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The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…

Optimization and Control · Mathematics 2026-04-08 Yonggang Pei , Yubing Lin , Mauricio Silva Louzeiro , Detong Zhu

We develop a new reduction that converts any online convex optimization algorithm suffering $O(\sqrt{T})$ regret into an $\epsilon$-differentially private stochastic convex optimization algorithm with the optimal convergence rate $\tilde…

Machine Learning · Computer Science 2022-10-14 Qinzi Zhang , Hoang Tran , Ashok Cutkosky

In this paper, we consider the $k$-approximate pattern matching problem under differential privacy, where the goal is to report or count all substrings of a given string $S$ which have a Hamming distance at most $k$ to a pattern $P$, or…

Data Structures and Algorithms · Computer Science 2023-11-14 Teresa Anna Steiner

We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal $\tilde{O}(\sqrt{T})$ regret bounds. In the full-information setting, our results demonstrate…

Machine Learning · Computer Science 2017-06-15 Naman Agarwal , Karan Singh

The popularity of bi-level optimization (BO) in deep learning has spurred a growing interest in studying gradient-based BO algorithms. However, existing algorithms involve two coupled learning rates that can be affected by approximation…

Machine Learning · Computer Science 2023-11-03 Chen Fan , Gaspard Choné-Ducasse , Mark Schmidt , Christos Thrampoulidis

In this work, we conduct the first systematic study of stochastic variational inequality (SVI) and stochastic saddle point (SSP) problems under the constraint of differential privacy (DP). We propose two algorithms: Noisy Stochastic…

Optimization and Control · Mathematics 2022-04-04 Digvijay Boob , Cristóbal Guzmán

We investigate a problem of finding the minimum, in which each user has a real value and we want to estimate the minimum of these values under the local differential privacy constraint. We reveal that this problem is fundamentally…

Statistics Theory · Mathematics 2019-05-28 Kazuto Fukuchi , Chia-Mu Yu , Arashi Haishima , Jun Sakuma

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

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey

We study the problem of differentially private second moment estimation and present a new algorithm that achieve strong privacy-utility trade-offs even for worst-case inputs under subsamplability assumptions on the data. We call an input…

Machine Learning · Computer Science 2025-05-21 Bar Mahpud , Or Sheffet

SARAH and SPIDER are two recently developed stochastic variance-reduced algorithms, and SPIDER has been shown to achieve a near-optimal first-order oracle complexity in smooth nonconvex optimization. However, SPIDER uses an…

Optimization and Control · Mathematics 2020-05-19 Zhe Wang , Kaiyi Ji , Yi Zhou , Yingbin Liang , Vahid Tarokh

We study differentially private (DP) algorithms for stochastic non-convex optimization. In this problem, the goal is to minimize the population loss over a $p$-dimensional space given $n$ i.i.d. samples drawn from a distribution. We improve…

Machine Learning · Computer Science 2020-08-12 Yingxue Zhou , Xiangyi Chen , Mingyi Hong , Zhiwei Steven Wu , Arindam Banerjee

We consider the differentially private (DP) facility location problem in the so called super-set output setting proposed by Gupta et al. [SODA 2010]. The current best known expected approximation ratio for an $\epsilon$-DP algorithm is…

Data Structures and Algorithms · Computer Science 2024-03-11 Pasin Manurangsi

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

We design new differentially private algorithms for the problems of adversarial bandits and bandits with expert advice. For adversarial bandits, we give a simple and efficient conversion of any non-private bandit algorithm to a private…

Machine Learning · Computer Science 2025-05-29 Hilal Asi , Vinod Raman , Kunal Talwar

Privacy-preserving data analysis has become a central challenge in modern statistics. At the same time, a long-standing goal in statistics is the development of adaptive procedures -- methods that achieve near-optimal performance across…

Statistics Theory · Mathematics 2025-12-17 T. Tony Cai , Abhinav Chakraborty , Lasse Vuursteen

We study the private $k$-median and $k$-means clustering problem in $d$ dimensional Euclidean space. By leveraging tree embeddings, we give an efficient and easy to implement algorithm, that is empirically competitive with state of the art…

Differentially private federated learning (DP-FL) often suffers from slow convergence under tight privacy budgets because the noise required for privacy preservation degrades gradient quality. Although second-order optimization can…

Machine Learning · Computer Science 2026-03-25 Sidhant Nair , Tanmay Sen , Mrinmay Sen , Sayantan Banerjee

Differentially private stochastic gradient descent (DP-SGD) has been instrumental in privately training deep learning models by providing a framework to control and track the privacy loss incurred during training. At the core of this…

Machine Learning · Computer Science 2024-08-21 Jeremiah Birrell , Reza Ebrahimi , Rouzbeh Behnia , Jason Pacheco

Distributed data analysis is a large and growing field driven by a massive proliferation of user devices, and by privacy concerns surrounding the centralised storage of data. We consider two \emph{adaptive} algorithms for estimating one…

Cryptography and Security · Computer Science 2025-02-06 Anders Aamand , Fabrizio Boninsegna , Abigail Gentle , Jacob Imola , Rasmus Pagh