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We propose and analyze a randomized zeroth-order approach based on approximating the exact gradient byfinite differences computed in a set of orthogonal random directions that changes with each iteration. A number ofpreviously proposed…

Optimization and Control · Mathematics 2021-11-16 David Kozak , Cesare Molinari , Lorenzo Rosasco , Luis Tenorio , Silvia Villa

We study the random reshuffling (RR) method for smooth nonconvex optimization problems with a finite-sum structure. Though this method is widely utilized in practice such as the training of neural networks, its convergence behavior is only…

Optimization and Control · Mathematics 2023-01-26 Xiao Li , Andre Milzarek , Junwen Qiu

Traditionally, there are two models on differential privacy: the central model and the local model. The central model focuses on the machine learning model and the local model focuses on the training data. In this paper, we study the…

Machine Learning · Computer Science 2020-02-21 Yilin Kang , Yong Liu , Ben Niu , Xinyi Tong , Likun Zhang , Weiping Wang

Stochastic convex optimization over an $\ell_1$-bounded domain is ubiquitous in machine learning applications such as LASSO but remains poorly understood when learning with differential privacy. We show that, up to logarithmic factors the…

Machine Learning · Computer Science 2021-03-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

We introduce new algorithms and convergence guarantees for privacy-preserving non-convex Empirical Risk Minimization (ERM) on smooth $d$-dimensional objectives. We develop an improved sensitivity analysis of stochastic gradient descent on…

Machine Learning · Computer Science 2022-10-13 Hoang Tran , Ashok Cutkosky

We study stochastic convex optimization with heavy-tailed data under the constraint of differential privacy (DP). Most prior work on this problem is restricted to the case where the loss function is Lipschitz. Instead, as introduced by…

Machine Learning · Computer Science 2022-11-02 Gautam Kamath , Xingtu Liu , Huanyu Zhang

We study decentralized multiagent optimization over networks, modeled as undirected graphs. The optimization problem consists of minimizing a nonconvex smooth function plus a convex extended-value function, which enforces constraints or…

Optimization and Control · Mathematics 2024-12-13 Xiaokai Chen , Tianyu Cao , Gesualdo Scutari

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

One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and…

Machine Learning · Computer Science 2021-01-01 Seth Neel , Aaron Roth , Giuseppe Vietri , Zhiwei Steven Wu

We study the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) with heavy-tailed data. Specifically, we focus on the $\ell_1$-norm linear regression in the $\epsilon$-DP model. While most of the previous work focuses…

Machine Learning · Computer Science 2022-01-11 Di Wang , Jinhui Xu

In this paper, we study private optimization problems for non-smooth convex functions $F(x)=\mathbb{E}_i f_i(x)$ on $\mathbb{R}^d$. We show that modifying the exponential mechanism by adding an $\ell_2^2$ regularizer to $F(x)$ and sampling…

Data Structures and Algorithms · Computer Science 2022-07-29 Sivakanth Gopi , Yin Tat Lee , Daogao Liu

Distributed machine learning is an approach allowing different parties to learn a model over all data sets without disclosing their own data. In this paper, we propose a weighted distributed differential privacy (WD-DP) empirical risk…

Machine Learning · Computer Science 2021-10-22 Yilin Kang , Yong Liu , Weiping Wang

Minimax optimization recently is widely applied in many machine learning tasks such as generative adversarial networks, robust learning and reinforcement learning. In the paper, we study a class of nonconvex-nonconcave minimax optimization…

Optimization and Control · Mathematics 2025-04-23 Feihu Huang , Chunyu Xuan , Xinrui Wang , Siqi Zhang , Songcan Chen

Due to its applications in many different places in machine learning and other connected engineering applications, the problem of minimization of a smooth function that satisfies the Polyak-{\L}ojasiewicz condition receives much attention…

Optimization and Control · Mathematics 2022-12-09 Ilya A. Kuruzov , Fedor S. Stonyakin , Mohammad S. Alkousa

Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…

Machine Learning · Computer Science 2023-05-23 Arun Ganesh , Mahdi Haghifam , Thomas Steinke , Abhradeep Thakurta

Machine learning models can leak information about the data used to train them. To mitigate this issue, Differentially Private (DP) variants of optimization algorithms like Stochastic Gradient Descent (DP-SGD) have been designed to…

Machine Learning · Computer Science 2022-10-24 Paul Mangold , Aurélien Bellet , Joseph Salmon , Marc Tommasi

Real-world deployments routinely face distribution shifts, group imbalances, and adversarial perturbations, under which the traditional Empirical Risk Minimization (ERM) framework can degrade severely. Distributionally Robust Optimization…

Machine Learning · Computer Science 2026-02-19 Difei Xu , Meng Ding , Zebin Ma , Huanyi Xie , Youming Tao , Aicha Slaitane , Di Wang

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

In this paper, we revisit the problem of sparse linear regression in the local differential privacy (LDP) model. Existing research in the non-interactive and sequentially local models has focused on obtaining the lower bounds for the case…

Machine Learning · Computer Science 2023-10-12 Liyang Zhu , Meng Ding , Vaneet Aggarwal , Jinhui Xu , Di Wang

Prior work (Klochkov $\&$ Zhivotovskiy, 2021) establishes at most $O\left(\log (n)/n\right)$ excess risk bounds via algorithmic stability for strongly-convex learners with high probability. We show that under the similar common assumptions…

Machine Learning · Computer Science 2025-10-31 Bowei Zhu , Shaojie Li , Mingyang Yi , Yong Liu