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We study differentially private (DP) algorithms for stochastic non-convex optimization. In this problem, the goal is to minimize the population loss over a $p$-dimensional space given $n$ i.i.d. samples drawn from a distribution. We improve…

Machine Learning · Computer Science 2020-08-12 Yingxue Zhou , Xiangyi Chen , Mingyi Hong , Zhiwei Steven Wu , Arindam Banerjee

In stochastic convex optimization the goal is to minimize a convex function $F(x) \doteq {\mathbf E}_{{\mathbf f}\sim D}[{\mathbf f}(x)]$ over a convex set $\cal K \subset {\mathbb R}^d$ where $D$ is some unknown distribution and each…

Machine Learning · Computer Science 2016-12-28 Vitaly Feldman

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

Fine-tuning adapts a pretrained machine learning model to a small, sensitive dataset, but this process risks memorizing individual new data points, making the model vulnerable to adversaries who seek to extract sensitive information. In…

Machine Learning · Computer Science 2026-05-21 Hoang Tran , Jorge Ramirez , Jiayi Wang , Alberto Bocchinfuso , Christopher Stanley , M. Paul Laiu

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

In this work, we conduct a systematic study of stochastic saddle point problems (SSP) and stochastic variational inequalities (SVI) under the constraint of $(\epsilon,\delta)$-differential privacy (DP) in both Euclidean and non-Euclidean…

Machine Learning · Computer Science 2024-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

We introduce a new zeroth-order algorithm for private stochastic optimization on nonconvex and nonsmooth objectives. Given a dataset of size $M$, our algorithm ensures $(\alpha,\alpha\rho^2/2)$-R\'enyi differential privacy and finds a…

Optimization and Control · Mathematics 2024-07-01 Qinzi Zhang , Hoang Tran , Ashok Cutkosky

Convex optimization with feedback is a framework where a learner relies on iterative queries and feedback to arrive at the minimizer of a convex function. It has gained considerable popularity thanks to its scalability in large-scale…

Machine Learning · Statistics 2021-10-26 Jiaming Xu , Kuang Xu , Dana Yang

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 develop algorithms for private stochastic convex optimization that adapt to the hardness of the specific function we wish to optimize. While previous work provide worst-case bounds for arbitrary convex functions, it is often the case…

Machine Learning · Computer Science 2021-08-06 Hilal Asi , Daniel Levy , John Duchi

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

The Gaussian mechanism is an essential building block used in multitude of differentially private data analysis algorithms. In this paper we revisit the Gaussian mechanism and show that the original analysis has several important…

Machine Learning · Computer Science 2018-06-08 Borja Balle , Yu-Xiang Wang

In this paper, we investigate one of the most fundamental nonconvex learning problems, ReLU regression, in the Differential Privacy (DP) model. Previous studies on private ReLU regression heavily rely on stringent assumptions, such as…

Machine Learning · Computer Science 2025-06-11 Meng Ding , Mingxi Lei , Shaowei Wang , Tianhang Zheng , Di Wang , Jinhui Xu

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

Convex optimization finds many real-life applications, where--optimized on real data--optimization results may expose private data attributes (e.g., individual health records, commercial information), thus leading to privacy breaches. To…

Optimization and Control · Mathematics 2024-06-25 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Pierre Pinson , Jalal Kazempour

The exponential mechanism is a fundamental tool of Differential Privacy (DP) due to its strong privacy guarantees and flexibility. We study its extension to settings with summaries based on infinite dimensional outputs such as with…

Cryptography and Security · Computer Science 2019-01-31 Jordan Awan , Ana Kenney , Matthew Reimherr , Aleksandra Slavković

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

We study the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) with heavy-tailed data. Specifically, we focus on the $\ell_1$-norm linear regression in the $\epsilon$-DP model. While most of the previous work focuses…

Machine Learning · Computer Science 2022-01-11 Di Wang , Jinhui Xu

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

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