Association rule hiding using integer linear programming

<span>Privacy preserving data mining has become the focus of attention of government statistical agencies and database security research community who are concerned with preventing privacy disclosure during data mining. Repositories of large datasets include sensitive rules that need to be concealed from unauthorized access. Hence, association rule hiding emerged as one of the powerful techniques for hiding sensitive knowledge that exists in data before it is published. In this paper, we present a constraint-based optimization approach for hiding a set of sensitive association rules, using a well-structured integer linear program formulation. The proposed approach reduces the database sanitization problem to an instance of the integer linear programming problem. The solution of the integer linear program determines the transactions that need to be sanitized in order to conceal the sensitive rules while minimizing the impact of sanitization on the non-sensitive rules. We also present a heuristic sanitization algorithm that performs hiding by reducing the support or the confidence of the sensitive rules. The results of the experimental evaluation of the proposed approach on real-life datasets indicate the promising performance of the approach in terms of side effects on the original database.</span>

Sampling Based Approaches for Minimizing Regret in Uncertain Markov Decision Processes (MDPs)

Markov Decision Processes (MDPs) are an effective model to represent decision processes in the presence of transitional uncertainty and reward tradeoffs. However, due to the difficulty in exactly specifying the transition and reward functions in MDPs, researchers have proposed uncertain MDP models and robustness objectives in solving those models. Most approaches for computing robust policies have focused on the computation of maximin policies which maximize the value in the worst case amongst all realisations of uncertainty. Given the overly conservative nature of maximin policies, recent work has proposed minimax regret as an ideal alternative to the maximin objective for robust optimization. However, existing algorithms for handling minimax regret are restricted to models with uncertainty over rewards only and they are also limited in their scalability. Therefore, we provide a general model of uncertain MDPs that considers uncertainty over both transition and reward functions. Furthermore, we also consider dependence of the uncertainty across different states and decision epochs. We also provide a mixed integer linear program formulation for minimizing regret given a set of samples of the transition and reward functions in the uncertain MDP. In addition, we provide two myopic variants of regret, namely Cumulative Expected Myopic Regret (CEMR) and One Step Regret (OSR) that can be optimized in a scalable manner. Specifically, we provide dynamic programming and policy iteration based algorithms to optimize CEMR and OSR respectively. Finally, to demonstrate the effectiveness of our approaches, we provide comparisons on two benchmark problems from literature. We observe that optimizing the myopic variants of regret, OSR and CEMR are better than directly optimizing the regret.