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We study the problem of differentially private stochastic convex optimization (DP-SCO) with heavy-tailed gradients, where we assume a $k^{\text{th}}$-moment bound on the Lipschitz constants of sample functions rather than a uniform bound.…

Data Structures and Algorithms · Computer Science 2024-06-06 Hilal Asi , Daogao Liu , Kevin Tian

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

In this paper, we consider the problem of designing Differentially Private (DP) algorithms for Stochastic Convex Optimization (SCO) on heavy-tailed data. The irregularity of such data violates some key assumptions used in almost all…

Machine Learning · Computer Science 2020-10-22 Di Wang , Hanshen Xiao , Srini Devadas , Jinhui Xu

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

Differentially private (DP) stochastic convex optimization (SCO) is a fundamental problem, where the goal is to approximately minimize the population risk with respect to a convex loss function, given a dataset of $n$ i.i.d. samples from a…

Machine Learning · Computer Science 2022-05-06 Raef Bassily , Cristóbal Guzmán , Anupama Nandi

We study stochastic convex optimization (SCO) with heavy-tailed gradients under pure $\varepsilon$-differential privacy (DP). Instead of assuming a bound on the worst-case Lipschitz parameter of the loss, we assume only a bounded $k$-th…

Machine Learning · Computer Science 2026-05-06 Andrew Lowy

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

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 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

In this paper, we revisit the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) in Euclidean and general $\ell_p^d$ spaces. Specifically, we focus on three settings that are still far from well understood: (1) DP-SCO…

Machine Learning · Computer Science 2023-04-03 Jinyan Su , Changhong Zhao , Di Wang

We study differentially private (DP) algorithms for stochastic convex optimization (SCO). In this problem the goal is to approximately minimize the population loss given i.i.d. samples from a distribution over convex and Lipschitz loss…

Machine Learning · Computer Science 2019-08-28 Raef Bassily , Vitaly Feldman , Kunal Talwar , Abhradeep Thakurta

We study stochastic convex optimization with heavy-tailed data under the constraint of differential privacy (DP). Most prior work on this problem is restricted to the case where the loss function is Lipschitz. Instead, as introduced by…

Machine Learning · Computer Science 2022-11-02 Gautam Kamath , Xingtu Liu , Huanyu Zhang

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 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

Stochastic convex optimization over an $\ell_1$-bounded domain is ubiquitous in machine learning applications such as LASSO but remains poorly understood when learning with differential privacy. We show that, up to logarithmic factors the…

Machine Learning · Computer Science 2021-03-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

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

In this paper, we revisit the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) and provide excess population risks for some special classes of functions that are faster than the previous results of general convex…

Machine Learning · Computer Science 2022-01-19 Jinyan Su , Lijie Hu , Di Wang

Finding efficient, easily implementable differentially private (DP) algorithms that offer strong excess risk bounds is an important problem in modern machine learning. To date, most work has focused on private empirical risk minimization…

Machine Learning · Computer Science 2024-09-23 Andrew Lowy , Meisam Razaviyayn

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 study differentially private stochastic convex optimization (DP-SCO) under user-level privacy, where each user may hold multiple data items. Existing work for user-level DP-SCO either requires super-polynomial runtime [Ghazi et al.…

Machine Learning · Computer Science 2023-11-08 Hilal Asi , Daogao Liu
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