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Differentially-private stochastic gradient descent (DP-SGD) is a family of iterative machine learning training algorithms that privatize gradients to generate a sequence of differentially-private (DP) model parameters. It is also the…

Machine Learning · Computer Science 2025-02-11 Weiwei Kong , Mónica Ribero

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

Statistics Theory · Mathematics 2023-01-09 Arun Kumar Kuchibhotla , Abhishek Chakrabortty

We present a fairly general framework for reducing $(\varepsilon, \delta)$ differentially private (DP) statistical estimation to its non-private counterpart. As the main application of this framework, we give a polynomial time and…

Machine Learning · Statistics 2022-06-23 Hassan Ashtiani , Christopher Liaw

We present a comprehensive theoretical analysis of first-order methods for escaping strict saddle points in smooth non-convex optimization. Our main contribution is a Perturbed Saddle-escape Descent (PSD) algorithm with fully explicit…

Machine Learning · Computer Science 2025-08-25 Faruk Alpay , Hamdi Alakkad

We introduce general tools for designing efficient private estimation algorithms, in the high-dimensional settings, whose statistical guarantees almost match those of the best known non-private algorithms. To illustrate our techniques, we…

Data Structures and Algorithms · Computer Science 2023-11-17 Hongjie Chen , Vincent Cohen-Addad , Tommaso d'Orsi , Alessandro Epasto , Jacob Imola , David Steurer , Stefan Tiegel

Differential privacy (DP) ensures that training a machine learning model does not leak private data. In practice, we may have access to auxiliary public data that is free of privacy concerns. In this work, we assume access to a given amount…

Machine Learning · Computer Science 2024-09-11 Andrew Lowy , Zeman Li , Tianjian Huang , Meisam Razaviyayn

We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private…

Machine Learning · Computer Science 2025-02-25 Hilal Asi , Tomer Koren , Daogao Liu , Kunal Talwar

We consider the problem of linear regression with self-selection bias in the unknown-index setting, as introduced in recent work by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [STOC 2023]. In this model, one observes $m$ i.i.d.…

Statistics Theory · Mathematics 2024-02-23 Jason Gaitonde , Elchanan Mossel

In statistical disclosure control, the goal of data analysis is twofold: The released information must provide accurate and useful statistics about the underlying population of interest, while minimizing the potential for an individual…

Methodology · Statistics 2016-07-15 Jing Lei , Anne-Sophie Charest , Aleksandra Slavkovic , Adam Smith , Stephen Fienberg

Differential privacy changes the effective sample size governing CVaR learning. For tail mass $\tau$, the privacy-relevant sample size is not $n$, but $n\tau$; equivalently, the effective private tail sample size is $\epsilon n\tau$.…

Machine Learning · Computer Science 2026-05-18 El Mustapha Mansouri

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

Machine Learning · Computer Science 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

In this paper, by introducing Generalized Bernstein condition, we propose the first $\mathcal{O}\big(\frac{\sqrt{p}}{n\epsilon}\big)$ high probability excess population risk bound for differentially private algorithms under the assumptions…

Machine Learning · Computer Science 2022-10-19 Yilin Kang , Yong Liu , Jian Li , Weiping Wang

Gradient clipping is a commonly used technique to stabilize the training process of neural networks. A growing body of studies has shown that gradient clipping is a promising technique for dealing with the heavy-tailed behavior that emerged…

Machine Learning · Computer Science 2023-07-26 Shaojie Li , Yong Liu

Differential privacy (DP) is a rigorous notion of data privacy, used for private statistics. The canonical algorithm for differentially private mean estimation is to first clip the samples to a bounded range and then add noise to their…

Statistics Theory · Mathematics 2024-10-10 Gautam Kamath , Argyris Mouzakis , Matthew Regehr , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

We study the problem of differentially private (DP) mechanisms for representing sets of size $k$ from a large universe. Our first construction creates $(\epsilon,\delta)$-DP representations with error probability of $1/(e^\epsilon + 1)$…

Cryptography and Security · Computer Science 2025-07-23 Sarvar Patel , Giuseppe Persiano , Joon Young Seo , Kevin Yeo

In this paper we revisit the DP stochastic convex optimization (SCO) problem. For convex smooth losses, it is well-known that the canonical DP-SGD (stochastic gradient descent) achieves the optimal rate of $O\left(\frac{LR}{\sqrt{n}} +…

Machine Learning · Computer Science 2024-10-04 Christopher A. Choquette-Choo , Arun Ganesh , Abhradeep Thakurta

We study the problem of releasing the weights of all-pair shortest paths in a weighted undirected graph with differential privacy (DP). In this setting, the underlying graph is fixed and two graphs are neighbors if their edge weights differ…

Data Structures and Algorithms · Computer Science 2022-03-31 Badih Ghazi , Ravi Kumar , Pasin Manurangsi , Jelani Nelson

One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and…

Machine Learning · Computer Science 2021-01-01 Seth Neel , Aaron Roth , Giuseppe Vietri , Zhiwei Steven Wu

We study the problem of differentially private linear regression where each data point is sampled from a fixed sub-Gaussian style distribution. We propose and analyze a one-pass mini-batch stochastic gradient descent method (DP-AMBSSGD)…

Machine Learning · Computer Science 2022-07-14 Prateek Varshney , Abhradeep Thakurta , Prateek Jain

Characterizing the differential privacy (DP) of learning algorithms has become a major challenge in recent years. In parallel, many studies suggested investigating the behavior of stochastic gradient descent (SGD) with heavy-tailed noise,…

Machine Learning · Statistics 2025-11-20 Benjamin Dupuis , Mert Gürbüzbalaban , Umut Şimşekli , Jian Wang , Sinan Yildirim , Lingjiong Zhu