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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

Differential privacy is a widely accepted measure of privacy in the context of deep learning algorithms, and achieving it relies on a noisy training approach known as differentially private stochastic gradient descent (DP-SGD). DP-SGD…

Machine Learning · Computer Science 2023-07-26 Ce Feng , Nuo Xu , Wujie Wen , Parv Venkitasubramaniam , Caiwen Ding

Privacy preserving machine learning algorithms are crucial for learning models over user data to protect sensitive information. Motivated by this, differentially private stochastic gradient descent (SGD) algorithms for training machine…

Machine Learning · Computer Science 2019-10-25 Venkatadheeraj Pichapati , Ananda Theertha Suresh , Felix X. Yu , Sashank J. Reddi , Sanjiv Kumar

We propose differentially private algorithms for parameter estimation in both low-dimensional and high-dimensional sparse generalized linear models (GLMs) by constructing private versions of projected gradient descent. We show that the…

Machine Learning · Statistics 2020-12-08 T. Tony Cai , Yichen Wang , Linjun Zhang

While the traditional goal of statistics is to infer population parameters, modern practice increasingly demands protection of individual privacy. One way to address this need is to adapt classical statistical procedures into…

Methodology · Statistics 2026-03-10 Jinyuan Chang , Lin Yang , Mengyue Zha , Wen-Xin Zhou

This paper investigates the problem of forecasting multivariate aggregated human mobility while preserving the privacy of the individuals concerned. Differential privacy, a state-of-the-art formal notion, has been used as the privacy…

Machine Learning · Computer Science 2022-06-06 Héber H. Arcolezi , Jean-François Couchot , Denis Renaud , Bechara Al Bouna , Xiaokui Xiao

Backtracking line-search is an old yet powerful strategy for finding a better step sizes to be used in proximal gradient algorithms. The main principle is to locally find a simple convex upper bound of the objective function, which in turn…

Optimization and Control · Mathematics 2019-11-06 Mahesh Chandra Mukkamala , Peter Ochs , Thomas Pock , Shoham Sabach

Differential privacy (DP) provides a formal privacy guarantee that prevents adversaries with access to machine learning models from extracting information about individual training points. Differentially private stochastic gradient descent…

Cryptography and Security · Computer Science 2022-12-15 Jie Fu , Zhili Chen , XinPeng Ling

Differentially private stochastic gradient descent privatizes model training by injecting noise into each iteration, where the noise magnitude increases with the number of model parameters. Recent works suggest that we can reduce the noise…

Machine Learning · Statistics 2025-07-25 Xin Gu , Gautam Kamath , Zhiwei Steven Wu

Differentially-private stochastic gradient descent (DP-SGD) is a family of iterative machine learning training algorithms that privatize gradients to generate a sequence of differentially-private (DP) model parameters. It is also the…

Machine Learning · Computer Science 2025-02-11 Weiwei Kong , Mónica Ribero

Stochastic minimax optimization on Riemannian manifolds has recently attracted significant attention due to its broad range of applications, such as robust training of neural networks and robust maximum likelihood estimation. Existing…

Optimization and Control · Mathematics 2026-02-11 Hongye Wang , Chang He , Bo Jiang

Privacy-preserving training on sensitive data commonly relies on differentially private stochastic optimization with gradient clipping and Gaussian noise. The clipping threshold is a critical control knob: if set too small, systematic…

Machine Learning · Computer Science 2026-02-12 Mohammad Partohaghighi , Roummel Marcia , Bruce J. West , YangQuan Chen

We consider the estimation of a density at a fixed point under a local differential privacy constraint, where the observations are anonymised before being available for statistical inference. We propose both a privatised version of a…

Statistics Theory · Mathematics 2022-06-16 Sandra Schluttenhofer , Jan Johannes

Learning often involves sensitive data and as such, privacy preserving extensions to Stochastic Gradient Descent (SGD) and other machine learning algorithms have been developed using the definitions of Differential Privacy (DP). In…

Machine Learning · Computer Science 2021-10-14 Friedrich Dörmann , Osvald Frisk , Lars Nørvang Andersen , Christian Fischer Pedersen

An algorithm is presented for momentum gradient descent optimization based on the first-order differential equation of the Newtonian dynamics. The fictitious mass is introduced to the dynamics of momentum for regularizing the adaptive…

Machine Learning · Computer Science 2018-05-15 Zhidong Han

Privacy in AI remains a topic that draws attention from researchers and the general public in recent years. As one way to implement privacy-preserving AI, differentially private learning is a framework that enables AI models to use…

Machine Learning · Computer Science 2023-05-03 Tianyu Xia , Shuheng Shen , Su Yao , Xinyi Fu , Ke Xu , Xiaolong Xu , Xing Fu

Many machine learning applications are based on data collected from people, such as their tastes and behaviour as well as biological traits and genetic data. Regardless of how important the application might be, one has to make sure…

Machine Learning · Statistics 2017-04-11 Joonas Jälkö , Onur Dikmen , Antti Honkela

In this paper we consider the problem of minimizing composite objective functions consisting of a convex differentiable loss function plus a non-smooth regularization term, such as $L_1$ norm or nuclear norm, under R\'enyi differential…

Machine Learning · Computer Science 2019-09-26 Chen Chen , Jaewoo Lee

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

In this paper, we apply machine learning to distributed private data owned by multiple data owners, entities with access to non-overlapping training datasets. We use noisy, differentially-private gradients to minimize the fitness cost of…

Cryptography and Security · Computer Science 2019-07-03 Nan Wu , Farhad Farokhi , David Smith , Mohamed Ali Kaafar