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Related papers: Private Convex Optimization in General Norms

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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

Privacy-preserving machine learning algorithms are crucial for the increasingly common setting in which personal data, such as medical or financial records, are analyzed. We provide general techniques to produce privacy-preserving…

Machine Learning · Computer Science 2011-02-18 Kamalika Chaudhuri , Claire Monteleoni , Anand D. Sarwate

In this paper, we revisit the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) and provide excess population risks for some special classes of functions that are faster than the previous results of general convex…

Machine Learning · Computer Science 2022-01-19 Jinyan Su , Lijie Hu , Di Wang

There has been work that exploits polynomial approximation to solve distributed nonconvex optimization problems involving univariate objectives. This idea facilitates arbitrarily precise global optimization without requiring local…

Optimization and Control · Mathematics 2024-03-25 Zhiyu He , Jianping He , Cailian Chen , Xinping Guan

In this paper, we consider a finite-dimensional optimization problem minimizing a continuous objective on a compact domain subject to a multi-dimensional constraint function. For the latter, we assume the availability of a global Lipschitz…

Optimization and Control · Mathematics 2026-02-11 Adrian Göß , Alexander Martin , Sebastian Pokutta , Kartikey Sharma

Traditional approaches to differential privacy assume a fixed privacy requirement $\epsilon$ for a computation, and attempt to maximize the accuracy of the computation subject to the privacy constraint. As differential privacy is…

Machine Learning · Computer Science 2017-06-01 Katrina Ligett , Seth Neel , Aaron Roth , Bo Waggoner , Z. Steven Wu

We study the differentially private Empirical Risk Minimization (ERM) and Stochastic Convex Optimization (SCO) problems for non-smooth convex functions. We get a (nearly) optimal bound on the excess empirical risk and excess population loss…

Machine Learning · Computer Science 2021-03-31 Janardhan Kulkarni , Yin Tat Lee , Daogao Liu

We give the first polynomial time and sample $(\epsilon, \delta)$-differentially private (DP) algorithm to estimate the mean, covariance and higher moments in the presence of a constant fraction of adversarial outliers. Our algorithm…

Machine Learning · Statistics 2021-12-08 Pravesh K. Kothari , Pasin Manurangsi , Ameya Velingker

Convex programming with linear constraints plays an important role in the operation of a number of everyday systems. However, absent any additional protections, revealing or acting on the solutions to such problems may reveal information…

Optimization and Control · Mathematics 2024-09-16 Alexander Benvenuti , Brendan Bialy , Miriam Dennis , Matthew Hale

We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…

Statistics Theory · Mathematics 2021-01-07 Geoffrey Chinot , Guillaume Lecué , Matthieu Lerasle

We propose and analyze algorithms to solve a range of learning tasks under user-level differential privacy constraints. Rather than guaranteeing only the privacy of individual samples, user-level DP protects a user's entire contribution ($m…

Machine Learning · Computer Science 2021-12-06 Daniel Levy , Ziteng Sun , Kareem Amin , Satyen Kale , Alex Kulesza , Mehryar Mohri , Ananda Theertha Suresh

We propose Noise-Augmented Privacy-Preserving Empirical Risk Minimization (NAPP-ERM) that solves ERM with differential privacy guarantees. Existing privacy-preserving ERM approaches may be subject to over-regularization with the employment…

Machine Learning · Statistics 2021-10-19 Yinan Li , Fang Liu

Minimizing a convex risk function is the main step in many basic learning algorithms. We study protocols for convex optimization which provably leak very little about the individual data points that constitute the loss function.…

Machine Learning · Computer Science 2020-08-11 Di Wang , Adam Smith , Jinhui Xu

Selecting the top-$k$ highest scoring items under differential privacy (DP) is a fundamental task with many applications. This work presents three new results. First, the exponential mechanism, permute-and-flip and report-noisy-max, as well…

Machine Learning · Computer Science 2022-02-01 Michael Shekelyan , Grigorios Loukides

We address differential privacy for fully distributed optimization subject to a shared inequality constraint. By co-designing the distributed optimization mechanism and the differential-privacy noise injection mechanism, we propose the…

Optimization and Control · Mathematics 2024-04-04 Yongqiang Wang , Angelia Nedic

By ensuring differential privacy in the learning algorithms, one can rigorously mitigate the risk of large models memorizing sensitive training data. In this paper, we study two algorithms for this purpose, i.e., DP-SGD and DP-NSGD, which…

Machine Learning · Computer Science 2022-06-28 Xiaodong Yang , Huishuai Zhang , Wei Chen , Tie-Yan Liu

We study the classical problem of community recovery in stochastic block models with a fixed number of communities, with a twist: We seek algorithms that are stable with respect to node-wise changes in the graph structure, formally defined…

Statistics Theory · Mathematics 2026-05-18 Laurentiu Marchis , Ethan D'souza , Tomáš Flídr , Po-Ling Loh

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

Optimization and Control · Mathematics 2026-04-07 Donald Goldfarb , Lexiao Lai , Tianyi Lin , Jiayu Zhang

Motivated by applications of large embedding models, we study differentially private (DP) optimization problems under sparsity of individual gradients. We start with new near-optimal bounds for the classic mean estimation problem but with…

Machine Learning · Computer Science 2024-11-01 Badih Ghazi , Cristóbal Guzmán , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…

Optimization and Control · Mathematics 2025-05-08 Danial Davarnia , Mohammadreza Kiaghadi