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We present the first uniform-in-time high-probability bound for SGD under the PL condition, where the gradient noise contains both Markovian and martingale difference components. This significantly broadens the scope of finite-time…

Machine Learning · Computer Science 2026-03-17 Avik Kar , Siddharth Chandak , Rahul Singh , Eric Moulines , Shalabh Bhatnagar , Nicholas Bambos

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

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

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

We study the problem of approximating stationary points of Lipschitz and smooth functions under $(\varepsilon,\delta)$-differential privacy (DP) in both the finite-sum and stochastic settings. A point $\widehat{w}$ is called an…

Machine Learning · Computer Science 2023-06-01 Raman Arora , Raef Bassily , Tomás González , Cristóbal Guzmán , Michael Menart , Enayat Ullah

Fingerprinting arguments, first introduced by Bun, Ullman, and Vadhan (STOC 2014), are the most widely used method for establishing lower bounds on the sample complexity or error of approximately differentially private (DP) algorithms.…

Cryptography and Security · Computer Science 2024-07-08 Naty Peter , Eliad Tsfadia , Jonathan Ullman

In this paper, we study the problem of (finite sum) minimax optimization in the Differential Privacy (DP) model. Unlike most of the previous studies on the (strongly) convex-concave settings or loss functions satisfying the…

Machine Learning · Computer Science 2025-03-25 Ruijia Zhang , Mingxi Lei , Meng Ding , Zihang Xiang , Jinhui Xu , Di 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 consider the problem of differentially private (DP) convex empirical risk minimization (ERM). While the standard DP-SGD algorithm is theoretically well-established, practical implementations often rely on shuffled gradient methods that…

Machine Learning · Computer Science 2026-02-25 Shuli Jiang , Pranay Sharma , Zhiwei Steven Wu , Gauri Joshi

We propose an efficient $\epsilon$-differentially private algorithm, that given a simple {\em weighted} $n$-vertex, $m$-edge graph $G$ with a \emph{maximum unweighted} degree $\Delta(G) \leq n-1$, outputs a synthetic graph which…

Data Structures and Algorithms · Computer Science 2023-10-02 Jingcheng Liu , Jalaj Upadhyay , Zongrui Zou

We study private stochastic convex optimization (SCO) under user-level differential privacy (DP) constraints. In this setting, there are $n$ users (e.g., cell phones), each possessing $m$ data items (e.g., text messages), and we need to…

Machine Learning · Computer Science 2024-10-25 Andrew Lowy , Daogao Liu , Hilal Asi

This paper focuses on the problem of Differentially Private Stochastic Optimization for (multi-layer) fully connected neural networks with a single output node. In the first part, we examine cases with no hidden nodes, specifically focusing…

Machine Learning · Computer Science 2023-10-13 Hanpu Shen , Cheng-Long Wang , Zihang Xiang , Yiming Ying , Di Wang

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 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

Generalization and optimization guarantees on the population loss often rely on uniform convergence based analysis, typically based on the Rademacher complexity of the predictors. The rich representation power of modern models has led to…

Machine Learning · Computer Science 2025-03-12 Arindam Banerjee , Qiaobo Li , Yingxue Zhou

We study the limits and capability of public-data assisted differentially private (PA-DP) algorithms. Specifically, we focus on the problem of stochastic convex optimization (SCO) with either labeled or unlabeled public data. For…

Machine Learning · Computer Science 2024-03-07 Enayat Ullah , Michael Menart , Raef Bassily , Cristóbal Guzmán , Raman Arora

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…

Differential private optimization for nonconvex smooth objective is considered. In the previous work, the best known utility bound is $\widetilde O(\sqrt{d}/(n\varepsilon_\mathrm{DP}))$ in terms of the squared full gradient norm, which is…

Machine Learning · Computer Science 2023-06-06 Tomoya Murata , Taiji Suzuki

A new line of work, started with Dwork et al., studies the task of answering statistical queries using a sample and relates the problem to the concept of differential privacy. By the Hoeffding bound, a sample of size $O(\log k/\alpha^2)$…

Machine Learning · Computer Science 2015-11-11 Kobbi Nissim , Uri Stemmer

Recently, due to the popularity of deep neural networks and other methods whose training typically relies on the optimization of an objective function, and due to concerns for data privacy, there is a lot of interest in differentially…

Machine Learning · Computer Science 2025-02-12 Antoine Barczewski , Jan Ramon