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Artificial data give the same results as real data without compromising privacy

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Re: Artificial data give the same results as real data without compromising privacy

#31
post #7

On a parallel note, search for "thresholdout". It's another (genius, I think) way to "stretch" how far your data goes in training a model. I won't do a better job trying to explain it than those who already have, so I won't try—here's a nice link explaining it instead: http://andyljones.tumblr.com/post/127547085623/holdout-reuse

I got really excited about thresholdout a couple weeks ago, but I've since cooled; setting the threshold seems like too much black magic.

I thought the Zillow blogpost [1] was a nice intro (and I'm a sucker for Seinfeld references), and it demonstrates the sensitivity-to-threshold value in a way the original academic authors never did.

[1]: https://www.zillow.com/data-science/double-dip-holdout-set/

Re: Artificial data give the same results as real data without compromising privacy

#34
post #13

I haven't read the original paper (yet), but something doesn't sit right with the work, if the way it is portrayed is indeed faithful to it and I'm not missing something important. - It looks like the work of the data scientists will be limited to the extent of the modeling already done by recursive conditional parameter aggregation. (edit: So why not just ship that model and adapt it instead of using it to generate…

I think they just invented the political representative in modelling

Correct me if I am wrong.

As you note, the Kolmogorov-Smirnov test is used to choose the "best fit" CDFs. The set of CDFs then used to generate a random vector, which after a covariance adjustment becomes a synthetic datapoint.

The step that can ruin the synthetic data is exactly (the "best fit" CDFs) as the original distribution does not necessarily fit well any of the well-known distribution.

At the same time, "best fit" CDFs are responsible for anonymizing the results. So if you overfit and stick to the original data too close, you lose anonymity and capture the original data bias. But if you approximate with a distribution you introduce a distribution bias.

So the solution provides a tradeoff between anonymity and "best fit" corruption of the data.

Re: Artificial data give the same results as real data without compromising privacy

#35

They use real data to create artificial data. So, real data is still more useful.

The idea is to sidestep the need to access private information in order for researchers to do their work. So in this case, the artificial data is more useful, since the real data is inaccessible.

Hi, I'm one of the authors of this work. We're very proud that this has attracted so much attention on Hacker News. I'm happy to answer a few questions.

We had two requirements for the synthetic data: From the paper, “This synthetic data must meet two requirements:

1. it must somewhat resemble the original data statistically, to ensure realism and keep problems engaging for data scientists.

2. it must also formally and structurally resemble the original data, so that any software written on top of it can be reused.”

Our goal was as follows:

* Provide synthetic data to users - data scientists similar to the ones that engage on KAGGLE.

* Have them do feature engineering and provide us the software that created those features. Feature engineering is a process of ideation and requires human intuition. So being able to have many people work on it simultaneously was important to us. But it is impossible to give real data to everyone.

* They submit this software and we execute it on the real data, train a model and produce predictions for test data.

* In essence, their work is being evaluated on the real data - by the data holder - us.

The tests we performed:

* We gave 3 groups different versions of synthetic data ( and in some cases added noise to it)

* For a 4th group we gave the real data.

* We did not tell the users that they were not working on real data.

* All groups wrote feature engineering software looking at the data they got.

* We took their software executed it on real data, and evaluated their accuracy in terms of the predictive goal.

* We did this for 5 datasets

* Our goal was to see if the team that had access to real data “did they come up with better features?” . With 5 datasets and 3 comparisons per dataset, we had 15 tests.

Results:

* In 7 of those we found no significant difference.

* In 4 we found the features written by users looking at synthetic dataset were, in fact, better performing than the features generated by users looking at real dataset.

What can we conclude:

* Our goal was to enable crowdsourcing of feature engineering by giving the crowd synthetic data, gather the software they write on top of the synthetic data (not their conclusions) and assemble a machine learning model.

* We found that this is feasible.

* While the synthetic data is capturing as many correlations as possible, in general, the requirement here is for it to be enough such that the user working on it does not get confused, can roughly understand the relationships in the data, be able to intuit features, write software, and debug. That is, they can conclude a particular feature is better for predictions vs. another, inaccurately, based on the dataset they are looking at and it is ok. Since we are able to get many contributions simultaneously, the features one user misses could be generated by others.

* We think this methodology will work only for crowdsourcing feature engineering - a key bottleneck in the development of predictive models.

Re: Artificial data give the same results as real data without compromising privacy

#36
Could not get hold of the paper. Are they doing Gibbs sampling or a semiparametric variant of that ?

https://en.wikipedia.org/wiki/Gibbs_sampling

Generating tuples(row) by Gibbs sampling will allow generation of samples from the joint distribution. This in turn would preserve all correlations, conditional probabilities etc. This can be done by starting at a original tuple at random and then repeatedly mutating the tuple by overwriting one of its fields(columns). To overwrite, one selects another random tuple that 'matches' the current one at all positions other than the column selected for overwriting. The match might need to be relaxed from an exact match to a 'close' match.

If the conditional distribution for some conditioning event has very low entropy or the conditional entropy is low, one would need to fuzz the original to preserve privacy, but this will come at the expense of distorting the correlations and conditionals.

Re: Artificial data give the same results as real data without compromising privacy

#37
If I was responsible for protecting privacy of data, I don't know that I would be comfortable with this method. Anonymization of data is hard, and frequently turns out to be not as anonymous as originally thought. At a high level, this sounds like they are training a ML system on your data, and then using it to generate similar data. What sort of guarantees can be given that the ML system won't simulate your data with too high of fidelity? I've seen too many image generators that output images very close to the data they were trained on. You could compare the two datasets and look for similarities, but you'd have to have good metrics of what sort of similarity was bad and what sort was good, and I could see that being tricky, in both directions.

Although, I suppose that if the data was already anonymized to the best of your ability, and then this was run on top of that, as a additional layer of protection, that might be okay.

Re: Artificial data give the same results as real data without compromising privacy

#38
post #35

Earlier quoted context omitted.

The idea is to sidestep the need to access private information in order for researchers to do their work. So in this case, the artificial data is more useful, since the real data is inaccessible.

Hi, I'm one of the authors of this work. We're very proud that this has attracted so much attention on Hacker News. I'm happy to answer a few questions. We had two requirements for the synthetic data: From the paper, “This synthetic data must meet two requirements: 1. it must somewhat resemble the original data statistically, to ensure realism and keep problems engaging for data scientists. 2. it must also formally a…

It would be great to have a link to the paper. Is it on Arxiv or anywhere else where we can download it from.

I was speculating wildly here https://news.ycombinator.com/item?id=16621633 is any of that remotely close

Re: Artificial data give the same results as real data without compromising privacy

#39
post #36

Could not get hold of the paper. Are they doing Gibbs sampling or a semiparametric variant of that ? https://en.wikipedia.org/wiki/Gibbs_sampling Generating tuples(row) by Gibbs sampling will allow generation of samples from the joint distribution. This in turn would preserve all correlations, conditional probabilities etc. This can be done by starting at a original tuple at random and then repeatedly mutating the tu…

I could download it from here: https://dai.lids.mit.edu/wp-content/uploads/2018/03/SDV.pdf

Are you facing any trouble while accessing this link?

Re: Artificial data give the same results as real data without compromising privacy

#40
post #14

I'm highly dubious of the ability for synthetic data to model accurately datasets without introducing unexpected bias, esp. to account for causality. If you dig through the original paper, the conclusion is on the line with that: “For 7 out of 15 comparisons, we found no significant difference between the accuracy of features developed on the control dataset vs. those developed on some version of the synthesized data…

Just below what you reproduced, they write:

When we examined the confidence intervals for the remaining 8 tests, we found that for half, the mean of accuracies for features written over synthesized data was higher then for those written on the control dataset.

In other words, for 4 out of remaining 8 cases, the models on synthetic data performed better.

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