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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

We introduce a new mechanism for stochastic convex optimization (SCO) with user-level differential privacy guarantees. The convergence rates of this mechanism are similar to those in the prior work of Levy et al. (2021); Narayanan et al.…

Machine Learning · Computer Science 2023-05-09 Badih Ghazi , Pritish Kamath , Ravi Kumar , Raghu Meka , Pasin Manurangsi , Chiyuan Zhang

We study the problem of Stochastic Convex Optimization (SCO) under the constraint of local Label Differential Privacy (L-LDP). In this setting, the features are considered public, but the corresponding labels are sensitive and must be…

Data Structures and Algorithms · Computer Science 2026-05-12 Lynn Chua , Badih Ghazi , Ravi Kumar , Pasin Manurangsi , Ziteng Sun , Chiyuan Zhang

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

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

We study the limits and capability of public-data assisted differentially private (PA-DP) algorithms. Specifically, we focus on the problem of stochastic convex optimization (SCO) with either labeled or unlabeled public data. For…

Machine Learning · Computer Science 2024-03-07 Enayat Ullah , Michael Menart , Raef Bassily , Cristóbal Guzmán , Raman Arora

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

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

We propose a new framework for differentially private optimization of convex functions which are Lipschitz in an arbitrary norm $\|\cdot\|$. Our algorithms are based on a regularized exponential mechanism which samples from the density…

Machine Learning · Computer Science 2022-11-14 Sivakanth Gopi , Yin Tat Lee , Daogao Liu , Ruoqi Shen , Kevin Tian

We consider stochastic convex optimization for heavy-tailed data with the guarantee of being differentially private (DP). Most prior works on differentially private stochastic convex optimization for heavy-tailed data are either restricted…

Machine Learning · Computer Science 2024-09-11 Chenhan Jin , Kaiwen Zhou , Bo Han , James Cheng , Tieyong Zeng

We introduce a new tool for stochastic convex optimization (SCO): a Reweighted Stochastic Query (ReSQue) estimator for the gradient of a function convolved with a (Gaussian) probability density. Combining ReSQue with recent advances in ball…

Optimization and Control · Mathematics 2023-10-30 Yair Carmon , Arun Jambulapati , Yujia Jin , Yin Tat Lee , Daogao Liu , Aaron Sidford , Kevin Tian

We consider the problem of differentially private stochastic convex optimization (DP-SCO) in a distributed setting with $M$ clients, where each of them has a local dataset of $N$ i.i.d. data samples from an underlying data distribution. The…

Machine Learning · Computer Science 2025-01-07 Sudeep Salgia , Nikola Pavlovic , Yuejie Chi , Qing Zhao

Classical assumptions like strong convexity and Lipschitz smoothness often fail to capture the nature of deep learning optimization problems, which are typically non-convex and non-smooth, making traditional analyses less applicable. This…

Machine Learning · Computer Science 2025-05-01 Binchuan Qi , Wei Gong , Li Li

In this paper, we investigate the necessity of traceability for accurate learning in stochastic convex optimization (SCO) under $\ell_p$ geometries. Informally, we say a learning algorithm is $m$-traceable if, by analyzing its output, it is…

Machine Learning · Computer Science 2025-06-02 Sasha Voitovych , Mahdi Haghifam , Idan Attias , Gintare Karolina Dziugaite , Roi Livni , Daniel M. Roy

In this paper, we consider the problem of differentially private (DP) algorithms for isotonic regression. For the most general problem of isotonic regression over a partially ordered set (poset) $\mathcal{X}$ and for any Lipschitz loss…

Machine Learning · Computer Science 2022-10-28 Badih Ghazi , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

Modern machine learning algorithms aim to extract fine-grained information from data to provide accurate predictions, which often conflicts with the goal of privacy protection. This paper addresses the practical and theoretical importance…

Machine Learning · Statistics 2023-07-17 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

We initiate a systematic study of worst-group risk minimization under $(\epsilon, \delta)$-differential privacy (DP). The goal is to privately find a model that approximately minimizes the maximal risk across $p$ sub-populations (groups)…

Machine Learning · Computer Science 2024-03-01 Xinyu Zhou , Raef Bassily

We study differentially private (DP) algorithms for stochastic non-convex optimization. In this problem, the goal is to minimize the population loss over a $p$-dimensional space given $n$ i.i.d. samples drawn from a distribution. We improve…

Machine Learning · Computer Science 2020-08-12 Yingxue Zhou , Xiangyi Chen , Mingyi Hong , Zhiwei Steven Wu , Arindam Banerjee

In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not…

Machine Learning · Computer Science 2017-05-25 Jiaqi Zhang , Kai Zheng , Wenlong Mou , Liwei Wang

We consider the problem of minimizing a convex risk with stochastic subgradients guaranteeing $\epsilon$-locally differentially private ($\epsilon$-LDP). While it has been shown that stochastic optimization is possible with $\epsilon$-LDP…

Machine Learning · Computer Science 2019-11-22 Kwang-Sung Jun , Francesco Orabona