Social Network Sites (SNS) such as Facebook and Twitter, have been playing a great role in our lives. On one hand, they help connect people who would not otherwise be connected before. Many recent breakthroughs in AI such as facial recognition, were achieved thanks to the amount of available data on the Internet via SNS (hereafter Big Data). On the other hand, due to privacy concerns, many people have tried to avoid SNS to protect their privacy. Similar to the security issue of the Internet protocol, Machine Learning (ML), as the core of AI, was not designed with privacy in mind. For instance, Support Vector Machines (SVMs) try to solve a quadratic optimization problem by deciding which instances of training dataset are support vectors. This means that the data of people involved in the training process will also be published within the SVM models. Thus, privacy guarantees must be applied to the worst-case outliers, and meanwhile data utilities have to be guaranteed. For the above reasons, this thesis studies on: (1) how to construct data federation infrastructure with privacy guarantee in the big data era; (2) how to protect privacy while learning ML models with a good trade-off between data utilities and privacy. To the first point, we proposed different frameworks em-powered by privacy-aware algorithms that satisfied the definition of differential privacy, which is the state-of-the-art privacy-guarantee algorithm by definition.Regarding (2), we proposed different neural network architectures to capture the sensitivities of user data, from which, the algorithm itself decides how much it should learn from user data to protect their privacy while achieves good performance for a downstream task. The current outcomes of the thesis are: (1)privacy-guarantee data federation infrastructure for data analysis on sensitive data; (2) privacy-guarantee algorithms for data sharing; (3) privacy-concern data analysis on social network data. The research methods used in this thesis include experiments on real-life social network dataset to evaluate aspects of proposed approaches.Insights and outcomes from this thesis can be used by both academic and industry to provide privacy-guarantee data analysis and data sharing in personal data. They also have the potential to facilitate relevant research in privacy-aware representation learning and related evaluation methods.