Privacy-preserving logistic regression training

BackgroundLogistic regression is a popular technique used in machine learning to construct classification models. Since the construction of such models is based on computing with large datasets, it is an appealing idea to outsource this computation to a cloud service. The privacy-sensitive nature of the input data requires appropriate privacy preserving measures before outsourcing it. Homomorphic encryption enables one to compute on encrypted data directly, without decryption and can be used to mitigate the privacy concerns raised by using a cloud service.MethodsIn this paper, we propose an algorithm (and its implementation) to train a logistic regression model on a homomorphically encrypted dataset. The core of our algorithm consists of a new iterative method that can be seen as a simplified form of the fixed Hessian method, but with a much lower multiplicative complexity.ResultsWe test the new method on two interesting real life applications: the first application is in medicine and constructs a model to predict the probability for a patient to have cancer, given genomic data as input; the second application is in finance and the model predicts the probability of a credit card transaction to be fraudulent. The method produces accurate results for both applications, comparable to running standard algorithms on plaintext data.ConclusionsThis article introduces a new simple iterative algorithm to train a logistic regression model that is tailored to be applied on a homomorphically encrypted dataset. This algorithm can be used as a privacy-preserving technique to build a binary classification model and can be applied in a wide range of problems that can be modelled with logistic regression. Our implementation results show that our method can handle the large datasets used in logistic regression training.