TheilSen and DpGumbelMedian

opendp / smartnoise-core

Differential privacy validator and runtime

MIT License

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TheilSen and DpGumbelMedian #290

Closed raprasad closed 4 years ago

raprasad commented 4 years ago

TheilSen - a data transformation which returns an array of pairwise slopes and intercepts from the given data.
DpGumbelMedian - implementation of a DP median using noise sampled from a Gumbel distribution.

(created for PR #287)

raprasad commented 4 years ago

[x] DP quantile in lib only works with datasets known to be empty, updated by @Shoeboxam to be compatible
[ ] update so private candidates passed to utility matched private candidates passed into the mechanism

Shoeboxam commented 4 years ago

For the Gumbel, make sure that effective epsilon is used. This is dependent on p, from generalized resize, and c, the c-stability. P is optional, would be nice to rebase on top of the generalized resize branch.

Shoeboxam commented 4 years ago

Jayshree also mentioned- we need to change the behavior dependent on the privacy definition. Essentially-- Add/Remove - omit nans/infs Substitute - include +-inf to be clipped later