Related papers: Differentially Private Empirical Risk Minimization…
We develop simple differentially private optimization algorithms that move along directions of (expected) descent to find an approximate second-order solution for nonconvex ERM. We use line search, mini-batching, and a two-phase strategy to…
We provide a simple and flexible framework for designing differentially private algorithms to find approximate stationary points of non-convex loss functions. Our framework is based on using a private approximate risk minimizer to "warm…
Differentially private empirical risk minimization (DP-ERM) is a fundamental problem in private optimization. While the theory of DP-ERM is well-studied, as large-scale models become prevalent, traditional DP-ERM methods face new…
Privacy preservation has become a critical concern in high-dimensional data analysis due to the growing prevalence of data-driven applications. Since its proposal, sliced inverse regression has emerged as a widely utilized statistical…
We study private stochastic convex optimization (SCO) under user-level differential privacy (DP) constraints. In this setting, there are $n$ users (e.g., cell phones), each possessing $m$ data items (e.g., text messages), and we need to…
Differential privacy is concerned about the prediction quality while measuring the privacy impact on individuals whose information is contained in the data. We consider differentially private risk minimization problems with regularizers…
Minimizing a convex risk function is the main step in many basic learning algorithms. We study protocols for convex optimization which provably leak very little about the individual data points that constitute the loss function.…
We study the problem of differentially private optimization with linear constraints when the right-hand-side of the constraints depends on private data. This type of problem appears in many applications, especially resource allocation.…
We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…
The theoretical and empirical performance of Empirical Risk Minimization (ERM) often suffers when loss functions are poorly behaved with large Lipschitz moduli and spurious sharp minimizers. We propose and analyze a counterpart to ERM…
Through the lens of information-theoretic reductions, we examine a reductions approach to fair optimization and learning where a black-box optimizer is used to learn a fair model for classification or regression. Quantifying the complexity,…
We study differentially private stochastic optimization in convex and non-convex settings. For the convex case, we focus on the family of non-smooth generalized linear losses (GLLs). Our algorithm for the $\ell_2$ setting achieves optimal…
In this paper, we study the problem of (finite sum) minimax optimization in the Differential Privacy (DP) model. Unlike most of the previous studies on the (strongly) convex-concave settings or loss functions satisfying the…
This paper develops a novel differentially private framework to solve convex optimization problems with sensitive optimization data and complex physical or operational constraints. Unlike standard noise-additive algorithms, that act…
Stochastic convex optimization over an $\ell_1$-bounded domain is ubiquitous in machine learning applications such as LASSO but remains poorly understood when learning with differential privacy. We show that, up to logarithmic factors the…
Empirical Risk Minimization (ERM) algorithms are widely used in a variety of estimation and prediction tasks in signal-processing and machine learning applications. Despite their popularity, a theory that explains their statistical…
In this paper, we address the challenge of differential privacy in the context of graph cuts, specifically focusing on the multiway cut and the minimum $k$-cut. We introduce edge-differentially private algorithms that achieve nearly optimal…
In this paper, we study private optimization problems for non-smooth convex functions $F(x)=\mathbb{E}_i f_i(x)$ on $\mathbb{R}^d$. We show that modifying the exponential mechanism by adding an $\ell_2^2$ regularizer to $F(x)$ and sampling…
Distributed machine learning is an approach allowing different parties to learn a model over all data sets without disclosing their own data. In this paper, we propose a weighted distributed differential privacy (WD-DP) empirical risk…
We consider the problem of empirical risk minimization given a database, using the gradient descent algorithm. We note that the function to be optimized may be non-convex, consisting of saddle points which impede the convergence of the…