In the first episode of our Differential Privacy series, I'm joined by Aaron Roth, associate professor of computer science and information science at the University of Pennsylvania. Aaron is first and foremost a theoretician, and our conversation starts with him helping us understand the context and theory behind differential privacy, a research area he was fortunate to begin pursuing at its inception. We explore the application of differential privacy to machine learning systems, including the costs and challenges of doing so. Aaron discusses as well quite a few examples of differential privacy in action, including work being done at Google, Apple and the US Census Bureau, along with some of the major research directions currently being explored in the field. The notes for this show can be found at twimlai.com/talk/132.