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Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for the endogeneity bias, many variants of nonparameteric…

Econometrics · Economics 2021-01-18 Edvard Bakhitov , Amandeep Singh

We study the problem of differentially private linear regression where each data point is sampled from a fixed sub-Gaussian style distribution. We propose and analyze a one-pass mini-batch stochastic gradient descent method (DP-AMBSSGD)…

Machine Learning · Computer Science 2022-07-14 Prateek Varshney , Abhradeep Thakurta , Prateek Jain

In the domain of deep learning, the challenge of protecting sensitive data while maintaining model utility is significant. Traditional Differential Privacy (DP) techniques such as Differentially Private Stochastic Gradient Descent (DP-SGD)…

Machine Learning · Computer Science 2024-11-06 Tao Huang , Qingyu Huang , Xin Shi , Jiayang Meng , Guolong Zheng , Xu Yang , Xun Yi

In this paper we analyze boosting algorithms in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting algorithms in linear regression, namely the incremental…

Statistics Theory · Mathematics 2015-05-19 Robert M. Freund , Paul Grigas , Rahul Mazumder

In this work, we introduce a novel framework for privately optimizing objectives that rely on Wasserstein distances between data-dependent empirical measures. Our main theoretical contribution is, based on an explicit formulation of the…

Machine Learning · Computer Science 2025-05-22 David Rodríguez-Vítores , Clément Lalanne , Jean-Michel Loubes

Scalability is a significant challenge when it comes to applying differential privacy to training deep neural networks. The commonly used DP-SGD algorithm struggles to maintain a high level of privacy protection while achieving high…

Computer Vision and Pattern Recognition · Computer Science 2023-06-22 Kamil Adamczewski , Yingchen He , Mijung Park

We revisit the problem of releasing the sample mean of bounded samples in a dataset, privately, under user-level $\varepsilon$-differential privacy (DP). We aim to derive the optimal method of preprocessing data samples, within a canonical…

Information Theory · Computer Science 2026-01-12 V. Arvind Rameshwar , Anshoo Tandon

Differentially Private Stochastic Gradient Descent (DP-SGD) is a widely adopted technique for privacy-preserving deep learning. A critical challenge in DP-SGD is selecting the optimal clipping threshold C, which involves balancing the…

Machine Learning · Computer Science 2025-04-02 Chengkun Wei , Weixian Li , Chen Gong , Wenzhi Chen

Linear regression is an important tool across many fields that work with sensitive human-sourced data. Significant prior work has focused on producing differentially private point estimates, which provide a privacy guarantee to individuals…

Machine Learning · Computer Science 2019-10-30 Garrett Bernstein , Daniel Sheldon

Differentially private stochastic gradient descent (DP-SGD) is broadly considered to be the gold standard for training and fine-tuning neural networks under differential privacy (DP). With the increasing availability of high-quality…

Differentially private stochastic gradient descent (DP-SGD) has been widely adopted in deep learning to provide rigorously defined privacy, which requires gradient clipping to bound the maximum norm of individual gradients and additive…

Machine Learning · Computer Science 2023-06-29 Junyi Zhu , Matthew B. Blaschko

This paper proposes new methodologies for conducting practical differentially private (DP) estimation and inference in high-dimensional linear regression. We first introduce a DP Bayesian Information Criterion (DP-BIC) for selecting the…

Methodology · Statistics 2026-04-13 Zhanrui Cai , Sai Li , Xintao Xia , Linjun Zhang

We propose a soft gradient boosting framework for sequential regression that embeds a learnable linear feature transform within the boosting procedure. At each boosting iteration, we train a soft decision tree and learn a linear input…

Machine Learning · Computer Science 2025-09-17 Huseyin Karaca , Suleyman Serdar Kozat

We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

Correlation clustering is a widely used technique in unsupervised machine learning. Motivated by applications where individual privacy is a concern, we initiate the study of differentially private correlation clustering. We propose an…

Machine Learning · Computer Science 2021-02-18 Mark Bun , Marek Eliáš , Janardhan Kulkarni

Privacy preserving machine learning algorithms are crucial for learning models over user data to protect sensitive information. Motivated by this, differentially private stochastic gradient descent (SGD) algorithms for training machine…

Machine Learning · Computer Science 2019-10-25 Venkatadheeraj Pichapati , Ananda Theertha Suresh , Felix X. Yu , Sashank J. Reddi , Sanjiv Kumar

We investigate boosted online regression and propose a novel family of regression algorithms with strong theoretical bounds. In addition, we implement several variants of the proposed generic algorithm. We specifically provide theoretical…

Statistics Theory · Mathematics 2016-12-07 Dariush Kari , Farhan Khan , Selami Ciftci , Suleyman Serdar Kozat

In this paper, we develop a new optimization framework for the least squares learning problem via fully connected neural networks or physics-informed neural networks. The gradient descent sometimes behaves inefficiently in deep learning…

Machine Learning · Computer Science 2025-05-01 Yaru Liu , Yiqi Gu , Michael K. Ng

Motivated by the increasing deployment of reinforcement learning in the real world, involving a large consumption of personal data, we introduce a differentially private (DP) policy gradient algorithm. We show that, in this setting, the…

Machine Learning · Computer Science 2025-02-03 Alexandre Rio , Merwan Barlier , Igor Colin

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