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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

Averaging scheme has attracted extensive attention in deep learning as well as traditional machine learning. It achieves theoretically optimal convergence and also improves the empirical model performance. However, there is still a lack of…

Machine Learning · Computer Science 2021-01-19 Wei Tao , Wei Li , Zhisong Pan , Qing Tao

Nowadays, owners and developers of deep learning models must consider stringent privacy-preservation rules of their training data, usually crowd-sourced and retaining sensitive information. The most widely adopted method to enforce privacy…

Machine Learning · Computer Science 2022-09-08 Eugenio Lomurno , Matteo matteucci

Stochastic optimization is a pivotal enabler in modern machine learning, producing effective models for various tasks. However, several existing works have shown that model parameters and gradient information are susceptible to privacy…

Machine Learning · Computer Science 2025-09-15 Zhanhong Jiang , Md Zahid Hasan , Nastaran Saadati , Aditya Balu , Chao Liu , Soumik Sarkar

Large-scale nonconvex optimization problems are ubiquitous in modern machine learning, and among practitioners interested in solving them, Stochastic Gradient Descent (SGD) reigns supreme. We revisit the analysis of SGD in the nonconvex…

Optimization and Control · Mathematics 2020-07-27 Ahmed Khaled , Peter Richtárik

The challenge of producing accurate statistics while respecting the privacy of the individuals in a sample is an important area of research. We study minimax lower bounds for classes of differentially private estimators. In particular, we…

Machine Learning · Computer Science 2024-09-19 Clément Lalanne , Aurélien Garivier , Rémi Gribonval

We investigate the problem of finding second-order stationary points (SOSP) in differentially private (DP) stochastic non-convex optimization. Existing methods suffer from two key limitations: (i) inaccurate convergence error rate due to…

Machine Learning · Computer Science 2026-01-21 Youming Tao , Zuyuan Zhang , Dongxiao Yu , Xiuzhen Cheng , Falko Dressler , Di Wang

Differentially private stochastic gradient descent (DP-SGD) is the workhorse algorithm for recent advances in private deep learning. It provides a single privacy guarantee to all datapoints in the dataset. We propose output-specific…

Machine Learning · Computer Science 2024-07-26 Da Yu , Gautam Kamath , Janardhan Kulkarni , Tie-Yan Liu , Jian Yin , Huishuai Zhang

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

We investigate the differential privacy (DP) guarantees under the hidden state assumption (HSA) for multi-convex problems. Recent analyses of privacy loss under the hidden state assumption have relied on strong assumptions such as…

Machine Learning · Computer Science 2025-06-03 Ding Chen , Chen Liu

Differentially Private Stochastic Gradient Descent (DP-SGD) is the dominant paradigm for private training, but its fundamental limitations under worst-case adversarial privacy definitions remain poorly understood. We analyze DP-SGD in the…

Machine Learning · Computer Science 2026-04-17 Murat Bilgehan Ertan , Marten van Dijk

We propose a novel single-loop decentralized algorithm called DGDA-VR for solving the stochastic nonconvex strongly-concave minimax problem over a connected network of $M$ agents. By using stochastic first-order oracles to estimate the…

Optimization and Control · Mathematics 2024-03-21 Xuan Zhang , Gabriel Mancino-Ball , Necdet Serhat Aybat , Yangyang Xu

Gradient descent ascent (GDA), the simplest single-loop algorithm for nonconvex minimax optimization, is widely used in practical applications such as generative adversarial networks (GANs) and adversarial training. Albeit its desirable…

Machine Learning · Computer Science 2021-12-13 Junchi Yang , Antonio Orvieto , Aurelien Lucchi , Niao He

In centralized settings, it is well known that stochastic gradient descent (SGD) avoids saddle points and converges to local minima in nonconvex problems. However, similar guarantees are lacking for distributed first-order algorithms. The…

Optimization and Control · Mathematics 2022-03-07 Brian Swenson , Ryan Murray , H. Vincent Poor , Soummya Kar

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 distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

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

While many solutions for privacy-preserving convex empirical risk minimization (ERM) have been developed, privacy-preserving nonconvex ERM remains a challenge. We study nonconvex ERM, which takes the form of minimizing a finite-sum of…

Machine Learning · Computer Science 2023-02-03 Lingxiao Wang , Bargav Jayaraman , David Evans , Quanquan Gu

This work studies the distributed empirical risk minimization (ERM) problem under differential privacy (DP) constraint. Standard distributed algorithms achieve DP typically by perturbing all local subgradients with noise, leading to…

Optimization and Control · Mathematics 2023-07-04 Changxin Liu , Karl H. Johansson , Yang Shi

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