprised of (1) the agents located between (Dγ) and 𝒯(Dγ) that are jm/(n1) away from 𝒯(Dγ) for j={1,2,,r(n1)/m} (as in the case of D0), and (2) half of the non-median agents located at 𝒯(Dγ), of which there are 2γ(n1)/m total. Consequently, by Theorem 9 again,

SWDIFF(Dγ,(Dγ))=Θ(γ(n1)mr+j=1r(n1)m(jmn1))=Θ(nmr(r+γ)).

When r=Ω(γ), then both SWDIFF(D0,(D0)) and SWDIFF(Dγ,(Dγ)) are Θ(nr2/m). By Theorem 28, there is an at least β probability that one of FAIR(D0,(D0)) and FAIR(Dγ,(Dγ)) is Ω(mln(1/β)/(nϵ)) when nϵ is assumed to be sufficiently large, which translates to an at least β probability that one of SWDIFF(D0,(D0)) and SWDIFF(Dγ,(Dγ)) is

Ω(nm(mnϵln1β)2)=Ω(mnϵ2(ln1β)2),

as claimed.