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We consider privacy-preserving learning in the context of online learning. Insettings where data instances arrive sequentially in streaming fashion, incremental trainingalgorithms such as stochastic gradient descent (SGD) can be used to learn and updateprediction models. When labels are costly to acquire, active learning methods can beused to select samples to be labeled from a stream of unlabeled data. These labeled datasamples are then used to update the machine learning models. Privacy-preserving onlinelearning can be used to update predictors on data streams containing sensitive information.The differential privacy framework quantifies the privacy risk in such settings. This workproposes a differentially private online active learning algorithm using stochastic gradientdescent (SGD) to retrain the classifiers. We propose two methods for selecting informativesamples. We incorporated this into a general-purpose web application that allows a non-expert user to evaluate the privacy-aware classifier and visualize key privacy-utility tradeoffs.Our application supports linear support vector machines and logistic regression and enablesan analyst to configure and visualize the effect of using differentially private online activelearning versus a non-private counterpart. The application is useful for comparing theprivacy/utility tradeoff of different algorithms, which can be useful to decision makers inchoosing which algorithms and parameters to use. Additionally, we use the application toevaluate our SGD-based solution and to show that it generates predictions with a superiorprivacy-utility tradeoff than earlier methods.
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