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Normalizing flow models have risen as a popular solution to the problem of density estimation, enabling high-quality synthetic data generation as well as exact probability density evaluation. However, in contexts where individuals are directly associated with the training data, releasing such a model raises privacy concerns. In this work, we propose the use of normalizing flow models that provide explicit differential privacy guarantees as a novel approach to the problem of privacy-preserving density estimation. We evaluate the efficacy of our approach empirically using benchmark datasets, and we demonstrate that our method substantially outperforms previous state-of-the-art approaches. We additionally show how our algorithm can be applied to the task of differentially private anomaly detection.

We introduce the DP-auto-GAN framework for synthetic data generation, which combines the low dimensional representation of autoencoders with the flexibility of Generative Adversarial Networks (GANs). This framework can be used to take in raw sensitive data and privately train a model for generating synthetic data that will satisfy similar statistical properties as the original data. This learned model can generate an arbitrary amount of synthetic data, which can then be freely shared due to the post-processing guarantee of differential privacy. Our framework is applicable to unlabeled mixed-type data, that may include binary, categorical, and real-valued data. We implement this framework on both binary data (MIMIC-III) and mixed-type data (ADULT), and compare its performance with existing private algorithms on metrics in unsupervised settings. We also introduce a new quantitative metric able to detect diversity, or lack thereof, of synthetic data.