聚合博弈的差分隐私分布式算法: 一种Frank–Wolfe方法
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作者单位:

1.北京工商大学数学与统计学院;2.北京工商大学计算机与人工智能学院;3.贵州理工学院人工智能与电气工程学院

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中图分类号:

TP273

基金项目:

国家自然科学基金项目(面上项目,重点项目,重大项目)


Differential Privacy in Aggregative Games: A Distributed Algorithm Based on the Frank-Wolfe Method
Author:
Affiliation:

1.School of Mathematics and Statistics, Beijing Technology and Business University;2.School of Computer and Artificial Intelligence, Beijing Technology and Business University

Fund Project:

The National Natural Science Foundation of China (General Program, Key Program, Major Research Plan)

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    摘要:

    本文考虑了聚合博弈的隐私保护分布式纳什均衡寻求算法设计. 特别地, 我们考虑了该博弈不存在中心节点, 在这种情况下, 每个玩家无法直接获得用于策略更新所需的聚合策略信息, 本文采用动态跟踪一致性协议对其进行估计. 其中玩家用于估计聚合策略的状态量被认为是需要保护的敏感信息, 为了保护玩家的隐私, 利用相互独立的高斯噪声对玩家的梯度信息进行干扰. 通过将Frank-Wolfe方法和动态跟踪一致性协议相结合, 设计了时变通信拓扑下带约束聚合博弈的分布式纳什均衡寻求算法. 进而, 分析了算法实现$(\epsilon,\delta)$-差分隐私的方差界. 此外, 通过对聚合项估计误差的收敛性分析得到算法收敛的充分条件, 给出了算法的收敛性证明. 最后, 通过数值仿真验证了所提出的算法的有效性和收敛速度更快的优越性.

    Abstract:

    This paper considers the design of a privacy-preserving distributed Nash equilibrium seeking algorithm for aggregated games. Specifically, we address scenarios where there is no central node, and in such cases, each player cannot directly obtain the aggregated strategy information required for strategy updates. In this paper, a dynamic tracking consensus protocol is employed to estimate this information. The state variables used by players to estimate the aggregated strategies are deemed sensitive information that requires protection. To safeguard the players" privacy, independent Gaussian noise is used to perturb the players" gradient information. By combining the Frank-Wolfe method with the dynamic tracking consensus protocol, we have designed a distributed Nash equilibrium seeking algorithm for constrained aggregated games under time-varying communication topologies. Further, we analyze the variance bounds necessary for the algorithm to achieve $(\epsilon,\delta)$-differential privacy. Furthermore, by analyzing the convergence of the estimation error of the aggregated term, we have derived sufficient conditions for the convergence of the algorithm and provided a proof of convergence. Finally, the effectiveness and superior convergence speed of the proposed algorithm were validated through numerical simulations.

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  • 收稿日期:2024-08-15
  • 最后修改日期:2024-12-11
  • 录用日期:2024-12-12
  • 在线发布日期: 2024-12-19
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