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In the context of stochastic gradient descent(SGD) and adaptive moment estimation (Adam),researchers have recently proposed optimization techniques that transition from Adam to SGD with the goal of improving both convergence and…

Machine Learning · Computer Science 2020-07-01 Jiaxuan Wang , Jenna Wiens

Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…

Optimization and Control · Mathematics 2024-12-31 Ruinan Jin , Xiaoyu Wang , Baoxiang Wang

Differentially private stochastic gradient descent (DP-SGD) is known to have poorer training and test performance on large neural networks, compared to ordinary stochastic gradient descent (SGD). In this paper, we perform a detailed study…

Machine Learning · Computer Science 2023-11-14 Lauren Watson , Eric Gan , Mohan Dantam , Baharan Mirzasoleiman , Rik Sarkar

Models need to be trained with privacy-preserving learning algorithms to prevent leakage of possibly sensitive information contained in their training data. However, canonical algorithms like differentially private stochastic gradient…

Machine Learning · Computer Science 2022-10-06 Yannis Cattan , Christopher A. Choquette-Choo , Nicolas Papernot , Abhradeep Thakurta

Differential privacy (DP) has become an essential framework for privacy-preserving machine learning. Existing DP learning methods, however, often have disparate impacts on model predictions, e.g., for minority groups. Gradient clipping,…

Machine Learning · Computer Science 2025-06-03 Linzh Zhao , Aki Rehn , Mikko A. Heikkilä , Razane Tajeddine , Antti Honkela

Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…

Optimization and Control · Mathematics 2021-01-01 Lihua Lei , Michael I. Jordan

In this paper, we study efficient differentially private alternating direction methods of multipliers (ADMM) via gradient perturbation for many machine learning problems. For smooth convex loss functions with (non)-smooth regularization, we…

Machine Learning · Computer Science 2020-11-03 Tao Xu , Fanhua Shang , Yuanyuan Liu , Hongying Liu , Longjie Shen , Maoguo Gong

We study convex optimization problems under differential privacy (DP). With heavy-tailed gradients, existing works achieve suboptimal rates. The main obstacle is that existing gradient estimators have suboptimal tail properties, resulting…

Machine Learning · Computer Science 2024-08-20 Puning Zhao , Jiafei Wu , Zhe Liu , Chong Wang , Rongfei Fan , Qingming Li

Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…

Machine Learning · Computer Science 2023-05-23 Arun Ganesh , Mahdi Haghifam , Thomas Steinke , Abhradeep Thakurta

High sensitivity of neural architecture search (NAS) methods against their input such as step-size (i.e., learning rate) and search space prevents practitioners from applying them out-of-the-box to their own problems, albeit its purpose is…

Machine Learning · Computer Science 2019-05-22 Youhei Akimoto , Shinichi Shirakawa , Nozomu Yoshinari , Kento Uchida , Shota Saito , Kouhei Nishida

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Machine Learning · Statistics 2017-02-23 Xi-Lin Li

Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…

Optimization and Control · Mathematics 2022-01-03 Adityanarayanan Radhakrishnan , Mikhail Belkin , Caroline Uhler

We develop universal gradient methods for Stochastic Convex Optimization (SCO). Our algorithms automatically adapt not only to the oracle's noise but also to the H\"older smoothness of the objective function without a priori knowledge of…

Optimization and Control · Mathematics 2024-07-12 Anton Rodomanov , Ali Kavis , Yongtao Wu , Kimon Antonakopoulos , Volkan Cevher

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Optimization and Control · Mathematics 2022-10-06 Melinda Hagedorn , Florian Jarre

Recent results in non-convex stochastic optimization demonstrate the convergence of popular adaptive algorithms (e.g., AdaGrad) under the $(L_0, L_1)$-smoothness condition, but the rate of convergence is a higher-order polynomial in terms…

Machine Learning · Computer Science 2025-05-09 Michael Crawshaw , Mingrui Liu

Differentially private stochastic gradient descent (DP-SGD) enables private deep learning through per-example clipping and calibrated Gaussian noise, but its high-variance updates can reduce utility on challenging datasets. We propose…

Machine Learning · Computer Science 2026-05-21 Mohammad Partohaghighi , Roummel Marcia

As one of the most fundamental stochastic optimization algorithms, stochastic gradient descent (SGD) has been intensively developed and extensively applied in machine learning in the past decade. There have been some modified SGD-type…

Machine Learning · Computer Science 2022-01-28 Ruinan Jin , Yu Xing , Xingkang He

This paper proposes a differentially private gradient-tracking-based distributed stochastic optimization algorithm over directed graphs. In particular, privacy noises are incorporated into each agent's state and tracking variable to…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Jialong Chen , Jimin Wang , Ji-Feng Zhang

Differential privacy (DP) is a prominent method for protecting information about individuals during data analysis. Training neural networks with differentially private stochastic gradient descent (DPSGD) influences the model's learning…

Machine Learning · Computer Science 2025-10-10 Lea Demelius , Dominik Kowald , Simone Kopeinik , Roman Kern , Andreas Trügler

In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…

Optimization and Control · Mathematics 2023-02-22 Feihu Huang , Xidong Wu , Zhengmian Hu