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This paper proposes a new distributed nonconvex stochastic optimization algorithm that can achieve privacy protection, communication efficiency and convergence simultaneously. Specifically, each node adds general privacy noises to its local…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Jialong Chen , Jimin Wang , Ji-Feng 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

Temporal difference (TD) learning is a widely used method to evaluate policies in reinforcement learning. While many TD learning methods have been developed in recent years, little attention has been paid to preserving privacy and most of…

Machine Learning · Computer Science 2022-01-26 Canzhe Zhao , Yanjie Ze , Jing Dong , Baoxiang Wang , Shuai Li

Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported…

Optimization and Control · Mathematics 2022-12-16 Yongqiang Wang , Tamer Basar

User-level differentially private stochastic convex optimization (DP-SCO) has garnered significant attention due to the paramount importance of safeguarding user privacy in modern large-scale machine learning applications. Current methods,…

Machine Learning · Computer Science 2025-02-14 Badih Ghazi , Ravi Kumar , Daogao Liu , Pasin Manurangsi

We study the problem of $(\epsilon,\delta)$-differentially private learning of linear predictors with convex losses. We provide results for two subclasses of loss functions. The first case is when the loss is smooth and non-negative but not…

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

Differentially Private Stochastic Gradient Descent (DPSGD) is widely utilized to preserve training data privacy in deep learning, which first clips the gradients to a predefined norm and then injects calibrated noise into the training…

Machine Learning · Computer Science 2024-05-29 Haichao Sha , Yang Cao , Yong Liu , Yuncheng Wu , Ruixuan Liu , Hong Chen

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 article establishes a method to answer a finite set of linear queries on a given dataset while ensuring differential privacy. To achieve this, we formulate the corresponding task as a saddle-point problem, i.e. an optimization problem…

Methodology · Statistics 2024-11-05 Giorgio Micali , Clement Lezane , Annika Betken

As a fundamental problem in machine learning and differential privacy (DP), DP linear regression has been extensively studied. However, most existing methods focus primarily on either regular data distributions or low-dimensional cases with…

Machine Learning · Computer Science 2025-06-10 Xizhi Tian , Meng Ding , Touming Tao , Zihang Xiang , Di Wang

We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex…

Machine Learning · Statistics 2024-10-29 Aniket Das , Dheeraj Nagaraj , Soumyabrata Pal , Arun Suggala , Prateek Varshney

In the era of big data, the need to expand the amount of data through data sharing to improve model performance has become increasingly compelling. As a result, effective collaborative learning models need to be developed with respect to…

Machine Learning · Computer Science 2020-11-17 Huiwen Wu , Cen Chen , Li Wang

This paper addresses the challenge of preserving privacy in Federated Learning (FL) within centralized systems, focusing on both trusted and untrusted server scenarios. We analyze this setting within the Stochastic Convex Optimization (SCO)…

Machine Learning · Computer Science 2024-07-18 Roie Reshef , Kfir Y. Levy

Gradient clipping is a fundamental tool in Deep Learning, improving the high-probability convergence of stochastic first-order methods like SGD, AdaGrad, and Adam under heavy-tailed noise, which is common in training large language models.…

Machine Learning · Computer Science 2025-09-30 Saleh Vatan Khah , Savelii Chezhegov , Shahrokh Farahmand , Samuel Horváth , Eduard Gorbunov

We study stochastic nonconvex optimization under heavy-tailed noise. In this setting, the stochastic gradients only have bounded $p$-th central moment ($p$-BCM) for some $p \in (1,2]$. Building on the foundational work of Arjevani et al.…

Optimization and Control · Mathematics 2026-04-01 Adrien Fradin , Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

The injection of heavy-tailed noise into the iterates of stochastic gradient descent (SGD) has garnered growing interest in recent years due to its theoretical and empirical benefits for optimization and generalization. However, its…

Machine Learning · Statistics 2025-05-13 Umut Şimşekli , Mert Gürbüzbalaban , Sinan Yıldırım , Lingjiong Zhu

We develop algorithms for private stochastic convex optimization that adapt to the hardness of the specific function we wish to optimize. While previous work provide worst-case bounds for arbitrary convex functions, it is often the case…

Machine Learning · Computer Science 2021-08-06 Hilal Asi , Daniel Levy , John Duchi

We study differentially private (DP) optimization algorithms for stochastic and empirical objectives which are neither smooth nor convex, and propose methods that return a Goldstein-stationary point with sample complexity bounds that…

Machine Learning · Computer Science 2025-06-10 Guy Kornowski , Daogao Liu , Kunal Talwar

This paper considers distributed optimization (DO) where multiple agents cooperate to minimize a global objective function, expressed as a sum of local objectives, subject to some constraints. In DO, each agent iteratively solves a local…

Optimization and Control · Mathematics 2023-03-01 Minseok Ryu , Kibaek Kim

Recently, due to the popularity of deep neural networks and other methods whose training typically relies on the optimization of an objective function, and due to concerns for data privacy, there is a lot of interest in differentially…

Machine Learning · Computer Science 2025-02-12 Antoine Barczewski , Jan Ramon