We provide a differentially private algorithm for producing synthetic data simultaneously useful for multiple tasks: marginal queries and multitask machine learning (ML). A key innovation in our algorithm is the ability to directly handle numerical features, in contrast to a number of related prior approaches which require numerical features to be first converted into {high cardinality} categorical features via {a binning strategy}. Higher binning granularity is required for better accuracy, but this negatively impacts scalability. Eliminating the need for binning allows us to produce synthetic data preserving large numbers of statistical queries such as marginals on numerical features, and class conditional linear threshold queries. Preserving the latter means that the fraction of points of each class label above a particular half-space is roughly the same in both the real and synthetic data. This is the property that is needed to train a linear classifier in a multitask setting. Our algorithm also allows us to produce high quality synthetic data for mixed marginal queries, that combine both categorical and numerical features. Our method consistently runs 2-5x faster than the best comparable techniques, and provides significant accuracy improvements in both marginal queries and linear prediction tasks for mixed-type datasets.

We propose, implement, and evaluate a new algo-rithm for releasing answers to very large numbersof statistical queries likek-way marginals, sub-ject to differential privacy. Our algorithm makesadaptive use of a continuous relaxation of thePro-jection Mechanism, which answers queries on theprivate dataset using simple perturbation, and thenattempts to find the synthetic dataset that mostclosely matches the noisy answers. We use a con-tinuous relaxation of the synthetic dataset domainwhich makes the projection loss differentiable,and allows us to use efficient ML optimizationtechniques and tooling. Rather than answering allqueries up front, we make judicious use of ourprivacy budget by iteratively finding queries forwhich our (relaxed) synthetic data has high error,and then repeating the projection. Randomizedrounding allows us to obtain synthetic data in theoriginal schema. We perform experimental evalu-ations across a range of parameters and datasets,and find that our method outperforms existingalgorithms on large query classes.

Understanding the predictions made by machine learning (ML) models and their potential biases remains a challenging and labor-intensive task that depends on the application, the dataset, and the specific model. We present Amazon SageMaker Clarify, an explainability feature for Amazon SageMaker that launched in December 2020, providing insights into data and ML models by identifying biases and explaining predictions. It is deeply integrated into Amazon SageMaker, a fully managed service that enables data scientists and developers to build, train, and deploy ML models at any scale. Clarify supports bias detection and feature importance computation across the ML lifecycle, during data preparation, model evaluation, and post-deployment monitoring. We outline the desiderata derived from customer input, the modular architecture, and the methodology for bias and explanation computations. Further, we describe the technical challenges encountered and the tradeoffs we had to make. For illustration, we discuss two customer use cases. We present our deployment results including qualitative customer feedback and a quantitative evaluation. Finally, we summarize lessons learned, and discuss best practices for the successful adoption of fairness and explanation tools in practice.