Automatica, Vol.66, 254-261, 2016
On reconstructability of quadratic utility functions from the iterations in gradient methods
In this paper, we consider a scenario where an eavesdropper can read the content of messages transmitted over a network. The nodes in the network are running a gradient algorithm to optimize a quadratic utility function where such a utility optimization is a part of a decision making process by an administrator. We are interested in understanding the conditions under which the eavesdropper can reconstruct the utility function or a scaled version of it and, as a result, gain insight into the decision-making process. We establish that if the parameter of the gradient algorithm, i.e., the step size, is chosen appropriately, the task of reconstruction becomes practically impossible for a class of Bayesian filters with uniform priors. We establish what step-size rules should be employed to ensure this. (C) 2016 Elsevier Ltd. All rights reserved.
Keywords:Statistical inference;Data privacy;Gradient methods;Data confidentiality;Parameter identification;Quadratic programming