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Related papers: On User-Level Private Convex Optimization

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Decentralized stochastic optimization is the basic building block of modern collaborative machine learning, distributed estimation and control, and large-scale sensing. Since involved data usually contain sensitive information like user…

Machine Learning · Computer Science 2022-05-10 Yongqiang Wang , H. Vincent Poor

While many solutions for privacy-preserving convex empirical risk minimization (ERM) have been developed, privacy-preserving nonconvex ERM remains a challenge. We study nonconvex ERM, which takes the form of minimizing a finite-sum of…

Machine Learning · Computer Science 2023-02-03 Lingxiao Wang , Bargav Jayaraman , David Evans , Quanquan Gu

In this paper, we are concerned with differentially private {stochastic gradient descent (SGD)} algorithms in the setting of stochastic convex optimization (SCO). Most of the existing work requires the loss to be Lipschitz continuous and…

Machine Learning · Statistics 2022-03-23 Puyu Wang , Yunwen Lei , Yiming Ying , Hai Zhang

In this paper, we consider the problem of designing Differentially Private (DP) algorithms for Stochastic Convex Optimization (SCO) on heavy-tailed data. The irregularity of such data violates some key assumptions used in almost all…

Machine Learning · Computer Science 2020-10-22 Di Wang , Hanshen Xiao , Srini Devadas , Jinhui Xu

In this paper, we revisit the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) in Euclidean and general $\ell_p^d$ spaces. Specifically, we focus on three settings that are still far from well understood: (1) DP-SCO…

Machine Learning · Computer Science 2023-04-03 Jinyan Su , Changhong Zhao , Di Wang

In this paper, we revisit the problem of private stochastic convex optimization. We propose an algorithm based on noisy mirror descent, which achieves optimal rates both in terms of statistical complexity and number of queries to a…

Machine Learning · Computer Science 2020-11-18 Raman Arora , Teodor V. Marinov , Enayat Ullah

Bilevel optimization, in which one optimization problem is nested inside another, underlies many machine learning applications with a hierarchical structure -- such as meta-learning and hyperparameter optimization. Such applications often…

Machine Learning · Computer Science 2025-11-10 Andrew Lowy , Daogao Liu

A central issue in machine learning is how to train models on sensitive user data. Industry has widely adopted a simple algorithm: Stochastic Gradient Descent with noise (a.k.a. Stochastic Gradient Langevin Dynamics). However, foundational…

Machine Learning · Computer Science 2023-03-01 Jason M. Altschuler , Kunal Talwar

Modern machine learning algorithms aim to extract fine-grained information from data to provide accurate predictions, which often conflicts with the goal of privacy protection. This paper addresses the practical and theoretical importance…

Machine Learning · Statistics 2023-07-17 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

Distributed aggregative optimization underpins many cooperative optimization and multi-agent control systems, where each agent's objective function depends both on its local optimization variable and an aggregate of all agents' optimization…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Ziqin Chen , Yongqiang Wang

By enabling multiple agents to cooperatively solve a global optimization problem in the absence of a central coordinator, decentralized stochastic optimization is gaining increasing attention in areas as diverse as machine learning,…

Optimization and Control · Mathematics 2022-08-10 Yongqiang Wang , Tamer Basar

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

We consider the problem of minimizing a convex risk with stochastic subgradients guaranteeing $\epsilon$-locally differentially private ($\epsilon$-LDP). While it has been shown that stochastic optimization is possible with $\epsilon$-LDP…

Machine Learning · Computer Science 2019-11-22 Kwang-Sung Jun , Francesco Orabona

Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported…

Optimization and Control · Mathematics 2022-12-16 Yongqiang Wang , Tamer Basar

We study the problem of differentially private stochastic convex optimization (DP-SCO) with heavy-tailed gradients, where we assume a $k^{\text{th}}$-moment bound on the Lipschitz constants of sample functions rather than a uniform bound.…

Data Structures and Algorithms · Computer Science 2024-06-06 Hilal Asi , Daogao Liu , Kevin Tian

In shuffle privacy, each user sends a collection of randomized messages to a trusted shuffler, the shuffler randomly permutes these messages, and the resulting shuffled collection of messages must satisfy differential privacy. Prior work in…

Machine Learning · Computer Science 2022-03-15 Albert Cheu , Matthew Joseph , Jieming Mao , Binghui Peng

Differential privacy enables organizations to collect accurate aggregates over sensitive data with strong, rigorous guarantees on individuals' privacy. Previous work has found that under differential privacy, computing multiple correlated…

Databases · Computer Science 2016-05-18 Ganzhao Yuan , Yin Yang , Zhenjie Zhang , Zhifeng Hao

This paper proposes a new distributed nonconvex stochastic optimization algorithm that can achieve privacy protection, communication efficiency and convergence simultaneously. Specifically, each node adds general privacy noises to its local…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Jialong Chen , Jimin Wang , Ji-Feng Zhang

We study stochastic convex optimization (SCO) with heavy-tailed gradients under pure $\varepsilon$-differential privacy (DP). Instead of assuming a bound on the worst-case Lipschitz parameter of the loss, we assume only a bounded $k$-th…

Machine Learning · Computer Science 2026-05-06 Andrew Lowy

We study differentially private stochastic optimization in convex and non-convex settings. For the convex case, we focus on the family of non-smooth generalized linear losses (GLLs). Our algorithm for the $\ell_2$ setting achieves optimal…

Machine Learning · Computer Science 2021-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart