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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 study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings:…

Machine Learning · Computer Science 2023-06-13 Amit Attia , Tomer Koren

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…

Optimization and Control · Mathematics 2025-06-09 Ruichen Jiang , Devyani Maladkar , Aryan Mokhtari

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 study convergence rates of AdaGrad-Norm as an exemplar of adaptive stochastic gradient methods (SGD), where the step sizes change based on observed stochastic gradients, for minimizing non-convex, smooth objectives. Despite their…

By ensuring differential privacy in the learning algorithms, one can rigorously mitigate the risk of large models memorizing sensitive training data. In this paper, we study two algorithms for this purpose, i.e., DP-SGD and DP-NSGD, which…

Machine Learning · Computer Science 2022-06-28 Xiaodong Yang , Huishuai Zhang , Wei Chen , Tie-Yan Liu

Differential privacy has been proven effective for stochastic gradient descent; however, existing methods often suffer from performance degradation in high-dimensional settings, as the scale of injected noise increases with dimensionality.…

Machine Learning · Computer Science 2025-07-10 Huiqi Zhang , Fang Xie

We propose an adaptive (stochastic) gradient perturbation method for differentially private empirical risk minimization. At each iteration, the random noise added to the gradient is optimally adapted to the stepsize; we name this process…

Machine Learning · Computer Science 2021-10-26 Xiaoxia Wu , Lingxiao Wang , Irina Cristali , Quanquan Gu , Rebecca Willett

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

Differential Privacy (DP) is becoming central to large-scale training as privacy regulations tighten. We revisit how DP noise interacts with adaptivity in optimization through the lens of stochastic differential equations, providing the…

Differentially private stochastic gradient descent (DP-SGD) is the most widely used method for training machine learning models with provable privacy guarantees. A key challenge in DP-SGD is setting the per-sample gradient clipping…

Machine Learning · Computer Science 2025-10-29 Atefeh Gilani , Naima Tasnim , Lalitha Sankar , Oliver Kosut

Differentially private stochastic gradient descent (DP-SGD) has been widely adopted in deep learning to provide rigorously defined privacy, which requires gradient clipping to bound the maximum norm of individual gradients and additive…

Machine Learning · Computer Science 2023-06-29 Junyi Zhu , Matthew B. Blaschko

The spherical noise added to gradients in differentially private (DP) training undermines the performance of adaptive optimizers like AdaGrad and Adam, and hence many recent works have proposed algorithms to address this challenge. However,…

Machine Learning · Computer Science 2025-07-03 Arun Ganesh , Brendan McMahan , Abhradeep Thakurta

In the domain of deep learning, the challenge of protecting sensitive data while maintaining model utility is significant. Traditional Differential Privacy (DP) techniques such as Differentially Private Stochastic Gradient Descent (DP-SGD)…

Machine Learning · Computer Science 2024-11-06 Tao Huang , Qingyu Huang , Xin Shi , Jiayang Meng , Guolong Zheng , Xu Yang , Xun Yi

In this paper we propose several adaptive gradient methods for stochastic optimization. Unlike AdaGrad-type of methods, our algorithms are based on Armijo-type line search and they simultaneously adapt to the unknown Lipschitz constant of…

Although stochastic gradient descent (SGD) method and its variants (e.g., stochastic momentum methods, AdaGrad) are the choice of algorithms for solving non-convex problems (especially deep learning), there still remain big gaps between the…

Optimization and Control · Mathematics 2019-03-07 Zaiyi Chen , Zhuoning Yuan , Jinfeng Yi , Bowen Zhou , Enhong Chen , Tianbao Yang

While machine learning has achieved remarkable results in a wide variety of domains, the training of models often requires large datasets that may need to be collected from different individuals. As sensitive information may be contained in…

Machine Learning · Computer Science 2023-02-07 Richeng Jin , Xiaofan He , Huaiyu Dai

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We…

Machine Learning · Statistics 2018-05-23 Ashia C. Wilson , Rebecca Roelofs , Mitchell Stern , Nathan Srebro , Benjamin Recht

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

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