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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

Differential privacy enables organizations to collect accurate aggregates over sensitive data with strong, rigorous guarantees on individuals' privacy. Previous work has found that under differential privacy, computing multiple correlated…

Databases · Computer Science 2016-05-18 Ganzhao Yuan , Yin Yang , Zhenjie Zhang , Zhifeng Hao

Due to statistical lower bounds on the learnability of many function classes under privacy constraints, there has been recent interest in leveraging public data to improve the performance of private learning algorithms. In this model,…

Machine Learning · Statistics 2024-02-16 Adam Block , Mark Bun , Rathin Desai , Abhishek Shetty , Steven Wu

We consider the problem of minimizing a non-convex objective while preserving the privacy of the examples in the training data. Building upon the previous variance-reduced algorithm SpiderBoost, we introduce a new framework that utilizes…

Machine Learning · Computer Science 2023-02-21 Arun Ganesh , Daogao Liu , Sewoong Oh , Abhradeep Thakurta

In this paper, we consider the problem of preserving privacy in the online learning setting. We study the problem in the online convex programming (OCP) framework---a popular online learning setting with several interesting theoretical and…

Machine Learning · Computer Science 2015-03-19 Prateek Jain , Pravesh Kothari , Abhradeep Thakurta

Privacy-preserving machine learning algorithms are crucial for the increasingly common setting in which personal data, such as medical or financial records, are analyzed. We provide general techniques to produce privacy-preserving…

Machine Learning · Computer Science 2011-02-18 Kamalika Chaudhuri , Claire Monteleoni , Anand D. Sarwate

We introduce a new zeroth-order algorithm for private stochastic optimization on nonconvex and nonsmooth objectives. Given a dataset of size $M$, our algorithm ensures $(\alpha,\alpha\rho^2/2)$-R\'enyi differential privacy and finds a…

Optimization and Control · Mathematics 2024-07-01 Qinzi Zhang , Hoang Tran , Ashok Cutkosky

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

Convex optimization finds many real-life applications, where--optimized on real data--optimization results may expose private data attributes (e.g., individual health records, commercial information), thus leading to privacy breaches. To…

Optimization and Control · Mathematics 2024-06-25 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Pierre Pinson , Jalal Kazempour

Convex optimization with feedback is a framework where a learner relies on iterative queries and feedback to arrive at the minimizer of a convex function. It has gained considerable popularity thanks to its scalability in large-scale…

Machine Learning · Statistics 2021-10-26 Jiaming Xu , Kuang Xu , Dana Yang

In this paper, we revisit the problem of private stochastic convex optimization. We propose an algorithm based on noisy mirror descent, which achieves optimal rates both in terms of statistical complexity and number of queries to a…

Machine Learning · Computer Science 2020-11-18 Raman Arora , Teodor V. Marinov , Enayat Ullah

Convex programming with linear constraints plays an important role in the operation of a number of everyday systems. However, absent any additional protections, revealing or acting on the solutions to such problems may reveal information…

Optimization and Control · Mathematics 2024-09-16 Alexander Benvenuti , Brendan Bialy , Miriam Dennis , Matthew Hale

Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported…

Optimization and Control · Mathematics 2022-12-16 Yongqiang Wang , Tamer Basar

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…

Machine Learning · Computer Science 2021-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

This paper considers distributed optimization (DO) where multiple agents cooperate to minimize a global objective function, expressed as a sum of local objectives, subject to some constraints. In DO, each agent iteratively solves a local…

Optimization and Control · Mathematics 2023-03-01 Minseok Ryu , Kibaek Kim

We study the secure stochastic convex optimization problem. A learner aims to learn the optimal point of a convex function through sequentially querying a (stochastic) gradient oracle. In the meantime, there exists an adversary who aims to…

Machine Learning · Computer Science 2021-04-06 Wei Tang , Chien-Ju Ho , Yang Liu

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…

Cryptography and Security · Computer Science 2020-06-23 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Jalal Kazempour , Pierre Pinson

Objective perturbation is a standard mechanism in differentially private empirical risk minimization. In particular, Linear Objective Perturbation (LOP) enforces privacy by adding a random linear term, while strong convexity and stability…

Machine Learning · Computer Science 2026-05-08 Daniel Cortild , Coralia Cartis

Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the…

Optimization and Control · Mathematics 2014-02-27 Aharon Ben-Tal , Elad Hazan , Tomer Koren , Shie Mannor
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