Tradeoffs in Privacy, Welfare, and Fairness for Facility Location
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 designFunding:
Sara Fish: Supported by an NSF Graduate Research Fellowship and a Kempner Institute Graduate Fellowship.Copyright and License:
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 designAcknowledgements:
This paper is based on Tang’s undergraduate thesis [32], advised by Fish, Gonczarowski, and Vadhan.Editor:
Huijia (Rachel) LinSeries and Publisher:
Leibniz International Proceedings in Informatics, Schloss Dagstuhl – Leibniz-Zentrum für Informatik
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.
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 , and (2) the world where the facility location is selected via a DP mechanism .
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The first loss function, , corresponds to social welfare. measures the difference in social welfare under the outputs of and and is standard in the literature.
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The second loss function, , is our novel proposal and measures the maximum loss in utility experienced by an individual agent when we move from to . 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 is given by the median. We offer the following contributions.
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1.
Quantifying fairness under the imposition of privacy: We propose a new individual-utility-based notion of fairness, , as described above. This metric measures the extent to which privacy-induced welfare loss may be distributed unevenly among agents.
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2.
Impossibility result on achieving both privacy and fairness: We show that no meaningfully private (i.e., -DP for any reasonably small ) facility location mechanism preserves fairness, as quantified by , for all possible arrangements (henceforth referred to as “datasets”) of agents.
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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 and simultaneously. To arrive at this result, we establish three sets of technical results for each family:
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(a)
Analyzing a strong DP mechanism: We first show that there exists a DP mechanism, , that performs well on both and upon tuning its parameter value . The mechanism is an instantiation of the “widened exponential mechanism” [26] for the median.
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(b)
Deriving high probability upper bounds: We identify an optimal parameter value and prove upper bounds on and for the mechanism over each family of datasets.
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(c)
Deriving information-theoretic lower bounds: We prove information-theoretic lower bounds for and 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 and . This then implies that social welfare and fairness can co-exist when designing optimal private mechanisms for facility location.
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(a)
| Dataset family | Lower bound | Upper bound achieved by | |
|---|---|---|---|
| Smaller family | |||
| Larger family | |||
| General datasets | – | ||
| – | – |
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 ) 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 agents located on a continuous one-dimensional metric space of diameter with metric .
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For each agent , let be the agent’s location, and denote a dataset of agent locations by . Moreover, assume without loss of generality that the indices are sorted by location, i.e., .
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Define utility and social welfare functions and that take as input a dataset and a proposed facility location , as follows:
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The utility function outputs an individual utility vector , where the th component is the utility of agent given the facility placement and their location .
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The social welfare function outputs the overall social welfare of the placement, measured as the sum of utilities across agents .
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–
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Assume that the number of agents is odd. This is solely for ease of exposition; analogous results hold for even 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 , which takes in an input dataset of agent locations and outputs (possibly in a randomized manner) a facility location .
For every dataset of agent locations, there exists a set of optimal facility placements that maximize the resulting social welfare. This set then induces an optimal facility location mechanism , which takes as input a dataset and outputs a facility location selected from .
In the one-dimensional model, it is well-known that the set of optimal facility location(s) occur at or between the most central points:
Proposition 3 (Optimal facility location is the median).
Over , the optimal set of facility locations for any dataset , sorted as , is given by
Proposition 3 clarifies why it is helpful notationally to adopt the assumption that is odd: since is a singleton when is odd, 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 be two datasets that each contain agent locations. Viewing and as size- multisets over elements in , the change-one distance between and is given by where denotes multiset difference, i.e., the number of elements (counting multiplicity) that lie in but not . Two datasets are neighboring if .
The notion of neighboring datasets helps define the concept of differential privacy.
Definition 5 (Differentially Private Mechanism [9, 12]).
A mechanism that takes in datasets from satisfies -differential privacy (-DP) when
for all neighboring datasets and subsets of the mechanism’s codomain .
We typically require so that DP provides meaningful privacy protection. Additionally, we generally assume for an -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 (or more generally, any proposed facility location ) to the optimal but nonprivate mechanism ’s output location .
Definition 6 ( and ).
Both of the following functions take as input a dataset of agent locations and a proposed facility location . In both, is any optimal mechanism.
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1.
Social welfare difference:
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2.
Maximum individual loss in utility:
where is the individual utility loss vector of switching the facility from to .
When is uniquely defined (i.e., when is a singleton), we can drop as an input for and simply denote as . In particular, since is deterministic by our assumptions that is odd and is one-dimensional, we henceforth only write .
The formulation of is standard in the literature for measuring social welfare loss due to DP [20]. Meanwhile, is an unstudied metric for unfairness, reminiscent of the loss functions used in [30, 33] to analyze DP data releases. accounts for utility losses on an individual level. By penalizing for the worst-off agent’s utility loss upon switching from to , we ensure that no individual is disproportionately harmed by the imposition of privacy.
Observe that the smallest possible and are both , achieved by any optimal facility placement , and the largest possible and are and , respectively, where is the diameter of the space and is the number of agents.
2.4 Closed forms for and
It turns out the conceptually intuitive formulations of and can be transformed into mathematically useful ones. For one, under an outputted facility location can be written cleanly as its distance from the optimal location .
Theorem 7 ( closed form).
For every dataset and proposed facility location , it holds that .
Meanwhile, to derive a closed form for , 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 and proposed facility location , define the set of crossed agents by
In words, represent the indices of agents that are “crossed” when the facility location is moved along from to .
Intuitively, is the set of agents we have to “pay” for (in units of ) when we move from to a suboptimal location .
Theorem 9 ( closed form).
For every dataset and proposed facility location , it holds that
where is the set of crossed agents.
3 General incompatibility of privacy and fairness
We now turn towards the analysis of how DP mechanisms perform on and . 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 -DP facility location mechanism on the interval , there exists a dataset of agent locations for which
with probability at least .
Proof.
We consider a pair of datasets and that are commonly used to prove accuracy lower bounds for DP medians. Let be a dataset with agents at and agents at , and let be a dataset with agents at and agents at . Note that and can be viewed as neighbors since we can transform into by moving one agent from to .
Since and , the closed form for from Theorem 7 implies that is at least when and is at least when . However, it holds by DP that so
where the second inequality follows by setting equal to to make the two terms in the min expression coincide.
Under the typical expectation that for DP mechanisms, the above theorem implies that any DP mechanism is bound to have egregious with probability at least 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) and 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, and , that guarantee the optimal facility location does not differ drastically across neighboring datasets.
Definition 11 ( family).
Call a dataset collapsing towards the median if agents are packed increasingly tightly as they near the median (and optimal facility location) :
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for all , and
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for all .
Define as the family of all datasets 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 over the space . For any distribution , let denote its CDF (so ) and let denote its PDF.
Definition 12 (Kolmogorov-Smirnov Distance [25]).
Let be two distributions over the reals, and let be their respective CDFs. The Kolmogorov-Smirnov (K-S) distance between and is given by
Notationally, we will also refer to the K-S distance between and as .
Definition 13 ( family).
Call a density distribution over single-peaked at if for all satisfying either or . Let be the class of all distributions over that are single-peaked at .
For any fixed , define as the family of all datasets for which there exists a distribution such that the K-S distance between and is at most .
has a natural distributional interpretation. If one interprets an observed dataset as a set of i.i.d. samples from a true single-peaked distribution of agent locations, then for is the collection of datasets that, accounting for sampling error, could arise with nontrivial probability.
While and 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 that performs well on both and 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 that takes a dataset in and a vector of parameters , define the global sensitivity of with respect to the data as
The sensitivity captures the worst-case pair of neighboring datasets and parameter configuration, where exhibits the biggest change. The sensitivity of the function we care about dictates the amount of noise that the DP mechanism must have.
Definition 15 (Continuous Exponential Mechanism).
Suppose is a scoring function with global sensitivity over datasets in and outcomes from a continuous outcome space . Define the continuous exponential mechanism where the PDF of satisfies
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 by . Define a percentile loss function given by
Roughly speaking, ranks the proposed location among and measures the number of points between and . We call a percentile loss function because measures approximately how many percentile points away is from . Among all outputs , has the lowest value with respect to , which makes a loss function. We thus use as the score in an exponential mechanism. We first consider a widened variant of our loss function to account for the continuity of (see, e.g., [1]).
Definition 17 (Widened percentile loss function).
For any fixed , define the widened percentile loss function
This widening technique is roughly equivalent to binning the continuous space into bins of width . It smoothens the loss function over the output range , which is necessary to ensure acceptable performance for datasets with sharp concentration around . Consider, for example, a dataset where all points are stacked at . Note that all outputs look indistinguishable under , but the widened would credit a small band around as “good.” This allows the following DP mechanism to have sufficient probability mass around the high quality outputs close to , even when the set of such 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 , define the facility location mechanism as an exponential mechanism with score where the PDF of is given by
Lemma 19 ( is -DP).
For every choice of , the score has sensitivity 1 and thus the mechanism is -DP.
This proof is straightforward and is in the full paper version. As an aside, also note that has polynomial runtime , 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 is piecewise constant with pieces , the output of the exponential mechanism can be generated by first sampling a piece with the correct probability (proportional to , where is the value of for all ) and then sampling uniformly from .
6 Performance bounds for
We now benchmark by deriving high probability upper and lower bounds for on our two loss metrics and , restricted to datasets in and . The general framework for doing so is to first bound , the loss directly controlling ’s outputs, and then translate this into bounds for and .
Theorem 20 (High probability upper bound on for over ).
There exists a universal constant such that for every , and satisfying , it holds for every that
with probability at least .
Theorem 21 (High probability upper bound on for over ).
There exists a universal constant such that for every , and satisfying , it holds for every that
with probability at least .
These theorems provide, under usual DP size assumptions (small and large ), a guarantee on the magnitude of for and with failure probability at most .
Proof sketch for Theorem 21.
The proof stems from (1) first constructing the dataset with the highest likelihood of producing a large under , and (2) demonstrating that even on the worse-case dataset, the value of is bounded. More concretely, for step (1) we can show the following lemma.
Lemma 22.
Fix and let . For every fixed , the probability obtains its minimum across on the dataset with points at , points at , and the remaining points spaced at for . (See Figure 2.)
For Step (2), we can then reference the worst-case datasets from Lemma 22. For any fixed , the probability exceeds is an upper bound on the probability that exceeds for every . 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
Upper bounding the right hand side by a desired failure probability and inverting the inequality demonstrates that for every , the mechanism output will satisfy
with probability at least .
Optimizing over and relating , and via Section 2.4, we can transfer Theorems 20 and 21 into bounds for and seen in Table 1.
Theorem 23 (High probability bound on for over ).
There exists a universal constant such that for every , and satisfying , it holds for every that
with probability at least for widening parameter .
Theorem 24 (High probability bound on for over ).
There exists a universal constant such that for every , and satisfying and , it holds for every that
with probability at least for widening parameter .
Theorem 25 (High probability bound on for over ).
There exists a universal constant such that for every , and satisfying , it holds for every that
with probability at least for widening parameter .
Theorem 26 (High probability bound on for over ).
There exists a universal constant such that for every , and satisfying and , it holds for every that
with probability at least for widening parameter .
For the full proof details over , see the appendix; meanwhile, the proofs for 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 within the dataset family, we roughly seek to maximize the difference between and while keeping small. The fact that similar datasets must have similar outputs under then implies unavoidably large under one of or . Specifically, we use the following result.
Theorem 27 (Direct Lower Bound).
Let be two distinct datasets and let be disjoint subsets of the outcome space . For every -DP mechanism , it must hold that
where is the change-one distance between the two datasets.
The sets 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 . 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 over ).
There exist and such that for every , every satisfying , and every -DP mechanism , it holds for some that
with probability at least .
Theorem 29 (Lower Bound for over ).
There exist and such that for every , every satisfying , and every -DP mechanism , it holds for some that
with probability at least .
Proof sketch for Theorem 29.
We split the lower bound into two. We first show that is often at least on some dataset by considering of the visual structure depicted in Figure 3. We then show that is often at least on some dataset by considering neighboring with distant optimal facility locations; see Figure 4. Combining the two subresults gives the desired final lower bound.
Theorem 30 (Lower Bound for over ).
There exist and such that for every , every , and every -DP mechanism , it holds for some that
with probability at least .
Theorem 31 (Lower Bound for over ).
There exist and such that for every , every satisfying , and every -DP mechanism , it holds for some that
with probability at least .
7 Discussion
The lower bounds for in Theorems 28 and 30 match exactly with their counterparts in Theorems 23 and 25, so is fully optimal on both and for . Meanwhile, the lower bounds on also match closely to the upper bounds from Theorems 24 and 26. The only discrepancies are the presence of additional factors in the upper bounds and an extra factor on in the upper bound. However, these extra terms are small enough that we would consider them largely unsubstantial. Indeed, under the common assumptions that and , the is and thus logarithmic relative to the factor of in the overall term’s denominator, and the factor is . Both differences are minor enough that we consider the differentially private mechanism to be virtually optimal on both and for .
Thus, ’s performance relative to the lower bounds on and suggests that on each of our two families, and 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 and , 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.
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Appendix A Performance upper bound proofs
We offer a more complete proof of Theorems 24 and 26 for . The proofs for are analogous and available in the full version of this paper.
We first characterize the “worst-case” datasets in under which it is most likely that 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 and let . For every fixed , the probability obtains its minimum across on the dataset with points at , points at , and the remaining points spaced at for .
Theorem 33 (High probability upper bound on for over ).
There exists a universal constant such that for every , and satisfying , it holds for every that
with probability at least .
Proof of Theorem 21.
For brevity, denote the mechanism by throughout. Let be the largest integer for which . For every fixed , applying the exponential mechanism weighting to the dataset from Lemma 32 will result in an unnormalized mass of for the event . Meanwhile, an overestimate on the unnormalized mass for the entire outcome space is given by
which simplifies via the geometric series formula to be
Therefore, we can establish the bound
from which we are assured
for all that satisfy
or equivalently,
| (1) |
If 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
which we claim satisfies Inequality (1). Again noting that
implies
Therefore, there must exist a constant for which if we choose a sufficiently large constant such that . Substituting into the previous inequality demonstrates that fulfills Inequality (1). It thus holds that with probability at least , we have
by noting that as before. This theorem holds for general but we will later optimize over to produce the tightest possible result for and . It turns out we will select , upon which one can verify that Theorem 21 simplifies to the following corollary.
Corollary 34 (Theorem 20 with ).
There exists a universal constant such that for every , and satisfying and , it holds for every that
with probability at least for widening parameter .
Observe that the condition is necessary for technical precision, but does not impose any “new” constraint since we generally assume .
We now transfer the bound from over to 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 is the uniform distribution.
Lemma 35.
Let be the CDF for some distribution . Then, for every , it holds that
This result now allows us to relate density of agents, represented by expressions involving , to distances over , represented by expressions involving . This gives us a mapping between the bound on to one on .
Theorem 36 (High probability bound on for over ).
There exists a universal constant such that for every , and satisfying and , it holds for every that
with probability at least for widening parameter .
Proof.
Let be a distribution in that is away from in K-S distance, and let be the CDFs of and respectively. Set and with . Finally, let . We now have
where we utilize Lemma 35. We can bound via another application of Lemma 35. We have that
so the previous inequality becomes
Then, via the result of Theorem 33, we have that is at most
| (2) |
with probability for a general widening parameter if is sufficiently larger than . As discussed in Corollary 34, we can select and apply Theorem 33 if is bigger than a sufficiently large constant. Combining Corollary 34 with (2) immediately gives for any that
with probability at least .
Theorem 37 (High probability bound on for over ).
There exists a universal constant such that for every , and satisfying and , it holds for every that
with probability at least for widening parameter .
Proof.
Appendix B Performance lower bound proofs
We also provide more complete proofs of Theorems 28 and 30 for ; the proofs are extensions of similar flavor and are available in the full paper version.
Theorem 38 (Lower Bound for over ).
There exist and such that for every , every satisfying , and every -DP mechanism , it holds for some that
with probability at least .
Proof.
Let be the dataset which evenly spaces agents over so that and , with for all . Meanwhile, consider values of that are integer multiples of , noting that at least one such always exists when . For any fixed such , let be the dataset with agents stacked at and one agent at each of
for all
Reference Figure 3. Note that is symmetric about so . Additionally, since is peaked at its median and otherwise uniform, and is fully uniform, both datasets lie in as needed. Moreover, because is a multiple of , many agent locations overlap between and . In particular, one can construct from by simply moving the rightmost agents in and putting them all at in , as visualized in Figure 5.
Therefore, the change-one distance between and is . Let and be intervals along . Note that ’s left endpoint is well-defined by the condition . Then, by Theorem 27,
which means
There then exists a for which exceeds , implying the result for and where is sufficiently large (so that ).
Theorem 39 (Lower Bound for over ).
There exist and such that for every , every , and every -DP mechanism , it holds for some that
with probability at least .
Proof.
Define datasets and as in Theorem 38. Utilizing the closed form for given in Theorem 9 and the structure of and , we can write as a function of for these two datasets. First, consider and suppose where is an integer multiple of . Assume without loss of generality that . Then, the set of crossed agents (from Definition 8) corresponds to the agents located at for . Therefore, by Theorem 9, we have that
Now, consider and again suppose for that is an integer multiple of . The set of crossed agents would now be comprised of (1) the agents located between and that are away from for (as in the case of ), and (2) half of the non-median agents located at , of which there are total. Consequently, by Theorem 9 again,
When , then both and are . By Theorem 28, there is an at least probability that one of and is when is assumed to be sufficiently large, which translates to an at least probability that one of and is
as claimed.
