Private Wasserstein Distance

Abstract: Wasserstein distance is a key metric for quantifying data divergence from a distributional perspective. However, its application in privacy-sensitive environments, where direct sharing of raw data is prohibited, presents significant challenges. Existing approaches, such as Differential Privacy and Federated Optimization, have been employed to estimate the Wasserstein distance under such constraints. However, these methods often fall short when both accuracy and security are required. In this study, we explore the inherent triangular properties within the Wasserstein space, leading to a novel solution named TriangleWad. This approach facilitates the fast computation of the Wasserstein distance between datasets stored across different entities, ensuring that raw data remain completely hidden. TriangleWad not only strengthens resistance to potential attacks but also preserves high estimation accuracy. Through extensive experiments across various tasks involving both image and text data, we demonstrate its superior performance and significant potential for real-world applications.