The purpose of our report is to discuss the notion of entropy and its relationship with statistics. Our goal is to provide a manner in which you can think about entropy, its central role within information theory and relationship with statistics. We review various relationships between information theory and statistics—nearly all are well-known but unfortunately are often not recognized. Entropy quantities the "average amount of surprise" in a random variable and lies at the heart of information theory, which studies the transmission, processing, extraction, and utilization of information. For us, data is information. What is the distinction between information theory and statistics? Information theorists work with probability distributions. Instead, statisticians work with samples. In so many words, information theory using samples is the practice of statistics. Acknowledgements. We thank Danny Dunlavy, Carlos Llosa, Oscar Lopez, Arvind Prasadan, Gary Saavedra, Jeremy Wendt for helpful discussions along the way. Our report was supported by the Laboratory Directed Research and Development program at San- dia National Laboratories, a multimission laboratory managed and operated by National Technol- ogy and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell Inter- national, Inc., for the U.S. Department of Energy's National Nuclear Adminstration under contract DE-NA0003525.
In this project we developed and validated algorithms for privacy-preserving linear regression using a new variant of Secure Multiparty Computation (MPC) we call "Hybrid MPC" (hMPC). Our variant is intended to support low-power, unreliable networks of sensors with low-communication, fault-tolerant algorithms. In hMPC we do not share training data, even via secret sharing. Thus, agents are responsible for protecting their own local data. Only the machine learning (ML) model is protected with information-theoretic security guarantees against honest-but-curious agents. There are three primary advantages to this approach: (1) after setup, hMPC supports a communication-efficient matrix multiplication primitive, (2) organizations prevented by policy or technology from sharing any of their data can participate as agents in hMPC, and (3) large numbers of low-power agents can participate in hMPC. We have also created an open-source software library named "Cicada" to support hMPC applications with fault-tolerance. The fault-tolerance is important in our applications because the agents are vulnerable to failure or capture. We have demonstrated this capability at Sandia's Autonomy New Mexico laboratory through a simple machine-learning exercise with Raspberry Pi devices capturing and classifying images while flying on four drones.