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This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…

Optimization and Control · Mathematics 2018-05-01 James V. Burke , Frank E. Curtis , Adrian S. Lewis , Michael L. Overton , Lucas E. A. Simões

It is difficult to continually update private machine learning models with new data while maintaining privacy. Data incur increasing privacy loss -- as measured by differential privacy -- when they are used in repeated computations. In this…

Machine Learning · Computer Science 2022-03-08 Lauren Watson , Abhirup Ghosh , Benedek Rozemberczki , Rik Sarkar

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

Machine Learning · Computer Science 2020-06-09 Cong Ma , Kaizheng Wang , Yuejie Chi , Yuxin Chen

Differential privacy is a widely accepted measure of privacy in the context of deep learning algorithms, and achieving it relies on a noisy training approach known as differentially private stochastic gradient descent (DP-SGD). DP-SGD…

Machine Learning · Computer Science 2023-07-26 Ce Feng , Nuo Xu , Wujie Wen , Parv Venkitasubramaniam , Caiwen Ding

Privacy preservation in machine learning, particularly through Differentially Private Stochastic Gradient Descent (DP-SGD), is critical for sensitive data analysis. However, existing statistical inference methods for SGD predominantly focus…

Machine Learning · Statistics 2025-12-15 Xintao Xia , Linjun Zhang , Zhanrui Cai

Tuning the hyperparameters in the differentially private stochastic gradient descent (DPSGD) is a fundamental challenge. Unlike the typical SGD, private datasets cannot be used many times for hyperparameter search in DPSGD; e.g., via a grid…

Machine Learning · Computer Science 2021-08-10 Aman Priyanshu , Rakshit Naidu , Fatemehsadat Mireshghallah , Mohammad Malekzadeh

Differential privacy (DP) protects sensitive data during neural network training, but standard methods like DP-Adam suffer from high memory overhead due to per-sample gradient clipping, limiting scalability. We introduce DP-GRAPE (Gradient…

Machine Learning · Computer Science 2026-05-19 Alex Mulrooney , Devansh Gupta , James Flemings , Huanyu Zhang , Murali Annavaram , Meisam Razaviyayn , Xinwei Zhang

What is the information leakage of an iterative randomized learning algorithm about its training data, when the internal state of the algorithm is \emph{private}? How much is the contribution of each specific training epoch to the…

Machine Learning · Statistics 2022-09-12 Rishav Chourasia , Jiayuan Ye , Reza Shokri

Distributed stochastic optimization enables multi-agent collaboration in applications such as distributed learning and sensor networks, but also raises critical privacy concerns due to the involvement of sensitive data. While existing…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Haoqiang Zhou , Chi Chen , Yongfeng Zhi , Huan Gao

In this paper, we consider a class of finite-sum convex optimization problems whose objective function is given by the summation of $m$ ($\ge 1$) smooth components together with some other relatively simple terms. We first introduce a…

Optimization and Control · Mathematics 2015-10-27 Guanghui Lan , Yi Zhou

Training deep belief networks (DBNs) requires optimizing a non-convex function with an extremely large number of parameters. Naturally, existing gradient descent (GD) based methods are prone to arbitrarily poor local minima. In this paper,…

Machine Learning · Computer Science 2015-03-09 Prateek Jain , Vivek Kulkarni , Abhradeep Thakurta , Oliver Williams

Differential private optimization for nonconvex smooth objective is considered. In the previous work, the best known utility bound is $\widetilde O(\sqrt{d}/(n\varepsilon_\mathrm{DP}))$ in terms of the squared full gradient norm, which is…

Machine Learning · Computer Science 2023-06-06 Tomoya Murata , Taiji Suzuki

In this paper, we investigate the problem of differentially private distributed optimization. Recognizing that lower sensitivity leads to higher accuracy, we analyze the key factors influencing the sensitivity of differentially private…

Optimization and Control · Mathematics 2026-01-05 Furan Xie , Bing Liu , Li Chai

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

Optimization and Control · Mathematics 2024-03-27 Shuyao Li , Stephen J. Wright

A central issue in machine learning is how to train models on sensitive user data. Industry has widely adopted a simple algorithm: Stochastic Gradient Descent with noise (a.k.a. Stochastic Gradient Langevin Dynamics). However, foundational…

Machine Learning · Computer Science 2023-03-01 Jason M. Altschuler , Kunal Talwar

The vanilla Differentially-Private Stochastic Gradient Descent (DP-SGD), including DP-Adam and other variants, ensures the privacy of training data by uniformly distributing privacy costs across training steps. The equivalent privacy costs…

Machine Learning · Computer Science 2022-01-19 Jian Du , Song Li , Xiangyi Chen , Siheng Chen , Mingyi Hong

We derive the optimal differential privacy (DP) parameters of a mechanism that satisfies a given level of R\'enyi differential privacy (RDP). Our result is based on the joint range of two $f$-divergences that underlie the approximate and…

Information Theory · Computer Science 2020-01-17 Shahab Asoodeh , Jiachun Liao , Flavio P. Calmon , Oliver Kosut , Lalitha Sankar

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…

Machine Learning · Computer Science 2024-08-21 Andrew Lowy , Jonathan Ullman , Stephen J. Wright

This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…

Optimization and Control · Mathematics 2026-03-24 Antai Xie , Xiaoqiang Ren , Xinlei Yi , Tao Yang , Xiaofan Wang

Differentially private distributed stochastic optimization has become a hot topic due to the urgent need of privacy protection in distributed stochastic optimization. In this paper, two-time scale stochastic approximation-type algorithms…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Jimin Wang , Ji-Feng Zhang