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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

Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…

Optimization and Control · Mathematics 2019-05-15 Michael R. Metel , Akiko Takeda

Empirical risk minimization is the main tool for prediction problems, but its extension to relational data remains unsolved. We solve this problem using recent ideas from graph sampling theory to (i) define an empirical risk for relational…

Machine Learning · Statistics 2019-02-25 Victor Veitch , Morgane Austern , Wenda Zhou , David M. Blei , Peter Orbanz

This paper studies the design of an optimal privacyaware estimator of a public random variable based on noisy measurements which contain private information. The public random variable carries non-private information, however, its estimate…

Optimization and Control · Mathematics 2018-08-08 Ehsan Nekouei , Henrik Sandberg , Mikael Skoglund , Karl H. Johansson

Distributed differentially private learning techniques enable a large number of users to jointly learn a model without having to first centrally collect the training data. At the same time, neither the communication between the users nor…

Cryptography and Security · Computer Science 2026-02-26 Moritz Kirschte , Sebastian Meiser , Saman Ardalan , Esfandiar Mohammadi

In this paper, we study the Empirical Risk Minimization problem in the non-interactive local model of differential privacy. In the case of constant or low dimensionality ($p\ll n$), we first show that if the ERM loss function is $(\infty,…

Machine Learning · Computer Science 2018-05-18 Di Wang , Marco Gaboardi , Jinhui Xu

Noisy gradient descent and its variants are the predominant algorithms for differentially private machine learning. It is a fundamental question to quantify their privacy leakage, yet tight characterizations remain open even in the…

Machine Learning · Computer Science 2024-06-13 Jinho Bok , Weijie Su , Jason M. Altschuler

Differentially private stochastic gradient descent (DP-SGD) is the workhorse algorithm for recent advances in private deep learning. It provides a single privacy guarantee to all datapoints in the dataset. We propose output-specific…

Machine Learning · Computer Science 2024-07-26 Da Yu , Gautam Kamath , Janardhan Kulkarni , Tie-Yan Liu , Jian Yin , Huishuai Zhang

Stochastic gradient descent ascent (SGDA) and its variants have been the workhorse for solving minimax problems. However, in contrast to the well-studied stochastic gradient descent (SGD) with differential privacy (DP) constraints, there is…

Machine Learning · Computer Science 2022-08-01 Zhenhuan Yang , Shu Hu , Yunwen Lei , Kush R. Varshney , Siwei Lyu , Yiming Ying

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 adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

Nowadays, owners and developers of deep learning models must consider stringent privacy-preservation rules of their training data, usually crowd-sourced and retaining sensitive information. The most widely adopted method to enforce privacy…

Machine Learning · Computer Science 2022-09-08 Eugenio Lomurno , Matteo matteucci

We propose Noise-Augmented Privacy-Preserving Empirical Risk Minimization (NAPP-ERM) that solves ERM with differential privacy guarantees. Existing privacy-preserving ERM approaches may be subject to over-regularization with the employment…

Machine Learning · Statistics 2021-10-19 Yinan Li , Fang Liu

In this paper, we study the Empirical Risk Minimization (ERM) problem in the non-interactive Local Differential Privacy (LDP) model. Previous research on this problem \citep{smith2017interaction} indicates that the sample complexity, to…

Machine Learning · Computer Science 2020-11-12 Di Wang , Marco Gaboardi , Adam Smith , Jinhui Xu

In the arena of privacy-preserving machine learning, differentially private stochastic gradient descent (DP-SGD) has outstripped the objective perturbation mechanism in popularity and interest. Though unrivaled in versatility, DP-SGD…

Machine Learning · Computer Science 2024-01-02 Rachel Redberg , Antti Koskela , Yu-Xiang Wang

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

Optimization and Control · Mathematics 2019-05-27 Michael R. Metel , Akiko Takeda

Preserving privacy in contemporary NLP models allows us to work with sensitive data, but unfortunately comes at a price. We know that stricter privacy guarantees in differentially-private stochastic gradient descent (DP-SGD) generally…

Computation and Language · Computer Science 2023-02-01 Manuel Senge , Timour Igamberdiev , Ivan Habernal

Focusing on stochastic programming (SP) with covariate information, this paper proposes an empirical risk minimization (ERM) method embedded within a nonconvex piecewise affine decision rule (PADR), which aims to learn the direct mapping…

Optimization and Control · Mathematics 2025-09-29 Yiyang Zhang , Junyi Liu , Xiaobo Zhao

Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applications naturally leads to the use of first-order methods.…

Optimization and Control · Mathematics 2023-03-07 Saeed Hajizadeh , Haihao Lu , Benjamin Grimmer

We address differential privacy for fully distributed optimization subject to a shared inequality constraint. By co-designing the distributed optimization mechanism and the differential-privacy noise injection mechanism, we propose the…

Optimization and Control · Mathematics 2024-04-04 Yongqiang Wang , Angelia Nedic
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