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Bayesian learning via Stochastic Gradient Langevin Dynamics (SGLD) has been suggested for differentially private learning. While previous research provides differential privacy bounds for SGLD at the initial steps of the algorithm or when…

Machine Learning · Computer Science 2023-02-07 Guy Heller , Ethan Fetaya

Recently, generalization bounds of the non-convex empirical risk minimization paradigm using Stochastic Gradient Langevin Dynamics (SGLD) have been extensively studied. Several theoretical frameworks have been presented to study this…

Machine Learning · Computer Science 2021-12-17 Bingzhe Wu , Zhicong Liang , Yatao Bian , ChaoChao Chen , Junzhou Huang , Yuan Yao

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

Effective training of deep neural networks suffers from two main issues. The first is that the parameter spaces of these models exhibit pathological curvature. Recent methods address this problem by using adaptive preconditioning for…

Machine Learning · Statistics 2015-12-25 Chunyuan Li , Changyou Chen , David Carlson , Lawrence Carin

The Deep Leakage from Gradient (DLG) attack has emerged as a prevalent and highly effective method for extracting sensitive training data by inspecting exchanged gradients. This approach poses a substantial threat to the privacy of…

Machine Learning · Computer Science 2023-11-27 Chenyang Li , Zhao Song , Weixin Wang , Chiwun Yang

Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…

Machine Learning · Statistics 2018-11-27 Nicolas Brosse , Alain Durmus , Eric Moulines

Bayesian neural network (BNN) allows for uncertainty quantification in prediction, offering an advantage over regular neural networks that has not been explored in the differential privacy (DP) framework. We fill this important gap by…

Machine Learning · Computer Science 2023-02-21 Qiyiwen Zhang , Zhiqi Bu , Kan Chen , Qi Long

Sampling from a target distribution induced by training data is central to Bayesian learning, with Stochastic Gradient Langevin Dynamics (SGLD) serving as a key tool for scalable posterior sampling and decentralized variants enabling…

Optimization and Control · Mathematics 2025-11-18 Waheed U. Bajwa , Mert Gurbuzbalaban , Mustafa Ali Kutbay , Lingjiong Zhu , Muhammad Zulqarnain

Introducing noise in the training of machine learning systems is a powerful way to protect individual privacy via differential privacy guarantees, but comes at a cost to utility. This work looks at whether the inherent randomness of…

Machine Learning · Computer Science 2022-03-01 Stephanie L. Hyland , Shruti Tople

We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…

Machine Learning · Statistics 2022-05-24 Wei Deng , Guang Lin , Faming Liang

We show that differentially private stochastic gradient descent (DP-SGD) can yield poorly calibrated, overconfident deep learning models. This represents a serious issue for safety-critical applications, e.g. in medical diagnosis. We…

One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…

Machine Learning · Statistics 2017-12-05 Gaétan Marceau-Caron , Yann Ollivier

This paper considers the scenario that multiple data owners wish to apply a machine learning method over the combined dataset of all owners to obtain the best possible learning output but do not want to share the local datasets owing to…

Machine Learning · Computer Science 2019-07-09 Le Trieu Phong , Tran Thi Phuong

Langevin algorithms are popular Markov Chain Monte Carlo methods for Bayesian learning, particularly when the aim is to sample from the posterior distribution of a parametric model, given the input data and the prior distribution over the…

Machine Learning · Computer Science 2025-10-28 Mert Gurbuzbalaban , Mohammad Rafiqul Islam , Xiaoyu Wang , Lingjiong Zhu

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

Computational Finance · Quantitative Finance 2023-01-16 Pierre Bras , Gilles Pagès

Federated Learning (FL) allows for the training of Machine Learning models in a collaborative manner without the need to share sensitive data. However, it remains vulnerable to Gradient Leakage Attacks (GLAs), which can reveal private…

Machine Learning · Computer Science 2025-10-29 Miguel Fernandez-de-Retana , Unai Zulaika , Rubén Sánchez-Corcuera , Aitor Almeida

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

Machine Learning · Computer Science 2018-06-11 Henri Palacci , Henry Hess

We analyse the privacy leakage of noisy stochastic gradient descent by modeling R\'enyi divergence dynamics with Langevin diffusions. Inspired by recent work on non-stochastic algorithms, we derive similar desirable properties in the…

Machine Learning · Statistics 2022-02-08 Théo Ryffel , Francis Bach , David Pointcheval

Discrete choice models (DCMs) are used to analyze individual decision-making in contexts such as transportation choices, political elections, and consumer preferences. DCMs play a central role in applied econometrics by enabling inference…

Machine Learning · Statistics 2025-12-19 Daniel F. Villarraga , Ricardo A. Daziano

Algorithms such as Differentially Private SGD enable training machine learning models with formal privacy guarantees. However, there is a discrepancy between the protection that such algorithms guarantee in theory and the protection they…

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