Fast Differentially Private Matrix Factorization

6 May 2015Ziqi LiuYu-Xiang WangAlexander J. Smola

Differentially private collaborative filtering is a challenging task, both in terms of accuracy and speed. We present a simple algorithm that is provably differentially private, while offering good performance, using a novel connection of differential privacy to Bayesian posterior sampling via Stochastic Gradient Langevin Dynamics... (read more)

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