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Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially.…

Machine Learning · Computer Science 2022-06-17 Yuxuan Han , Zhicong Liang , Zhipeng Liang , Yang Wang , Yuan Yao , Jiheng Zhang

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

We study Stochastic Convex Optimization in the Differential Privacy model (DP-SCO). Unlike previous studies, here we assume the population risk function satisfies the Tsybakov Noise Condition (TNC) with some parameter $\theta>1$, where the…

Machine Learning · Computer Science 2025-09-08 Difei Xu , Meng Ding , Zihang Xiang , Jinhui Xu , Di Wang

We study differentially private (DP) stochastic optimization (SO) with loss functions whose worst-case Lipschitz parameter over all data may be extremely large or infinite. To date, the vast majority of work on DP SO assumes that the loss…

Machine Learning · Computer Science 2024-10-01 Andrew Lowy , Meisam Razaviyayn

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

We study differentially private (DP) algorithms for smooth stochastic minimax optimization, with stochastic minimization as a byproduct. The holy grail of these settings is to guarantee the optimal trade-off between the privacy and the…

Machine Learning · Computer Science 2022-10-20 Liang Zhang , Kiran Koshy Thekumparampil , Sewoong Oh , Niao He

Motivated by applications of large embedding models, we study differentially private (DP) optimization problems under sparsity of individual gradients. We start with new near-optimal bounds for the classic mean estimation problem but with…

Machine Learning · Computer Science 2024-11-01 Badih Ghazi , Cristóbal Guzmán , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

Recent research shows that modern deep learning models achieve high predictive accuracy partly by memorizing individual training samples. Such memorization raises serious privacy concerns, motivating the widespread adoption of…

Machine Learning · Computer Science 2026-02-05 Jiaming Zhang , Huanyi Xie , Meng Ding , Shaopeng Fu , Jinyan Liu , Di Wang

We study the algorithmic problem of estimating the mean of heavy-tailed random vector in $\mathbb{R}^d$, given $n$ i.i.d. samples. The goal is to design an efficient estimator that attains the optimal sub-gaussian error bound, only assuming…

Statistics Theory · Mathematics 2020-02-19 Zhixian Lei , Kyle Luh , Prayaag Venkat , Fred Zhang

We show that convex-concave Lipschitz stochastic saddle point problems (also known as stochastic minimax optimization) can be solved under the constraint of $(\epsilon,\delta)$-differential privacy with \emph{strong (primal-dual) gap} rate…

Machine Learning · Computer Science 2023-06-30 Raef Bassily , Cristóbal Guzmán , Michael Menart

In many modern data sets, High dimension low sample size (HDLSS) data is prevalent in many fields of studies. There has been an increased focus recently on using machine learning and statistical methods to mine valuable information out of…

Optimization and Control · Mathematics 2023-05-23 Srivathsan Amruth , Xin Yee Lam

In this work, we analyze the optimization behaviour of common private learning optimization algorithms under heavy-tail class imbalanced distribution. We show that, in a stylized model, optimizing with Gradient Descent with differential…

Machine Learning · Computer Science 2025-07-15 Qiaoyue Tang , Alain Zhiyanov , Mathias Lécuyer

We study differentially private stochastic optimization in convex and non-convex settings. For the convex case, we focus on the family of non-smooth generalized linear losses (GLLs). Our algorithm for the $\ell_2$ setting achieves optimal…

Machine Learning · Computer Science 2021-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

We study the distributed stochastic optimization (DSO) problem under a heavy-tailed noise condition by utilizing a multi-agent system. Despite the extensive research on DSO algorithms used to solve DSO problems under light-tailed noise…

Optimization and Control · Mathematics 2025-09-23 Zhan Yu , Lan Liao , Deming Yuan , Daniel W. C. Ho , Ding-Xuan Zhou

In this paper, we revisit the problem of sparse linear regression in the local differential privacy (LDP) model. Existing research in the non-interactive and sequentially local models has focused on obtaining the lower bounds for the case…

Machine Learning · Computer Science 2023-10-12 Liyang Zhu , Meng Ding , Vaneet Aggarwal , Jinhui Xu , Di Wang

We study the task of $(\epsilon, \delta)$-differentially private online convex optimization (OCO). In the online setting, the release of each distinct decision or iterate carries with it the potential for privacy loss. This problem has a…

Cryptography and Security · Computer Science 2023-12-21 Naman Agarwal , Satyen Kale , Karan Singh , Abhradeep Guha Thakurta

This paper investigates the robust linear discriminant analysis (LDA) problem with elliptical distributions in high-dimensional data. We propose a robust classification method, named SSLDA, that is intended to withstand heavy-tailed…

Methodology · Statistics 2025-04-16 Dan Zhuang , Long Feng

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 initiate the study of differentially private learning in the proportional dimensionality regime, in which the number of data samples $n$ and problem dimension $d$ approach infinity at rates proportional to one another, meaning that…

Machine Learning · Computer Science 2025-02-20 Cynthia Dwork , Pranay Tankala , Linjun Zhang

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