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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

Most prior results on differentially private stochastic gradient descent (DP-SGD) are derived under the simplistic assumption of uniform Lipschitzness, i.e., the per-sample gradients are uniformly bounded. We generalize uniform…

Machine Learning · Computer Science 2023-06-07 Rudrajit Das , Satyen Kale , Zheng Xu , Tong Zhang , Sujay Sanghavi

Privacy in AI remains a topic that draws attention from researchers and the general public in recent years. As one way to implement privacy-preserving AI, differentially private learning is a framework that enables AI models to use…

Machine Learning · Computer Science 2023-05-03 Tianyu Xia , Shuheng Shen , Su Yao , Xinyi Fu , Ke Xu , Xiaolong Xu , Xing Fu

In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not…

Machine Learning · Computer Science 2017-05-25 Jiaqi Zhang , Kai Zheng , Wenlong Mou , Liwei Wang

The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm. While many works provide high-probability guarantees, quantifying…

Machine Learning · Computer Science 2026-02-06 Aleksandar Armacki , Dragana Bajović , Dušan Jakovetić , Soummya Kar , Ali H. Sayed

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a noisy gradient of its own objective function, and can communicate with its neighbors via a network. To handle this…

Optimization and Control · Mathematics 2025-06-19 Yuchen Yang , Kaihong Lu , Long Wang

Recent advances have substantially improved the accuracy, memory cost, and training speed of differentially private (DP) deep learning, especially on large vision and language models with millions to billions of parameters. In this work, we…

Machine Learning · Computer Science 2023-10-31 Zhiqi Bu , Ruixuan Liu , Yu-Xiang Wang , Sheng Zha , George Karypis

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

Gradient clipping is a widely used technique in Machine Learning and Deep Learning (DL), known for its effectiveness in mitigating the impact of heavy-tailed noise, which frequently arises in the training of large language models.…

Optimization and Control · Mathematics 2025-09-30 Savelii Chezhegov , Aleksandr Beznosikov , Samuel Horváth , Eduard Gorbunov

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Deep learning models are increasingly popular in many machine learning applications where the training data may contain sensitive information. To provide formal and rigorous privacy guarantee, many learning systems now incorporate…

Machine Learning · Computer Science 2021-03-19 Xiangyi Chen , Zhiwei Steven Wu , Mingyi Hong

Stochastic first-order methods such as Stochastic Extragradient (SEG) or Stochastic Gradient Descent-Ascent (SGDA) for solving smooth minimax problems and, more generally, variational inequality problems (VIP) have been gaining a lot of…

Optimization and Control · Mathematics 2022-11-02 Eduard Gorbunov , Marina Danilova , David Dobre , Pavel Dvurechensky , Alexander Gasnikov , Gauthier Gidel

Differentially private stochastic gradient descent (DP-SGD) has become the standard algorithm for training machine learning models with rigorous privacy guarantees. Despite its widespread use, the theoretical understanding of its long-run…

Machine Learning · Computer Science 2025-11-21 Amartya Mukherjee , Jun Liu

Recent empirical evidence indicates that many machine learning applications involve heavy-tailed gradient noise, which challenges the standard assumptions of bounded variance in stochastic optimization. Gradient clipping has emerged as a…

Optimization and Control · Mathematics 2025-07-10 Florian Hübler , Ilyas Fatkhullin , Niao He

While the convergence behaviors of stochastic gradient methods are well understood \emph{in expectation}, there still exist many gaps in the understanding of their convergence with \emph{high probability}, where the convergence rate has a…

Optimization and Control · Mathematics 2023-04-04 Ta Duy Nguyen , Thien Hang Nguyen , Alina Ene , Huy Le Nguyen

High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to…

A central requirement for the acceptance of machine learning methods for human-centric tasks is that they should be fair, in the sense that they should work comparably well for individuals from different societal groups. A second, equally…

Machine Learning · Computer Science 2026-05-28 Max Cairney-Leeming , Amartya Sanyal , Christoph H. Lampert

In this work, we analyze the optimization behaviour of common private learning optimization algorithms under heavy-tail class imbalanced distribution. We show that, in a stylized model, optimizing with Gradient Descent with differential…

Machine Learning · Computer Science 2025-07-15 Qiaoyue Tang , Alain Zhiyanov , Mathias Lécuyer

Differentially private stochastic gradient descent (DP-SGD) is the most widely used method for training machine learning models with provable privacy guarantees. A key challenge in DP-SGD is setting the per-sample gradient clipping…

Machine Learning · Computer Science 2025-10-29 Atefeh Gilani , Naima Tasnim , Lalitha Sankar , Oliver Kosut

We consider the problem of differentially private stochastic convex optimization (DP-SCO) in a distributed setting with $M$ clients, where each of them has a local dataset of $N$ i.i.d. data samples from an underlying data distribution. The…

Machine Learning · Computer Science 2025-01-07 Sudeep Salgia , Nikola Pavlovic , Yuejie Chi , Qing Zhao