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We give the first polynomial time and sample $(\epsilon, \delta)$-differentially private (DP) algorithm to estimate the mean, covariance and higher moments in the presence of a constant fraction of adversarial outliers. Our algorithm…

Machine Learning · Statistics 2021-12-08 Pravesh K. Kothari , Pasin Manurangsi , Ameya Velingker

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

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

A common problem in private data analysis is the partition selection problem, where each user holds a set of partitions (e.g. keys in a GROUP BY operation) from a possibly unbounded set. The challenge here is in maximizing the set of…

Cryptography and Security · Computer Science 2026-03-12 Charlie Harrison , Pasin Manurangsi

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

Prior work on differential privacy analysis of randomized SGD algorithms relies on composition theorems, where the implicit (unrealistic) assumption is that the internal state of the iterative algorithm is revealed to the adversary. As a…

Machine Learning · Statistics 2022-10-18 Jiayuan Ye , Reza Shokri

We investigate the problem of finding second-order stationary points (SOSP) in differentially private (DP) stochastic non-convex optimization. Existing methods suffer from two key limitations: (i) inaccurate convergence error rate due to…

Machine Learning · Computer Science 2026-01-21 Youming Tao , Zuyuan Zhang , Dongxiao Yu , Xiuzhen Cheng , Falko Dressler , Di Wang

Machine learning models are increasingly used in high-stakes decision-making systems. In such applications, a major concern is that these models sometimes discriminate against certain demographic groups such as individuals with certain…

Machine Learning · Computer Science 2023-06-06 Andrew Lowy , Devansh Gupta , Meisam Razaviyayn

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

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 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 the canonical statistical estimation problem of linear regression from $n$ i.i.d.~examples under $(\varepsilon,\delta)$-differential privacy when some response variables are adversarially corrupted. We propose a variant of the…

Machine Learning · Computer Science 2023-02-01 Xiyang Liu , Prateek Jain , Weihao Kong , Sewoong Oh , Arun Sai Suggala

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

Discrete stochastic optimization considers the problem of minimizing (or maximizing) loss functions defined on discrete sets, where only noisy measurements of the loss functions are available. The discrete stochastic optimization problem is…

Optimization and Control · Mathematics 2013-11-04 Qi Wang

The Noisy-SGD algorithm is widely used for privately training machine learning models. Traditional privacy analyses of this algorithm assume that the internal state is publicly revealed, resulting in privacy loss bounds that increase…

Machine Learning · Computer Science 2023-05-18 Shahab Asoodeh , Mario Diaz

This paper focuses on the problem of Differentially Private Stochastic Optimization for (multi-layer) fully connected neural networks with a single output node. In the first part, we examine cases with no hidden nodes, specifically focusing…

Machine Learning · Computer Science 2023-10-13 Hanpu Shen , Cheng-Long Wang , Zihang Xiang , Yiming Ying , Di Wang

We study the classical problem of community recovery in stochastic block models with a fixed number of communities, with a twist: We seek algorithms that are stable with respect to node-wise changes in the graph structure, formally defined…

Statistics Theory · Mathematics 2026-05-18 Laurentiu Marchis , Ethan D'souza , Tomáš Flídr , Po-Ling Loh

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

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

Many resource allocation problems can be formulated as an optimization problem whose constraints contain sensitive information about participating users. This paper concerns solving this kind of optimization problem in a distributed manner…

Optimization and Control · Mathematics 2016-11-17 Shuo Han , Ufuk Topcu , George J. Pappas
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