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Differentially Private Stochastic Gradient Descent (DP-SGD) has been widely used for solving optimization problems with privacy guarantees in machine learning and statistics. Despite this, a systematic non-asymptotic convergence analysis…

Methodology · Statistics 2025-07-10 Enze Shi , Jinhan Xie , Bei Jiang , Linglong Kong , Xuming He

Personalized privacy becomes critical in deep learning for Trustworthy AI. While Differentially Private Stochastic Gradient Descent (DP-SGD) is widely used in deep learning methods supporting privacy, it provides the same level of privacy…

Machine Learning · Computer Science 2023-05-25 Geon Heo , Junseok Seo , Steven Euijong Whang

Recently, the study of heavy-tailed noises in first-order nonconvex stochastic optimization has gotten a lot of attention since it was recognized as a more realistic condition as suggested by many empirical observations. Specifically, the…

Optimization and Control · Mathematics 2025-05-30 Zijian Liu , Zhengyuan Zhou

We consider the task of heavy-tailed statistical estimation given streaming $p$-dimensional samples. This could also be viewed as stochastic optimization under heavy-tailed distributions, with an additional $O(p)$ space complexity…

Machine Learning · Computer Science 2022-02-28 Che-Ping Tsai , Adarsh Prasad , Sivaraman Balakrishnan , Pradeep Ravikumar

It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…

Machine Learning · Statistics 2024-02-05 Zhe Jiao , Martin Keller-Ressel

We study the canonical statistical estimation problem of linear regression from $n$ i.i.d.~examples under $(\varepsilon,\delta)$-differential privacy when some response variables are adversarially corrupted. We propose a variant of the…

Machine Learning · Computer Science 2023-02-01 Xiyang Liu , Prateek Jain , Weihao Kong , Sewoong Oh , Arun Sai Suggala

We present backpropagation clipping, a novel variant of differentially private stochastic gradient descent (DP-SGD) for privacy-preserving deep learning. Our approach clips each trainable layer's inputs (during the forward pass) and its…

Machine Learning · Computer Science 2022-02-21 Timothy Stevens , Ivoline C. Ngong , David Darais , Calvin Hirsch , David Slater , Joseph P. Near

The Noisy-SGD algorithm is widely used for privately training machine learning models. Traditional privacy analyses of this algorithm assume that the internal state is publicly revealed, resulting in privacy loss bounds that increase…

Machine Learning · Computer Science 2023-05-18 Shahab Asoodeh , Mario Diaz

Differentially Private Stochastic Gradient Descent (DP-SGD) has become a widely used technique for safeguarding sensitive information in deep learning applications. Unfortunately, DPSGD's per-sample gradient clipping and uniform noise…

Developing a differentially private deep learning algorithm is challenging, due to the difficulty in analyzing the sensitivity of objective functions that are typically used to train deep neural networks. Many existing methods resort to the…

Machine Learning · Computer Science 2019-10-16 Frederik Harder , Jonas Köhler , Max Welling , Mijung Park

In this paper, we propose a Differentially Private Stochastic Gradient Push with Compressed communication (termed DP-CSGP) for decentralized learning over directed graphs. Different from existing works, the proposed algorithm is designed to…

Machine Learning · Computer Science 2025-12-16 Zehan Zhu , Heng Zhao , Yan Huang , Joey Tianyi Zhou , Shouling Ji , Jinming Xu

Differential privacy (DP) provides a formal privacy guarantee that prevents adversaries with access to machine learning models from extracting information about individual training points. Differentially private stochastic gradient descent…

Cryptography and Security · Computer Science 2022-12-15 Jie Fu , Zhili Chen , XinPeng Ling

We present differentially private (DP) algorithms for bilevel optimization, a problem class that received significant attention lately in various machine learning applications. These are the first algorithms for such problems under standard…

Machine Learning · Computer Science 2026-01-15 Guy Kornowski

In the arena of privacy-preserving machine learning, differentially private stochastic gradient descent (DP-SGD) has outstripped the objective perturbation mechanism in popularity and interest. Though unrivaled in versatility, DP-SGD…

Machine Learning · Computer Science 2024-01-02 Rachel Redberg , Antti Koskela , Yu-Xiang Wang

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

Statistics Theory · Mathematics 2023-05-11 Yinan Shen , Jingyang Li , Jian-Feng Cai , Dong Xia

We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations. Our main motivation is the acceleration of the…

Machine Learning · Statistics 2016-11-09 Massil Achab , Agathe Guilloux , Stéphane Gaïffas , Emmanuel Bacry

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

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

Differential privacy (DP) has become an essential framework for privacy-preserving machine learning. Existing DP learning methods, however, often have disparate impacts on model predictions, e.g., for minority groups. Gradient clipping,…

Machine Learning · Computer Science 2025-06-03 Linzh Zhao , Aki Rehn , Mikko A. Heikkilä , Razane Tajeddine , Antti Honkela

In this paper we tackle the challenge of making the stochastic coordinate descent algorithm differentially private. Compared to the classical gradient descent algorithm where updates operate on a single model vector and controlled noise…

Machine Learning · Computer Science 2021-03-16 Georgios Damaskinos , Celestine Mendler-Dünner , Rachid Guerraoui , Nikolaos Papandreou , Thomas Parnell
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