A Privacy-preserving Diffusion Strategy over Multitask Networks

We develop a privacy-preserving distributed strategy over multitask diffusion networks, where each agent is interested in not only improving its local inference performance via in-network cooperation, but also protecting its own individual task against privacy leakage. In the proposed strategy, at each time instant, each agent sends a noisy estimate, which is its local intermediate estimate corrupted by a zero-mean additive noise, to its neighboring agents. We derive a sufficient condition to determine the amount of noise to add to each agent’s intermediate estimate to achieve an optimal trade-off between the steady-state network mean-square-deviation and an inference privacy constraint. We show that the proposed noise powers are bounded and convergent, which leads to mean-square convergence of the proposed privacy-preserving multitask diffusion scheme. Simulation results demonstrate that the proposed strategy is able to balance the trade-off between estimation accuracy and privacy preservation.