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We study the problem of estimating a set of $d$ linear queries with respect to some unknown distribution $\mathbf{p}$ over a domain $\mathcal{J}=[J]$ based on a sensitive data set of $n$ individuals under the constraint of local…

Machine Learning · Computer Science 2018-10-08 Raef Bassily

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and…

Machine Learning · Computer Science 2021-01-01 Seth Neel , Aaron Roth , Giuseppe Vietri , Zhiwei Steven Wu

We study model personalization under user-level differential privacy (DP) in the shared representation framework. In this problem, there are $n$ users whose data is statistically heterogeneous, and their optimal parameters share an unknown…

Machine Learning · Computer Science 2025-06-25 Conor Snedeker , Xinyu Zhou , Raef Bassily

Bilevel optimization, in which one optimization problem is nested inside another, underlies many machine learning applications with a hierarchical structure -- such as meta-learning and hyperparameter optimization. Such applications often…

Machine Learning · Computer Science 2025-11-10 Andrew Lowy , Daogao Liu

This paper proposes a locally differentially private federated learning algorithm for strongly convex but possibly nonsmooth problems that protects the gradients of each worker against an honest but curious server. The proposed algorithm…

Machine Learning · Computer Science 2023-08-03 Jiaojiao Zhang , Dominik Fay , Mikael Johansson

In this paper, we consider the problem of differentially private (DP) algorithms for isotonic regression. For the most general problem of isotonic regression over a partially ordered set (poset) $\mathcal{X}$ and for any Lipschitz loss…

Machine Learning · Computer Science 2022-10-28 Badih Ghazi , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

Differentially Private Stochastic Gradient Descent (DP-SGD) has been widely used for solving optimization problems with privacy guarantees in machine learning and statistics. Despite this, a systematic non-asymptotic convergence analysis…

Methodology · Statistics 2025-07-10 Enze Shi , Jinhan Xie , Bei Jiang , Linglong Kong , Xuming He

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

We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…

Machine Learning · Computer Science 2024-02-22 Gavin Brown , Krishnamurthy Dvijotham , Georgina Evans , Daogao Liu , Adam Smith , Abhradeep Thakurta

We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…

Optimization and Control · Mathematics 2018-12-19 Damek Davis , Dmitriy Drusvyatskiy

We introduce efficient differentially private (DP) algorithms for several linear algebraic tasks, including solving linear equalities over arbitrary fields, linear inequalities over the reals, and computing affine spans and convex hulls. As…

Data Structures and Algorithms · Computer Science 2024-11-06 Haim Kaplan , Yishay Mansour , Shay Moran , Uri Stemmer , Nitzan Tur

Finding efficient, easily implementable differentially private (DP) algorithms that offer strong excess risk bounds is an important problem in modern machine learning. To date, most work has focused on private empirical risk minimization…

Machine Learning · Computer Science 2024-09-23 Andrew Lowy , Meisam Razaviyayn

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…

Data Structures and Algorithms · Computer Science 2022-07-29 Sivakanth Gopi , Yin Tat Lee , Daogao Liu

Reinforcement learning algorithms are widely used in domains where it is desirable to provide a personalized service. In these domains it is common that user data contains sensitive information that needs to be protected from third parties.…

Machine Learning · Computer Science 2021-10-28 Evrard Garcelon , Vianney Perchet , Ciara Pike-Burke , Matteo Pirotta

In this paper, we study differentially private (DP) algorithms for computing the geometric median (GM) of a dataset: Given $n$ points, $x_1,\dots,x_n$ in $\mathbb{R}^d$, the goal is to find a point $\theta$ that minimizes the sum of the…

Machine Learning · Computer Science 2024-06-12 Mahdi Haghifam , Thomas Steinke , Jonathan Ullman

In this paper we study the differentially private Empirical Risk Minimization (ERM) problem in different settings. For smooth (strongly) convex loss function with or without (non)-smooth regularization, we give algorithms that achieve…

Machine Learning · Computer Science 2018-02-15 Di Wang , Minwei Ye , Jinhui Xu

We study non-convex empirical risk minimization for learning halfspaces and neural networks. For loss functions that are $L$-Lipschitz continuous, we present algorithms to learn halfspaces and multi-layer neural networks that achieve…

Machine Learning · Computer Science 2015-11-26 Yuchen Zhang , Jason D. Lee , Martin J. Wainwright , Michael I. Jordan

Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…

Machine Learning · Computer Science 2023-05-23 Arun Ganesh , Mahdi Haghifam , Thomas Steinke , Abhradeep Thakurta

In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…

Machine Learning · Statistics 2016-08-11 Aditi Raghunathan , Roy Frostig , John Duchi , Percy Liang