Title: Encrypted accelerated least squares regression,
Abstract: Information that is stored in an encrypted format is, by definition, usually
not amenable to statistical analysis or machine learning methods. In this paper
we present detailed analysis of coordinate and accelerated gradient descent
algorithms which are capable of fitting least squares and penalised ridge
regression models, using data encrypted under a fully homomorphic encryption
scheme. Gradient descent is shown to dominate in terms of encrypted
computational speed, and theoretical results are proven to give parameter
bounds which ensure correctness of decryption. The characteristics of encrypted
computation are empirically shown to favour a non-standard acceleration
technique. This demonstrates the possibility of approximating conventional
statistical regression methods using encrypted data without compromising
privacy.