The Johnson-Lindenstrauss Transform Itself Preserves Differential Privacy
September 19, 2012
We show that an ``old dog'', namely -- the classical Johnson-Lindenstrauss transform, ``performs new tricks'' -- it gives a novel way of preserving differential privacy. We show that if we take two databases, D and D', such that (i) D'-D is a rank-1 matrix of bounded norm and (ii) all singular values of D and D' are sufficiently large, then multiplying either D or D' with a vector of iid normal Gaussians yields two statistically close distributions in the sense of differential privacy. Furthermore, a small, deterministic and public alteration of the input is enough to assert that all singular values of D are large.

We apply the Johnson-Lindenstrauss transform to the task of approximating cut-queries: the number of edges crossing a (S,\bar S)-cut in a graph. We show that the JL transform allows us topublish a sanitized graph that preserves edge differential privacy (where two graphs are neighbors if they differ on a single edge) while adding only O(|S|/\epsilon) random noise to any given query (w.h.p). Comparing the additive noise of our algorithm to existing algorithms for answering cut-queries in a differentially private manner, we outperform all others on small cuts (|S| = o(n)).

We also apply our technique to the task of estimating the variance of a given matrix in any given direction. The JL transform allows us to publish a sanitized covariance matrix that preserves differential privacy w.r.t bounded changes (each row in the matrix can change by at most a norm-1 vector) while adding random noise of magnitude independent of the size of the matrix (w.h.p). In contrast, existing algorithms introduce an error which depends on the matrix dimensions.