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We study the problem of estimating mixtures of Gaussians under the constraint of differential privacy (DP). Our main result is that $\text{poly}(k,d,1/\alpha,1/\varepsilon,\log(1/\delta))$ samples are sufficient to estimate a mixture of $k$…

Machine Learning · Statistics 2024-04-24 Mohammad Afzali , Hassan Ashtiani , Christopher Liaw

We present a fairly general framework for reducing $(\varepsilon, \delta)$ differentially private (DP) statistical estimation to its non-private counterpart. As the main application of this framework, we give a polynomial time and…

Machine Learning · Statistics 2022-06-23 Hassan Ashtiani , Christopher Liaw

Learning the parameters of Gaussian mixture models is a fundamental and widely studied problem with numerous applications. In this work, we give new algorithms for learning the parameters of a high-dimensional, well separated, Gaussian…

Data Structures and Algorithms · Computer Science 2019-10-17 Gautam Kamath , Or Sheffet , Vikrant Singhal , Jonathan Ullman

We study the problem of learning mixtures of Gaussians with approximate differential privacy. We prove that roughly $kd^2 + k^{1.5} d^{1.75} + k^2 d$ samples suffice to learn a mixture of $k$ arbitrary $d$-dimensional Gaussians up to low…

Machine Learning · Computer Science 2024-11-05 Hassan Ashtiani , Mahbod Majid , Shyam Narayanan

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

We consider the task of privately obtaining prediction error guarantees in ordinary least-squares regression problems with Gaussian covariates (with unknown covariance structure). We provide the first sample-optimal polynomial time…

Data Structures and Algorithms · Computer Science 2025-04-01 Prashanti Anderson , Ainesh Bakshi , Mahbod Majid , Stefan Tiegel

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

In this paper we present a method for learning the parameters of a mixture of $k$ identical spherical Gaussians in $n$-dimensional space with an arbitrarily small separation between the components. Our algorithm is polynomial in all…

Machine Learning · Computer Science 2010-05-14 Mikhail Belkin , Kaushik Sinha

We study the complexity of learning $k$-mixtures of Gaussians ($k$-GMMs) on $\mathbb{R}^d$. This task is known to have complexity $d^{\Omega(k)}$ in full generality. To circumvent this exponential lower bound on the number of components,…

Machine Learning · Computer Science 2025-04-22 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Jasper C. H. Lee , Thanasis Pittas

We provide sample complexity upper bounds for agnostically learning multivariate Gaussians under the constraint of approximate differential privacy. These are the first finite sample upper bounds for general Gaussians which do not impose…

Machine Learning · Statistics 2020-10-21 Ishaq Aden-Ali , Hassan Ashtiani , Gautam Kamath

We present novel, computationally efficient, and differentially private algorithms for two fundamental high-dimensional learning problems: learning a multivariate Gaussian and learning a product distribution over the Boolean hypercube in…

Data Structures and Algorithms · Computer Science 2019-05-31 Gautam Kamath , Jerry Li , Vikrant Singhal , Jonathan Ullman

In learning theory, a standard assumption is that the data is generated from a finite mixture model. But what happens when the number of components is not known in advance? The problem of estimating the number of components, also called…

Data Structures and Algorithms · Computer Science 2023-04-25 Jerry Li , Allen Liu , Ankur Moitra

Efficiently learning mixture of Gaussians is a fundamental problem in statistics and learning theory. Given samples coming from a random one out of k Gaussian distributions in Rn, the learning problem asks to estimate the means and the…

Machine Learning · Computer Science 2015-03-11 Rong Ge , Qingqing Huang , Sham M. Kakade

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang

We study the complexity of learning mixtures of separated Gaussians with common unknown bounded covariance matrix. Specifically, we focus on learning Gaussian mixture models (GMMs) on $\mathbb{R}^d$ of the form $P= \sum_{i=1}^k w_i…

Machine Learning · Computer Science 2023-06-23 Ilias Diakonikolas , Daniel M. Kane , Thanasis Pittas , Nikos Zarifis

We introduce general tools for designing efficient private estimation algorithms, in the high-dimensional settings, whose statistical guarantees almost match those of the best known non-private algorithms. To illustrate our techniques, we…

Data Structures and Algorithms · Computer Science 2023-11-17 Hongjie Chen , Vincent Cohen-Addad , Tommaso d'Orsi , Alessandro Epasto , Jacob Imola , David Steurer , Stefan Tiegel

We initiate the study of differentially private (DP) estimation with access to a small amount of public data. For private estimation of d-dimensional Gaussians, we assume that the public data comes from a Gaussian that may have vanishing…

Machine Learning · Computer Science 2023-04-07 Alex Bie , Gautam Kamath , Vikrant Singhal

In this paper, we study differentially private (DP) algorithms for computing the geometric median (GM) of a dataset: Given $n$ points, $x_1,\dots,x_n$ in $\mathbb{R}^d$, the goal is to find a point $\theta$ that minimizes the sum of the…

Machine Learning · Computer Science 2024-06-12 Mahdi Haghifam , Thomas Steinke , Jonathan Ullman

We give the first polynomial-time, polynomial-sample, differentially private estimator for the mean and covariance of an arbitrary Gaussian distribution $\mathcal{N}(\mu,\Sigma)$ in $\mathbb{R}^d$. All previous estimators are either…

Machine Learning · Statistics 2022-02-15 Gautam Kamath , Argyris Mouzakis , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

Gaussian mixture models (GMMs) are ubiquitous in statistical learning, particularly for unsupervised problems. While full GMMs suffer from the overparameterization of their covariance matrices in high-dimensional spaces, spherical GMMs…

Machine Learning · Statistics 2025-11-10 Tom Szwagier , Pierre-Alexandre Mattei , Charles Bouveyron , Xavier Pennec
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