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Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

This paper investigates the iterates $\hbb^1,\dots,\hbb^T$ obtained from iterative algorithms in high-dimensional linear regression problems, in the regime where the feature dimension $p$ is comparable with the sample size $n$, i.e., $p…

Machine Learning · Statistics 2024-04-30 Pierre C. Bellec , Kai Tan

We study discrete distribution estimation under user-level local differential privacy (LDP). In user-level $\varepsilon$-LDP, each user has $m\ge1$ samples and the privacy of all $m$ samples must be preserved simultaneously. We resolve the…

Machine Learning · Computer Science 2022-11-08 Jayadev Acharya , Yuhan Liu , Ziteng Sun

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…

Data Structures and Algorithms · Computer Science 2024-07-22 Sushant Agarwal , Gautam Kamath , Mahbod Majid , Argyris Mouzakis , Rose Silver , Jonathan Ullman

Personalized privacy becomes critical in deep learning for Trustworthy AI. While Differentially Private Stochastic Gradient Descent (DP-SGD) is widely used in deep learning methods supporting privacy, it provides the same level of privacy…

Machine Learning · Computer Science 2023-05-25 Geon Heo , Junseok Seo , Steven Euijong Whang

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

Methodology · Statistics 2024-04-03 Jing Lei , Kehui Chen , Haeun Moon

In this paper, we study differentially private empirical risk minimization (DP-ERM). It has been shown that the worst-case utility of DP-ERM reduces polynomially as the dimension increases. This is a major obstacle to privately learning…

Machine Learning · Computer Science 2023-04-11 Paul Mangold , Aurélien Bellet , Joseph Salmon , Marc Tommasi

Models need to be trained with privacy-preserving learning algorithms to prevent leakage of possibly sensitive information contained in their training data. However, canonical algorithms like differentially private stochastic gradient…

Machine Learning · Computer Science 2022-10-06 Yannis Cattan , Christopher A. Choquette-Choo , Nicolas Papernot , Abhradeep Thakurta

Confidence intervals are a fundamental tool for quantifying the uncertainty of parameters of interest. With the increase of data privacy awareness, developing a private version of confidence intervals has gained growing attention from both…

Methodology · Statistics 2024-04-12 Shurong Lin , Mark Bun , Marco Gaboardi , Eric D. Kolaczyk , Adam Smith

Differentially private federated learning is crucial for maintaining privacy in distributed environments. This paper investigates the challenges of high-dimensional estimation and inference under the constraints of differential privacy.…

Machine Learning · Statistics 2024-04-26 Zhe Zhang , Ryumei Nakada , Linjun Zhang

When data is collected in an adaptive manner, even simple methods like ordinary least squares can exhibit non-normal asymptotic behavior. As an undesirable consequence, hypothesis tests and confidence intervals based on asymptotic normality…

Statistics Theory · Mathematics 2023-03-23 Koulik Khamaru , Yash Deshpande , Tor Lattimore , Lester Mackey , Martin J. Wainwright

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

Machine Learning · Computer Science 2020-06-23 Ben London

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

Machine Learning · Computer Science 2026-03-02 Sacchit Kale , Piyushi Manupriya , Pierre Marion , Francis Bach , Anant Raj

As a fundamental problem in machine learning and differential privacy (DP), DP linear regression has been extensively studied. However, most existing methods focus primarily on either regular data distributions or low-dimensional cases with…

Machine Learning · Computer Science 2025-06-10 Xizhi Tian , Meng Ding , Touming Tao , Zihang Xiang , Di Wang

The interplay between optimization and privacy has become a central theme in privacy-preserving machine learning. Noisy stochastic gradient descent (SGD) has emerged as a cornerstone algorithm, particularly in large-scale settings. These…

Machine Learning · Computer Science 2025-10-21 Shurong Lin , Eric D. Kolaczyk , Adam Smith , Elliot Paquette

A key task in managing distributed, sensitive data is to measure the extent to which a distribution changes. Understanding this drift can effectively support a variety of federated learning and analytics tasks. However, in many practical…

Machine Learning · Computer Science 2024-12-02 Mary Scott , Sayan Biswas , Graham Cormode , Carsten Maple

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

Training differentially private machine learning models requires constraining an individual's contribution to the optimization process. This is achieved by clipping the $2$-norm of their gradient at a predetermined threshold prior to…

Machine Learning · Computer Science 2024-01-09 Filippo Galli , Catuscia Palamidessi , Tommaso Cucinotta