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In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

We study the problem of Stochastic Convex Optimization (SCO) under the constraint of local Label Differential Privacy (L-LDP). In this setting, the features are considered public, but the corresponding labels are sensitive and must be…

Data Structures and Algorithms · Computer Science 2026-05-12 Lynn Chua , Badih Ghazi , Ravi Kumar , Pasin Manurangsi , Ziteng Sun , Chiyuan Zhang

Motivated by applications of large embedding models, we study differentially private (DP) optimization problems under sparsity of individual gradients. We start with new near-optimal bounds for the classic mean estimation problem but with…

Machine Learning · Computer Science 2024-11-01 Badih Ghazi , Cristóbal Guzmán , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

We study stochastic convex optimization with heavy-tailed data under the constraint of differential privacy (DP). Most prior work on this problem is restricted to the case where the loss function is Lipschitz. Instead, as introduced by…

Machine Learning · Computer Science 2022-11-02 Gautam Kamath , Xingtu Liu , Huanyu Zhang

User-level differentially private stochastic convex optimization (DP-SCO) has garnered significant attention due to the paramount importance of safeguarding user privacy in modern large-scale machine learning applications. Current methods,…

Machine Learning · Computer Science 2025-02-14 Badih Ghazi , Ravi Kumar , Daogao Liu , Pasin Manurangsi

In this paper, we are concerned with differentially private {stochastic gradient descent (SGD)} algorithms in the setting of stochastic convex optimization (SCO). Most of the existing work requires the loss to be Lipschitz continuous and…

Machine Learning · Statistics 2022-03-23 Puyu Wang , Yunwen Lei , Yiming Ying , Hai Zhang

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

Machine Learning · Computer Science 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

We study the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) with heavy-tailed data. Specifically, we focus on the $\ell_1$-norm linear regression in the $\epsilon$-DP model. While most of the previous work focuses…

Machine Learning · Computer Science 2022-01-11 Di Wang , Jinhui Xu

We propose a new framework for differentially private optimization of convex functions which are Lipschitz in an arbitrary norm $\|\cdot\|$. Our algorithms are based on a regularized exponential mechanism which samples from the density…

Machine Learning · Computer Science 2022-11-14 Sivakanth Gopi , Yin Tat Lee , Daogao Liu , Ruoqi Shen , Kevin Tian

We study the limits and capability of public-data assisted differentially private (PA-DP) algorithms. Specifically, we focus on the problem of stochastic convex optimization (SCO) with either labeled or unlabeled public data. For…

Machine Learning · Computer Science 2024-03-07 Enayat Ullah , Michael Menart , Raef Bassily , Cristóbal Guzmán , Raman Arora

In this paper we revisit the DP stochastic convex optimization (SCO) problem. For convex smooth losses, it is well-known that the canonical DP-SGD (stochastic gradient descent) achieves the optimal rate of $O\left(\frac{LR}{\sqrt{n}} +…

Machine Learning · Computer Science 2024-10-04 Christopher A. Choquette-Choo , Arun Ganesh , Abhradeep Thakurta

We study convex optimization problems under differential privacy (DP). With heavy-tailed gradients, existing works achieve suboptimal rates. The main obstacle is that existing gradient estimators have suboptimal tail properties, resulting…

Machine Learning · Computer Science 2024-08-20 Puning Zhao , Jiafei Wu , Zhe Liu , Chong Wang , Rongfei Fan , Qingming Li

We consider stochastic convex optimization for heavy-tailed data with the guarantee of being differentially private (DP). Most prior works on differentially private stochastic convex optimization for heavy-tailed data are either restricted…

Machine Learning · Computer Science 2024-09-11 Chenhan Jin , Kaiwen Zhou , Bo Han , James Cheng , Tieyong Zeng

In this work, we conduct a systematic study of stochastic saddle point problems (SSP) and stochastic variational inequalities (SVI) under the constraint of $(\epsilon,\delta)$-differential privacy (DP) in both Euclidean and non-Euclidean…

Machine Learning · Computer Science 2024-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

We provide the first study of the problem of finding differentially private (DP) second-order stationary points (SOSP) in stochastic (non-convex) minimax optimization. Existing literature either focuses only on first-order stationary points…

Machine Learning · Computer Science 2026-02-03 Difei Xu , Youming Tao , Meng Ding , Chenglin Fan , Di Wang

This paper addresses the challenge of preserving privacy in Federated Learning (FL) within centralized systems, focusing on both trusted and untrusted server scenarios. We analyze this setting within the Stochastic Convex Optimization (SCO)…

Machine Learning · Computer Science 2024-07-18 Roie Reshef , Kfir Y. Levy

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

We study differentially private (DP) optimization algorithms for stochastic and empirical objectives which are neither smooth nor convex, and propose methods that return a Goldstein-stationary point with sample complexity bounds that…

Machine Learning · Computer Science 2025-06-10 Guy Kornowski , Daogao Liu , Kunal Talwar

We study the task of $(\epsilon, \delta)$-differentially private online convex optimization (OCO). In the online setting, the release of each distinct decision or iterate carries with it the potential for privacy loss. This problem has a…

Cryptography and Security · Computer Science 2023-12-21 Naman Agarwal , Satyen Kale , Karan Singh , Abhradeep Guha Thakurta

As one of the most fundamental problems in machine learning, statistics and differential privacy, Differentially Private Stochastic Convex Optimization (DP-SCO) has been extensively studied in recent years. However, most of the previous…

Machine Learning · Computer Science 2021-08-10 Lijie Hu , Shuo Ni , Hanshen Xiao , Di Wang