Privacy-Preserving Distributed Multi-Task Learning with Asynchronous Updates

Many data mining applications involve a set of related learning tasks. Multi-task learning (MTL) is a learning paradigm that improves generalization performance by transferring knowledge among those tasks. MTL has attracted so much attention in the community, and various algorithms have been successfully developed. Recently, distributed MTL has also been studied for related tasks whose data is distributed across different geographical regions. One prominent challenge of the distributed MTL frameworks is to maintain the privacy of the data. The distributed data may contain sensitive and private information such as patients' records and registers of a company. In such cases, distributed MTL frameworks are required to preserve the privacy of the data. In this paper, we propose a novel privacy-preserving distributed MTL framework to address this challenge. A privacy-preserving proximal gradient algorithm, which asynchronously updates models of the learning tasks, is introduced to solve a general class of MTL formulations. The proposed asynchronous approach is robust against network delays and provides a guaranteed differential privacy through carefully designed perturbation. Theoretical guarantees of the proposed algorithm are derived and supported by the extensive experimental results.