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Sparse basis recovery is a classical and important statistical learning problem when the number of model dimensions $p$ is much larger than the number of samples $n$. However, there has been little work that studies sparse basis recovery in…

Machine Learning · Computer Science 2024-03-01 Ajinkya Kiran Mulay , Xiaojun Lin

In distributed optimization and iterative consensus literature, a standard problem is for $N$ agents to minimize a function $f$ over a subset of Euclidean space, where the cost function is expressed as a sum $\sum f_i$. In this paper, we…

Cryptography and Security · Computer Science 2014-01-14 Zhenqi Huang , Sayan Mitra , Nitin Vaidya

We present a comprehensive theoretical analysis of first-order methods for escaping strict saddle points in smooth non-convex optimization. Our main contribution is a Perturbed Saddle-escape Descent (PSD) algorithm with fully explicit…

Machine Learning · Computer Science 2025-08-25 Faruk Alpay , Hamdi Alakkad

This article establishes a method to answer a finite set of linear queries on a given dataset while ensuring differential privacy. To achieve this, we formulate the corresponding task as a saddle-point problem, i.e. an optimization problem…

Methodology · Statistics 2024-11-05 Giorgio Micali , Clement Lezane , Annika Betken

The convergence behavior of mini-batch stochastic gradient descent (SGD) is highly sensitive to the batch size and learning rate settings. Recent theoretical studies have identified the existence of a critical batch size that minimizes…

Machine Learning · Computer Science 2025-08-08 Hikaru Umeda , Hideaki Iiduka

In this paper, we present two new algorithms for covariance estimation under concentrated differential privacy (zCDP). The first algorithm achieves a Frobenius error of $\tilde{O}(d^{1/4}\sqrt{\mathrm{tr}}/\sqrt{n} + \sqrt{d}/n)$, where…

Cryptography and Security · Computer Science 2022-09-29 Wei Dong , Yuting Liang , Ke Yi

We consider the setup of a constrained optimization problem with two agents $E_1$ and $E_2$ who jointly wish to learn the optimal solution set while keeping their feasible sets $\mathcal{P}_1$ and $\mathcal{P}_2$ private from each other.…

Information Theory · Computer Science 2023-12-05 Shreya Meel , Sennur Ulukus

We study the sample complexity of learning threshold functions under the constraint of differential privacy. It is assumed that each labeled example in the training data is the information of one individual and we would like to come up with…

Data Structures and Algorithms · Computer Science 2019-11-25 Haim Kaplan , Katrina Ligett , Yishay Mansour , Moni Naor , Uri Stemmer

We study differentially private (DP) optimization algorithms for stochastic and empirical objectives which are neither smooth nor convex, and propose methods that return a Goldstein-stationary point with sample complexity bounds that…

Machine Learning · Computer Science 2025-06-10 Guy Kornowski , Daogao Liu , Kunal Talwar

Given a dataset of $n$ user-contributed strings, each of length at most $\ell$, a key problem is how to identify all frequent substrings while preserving each user's privacy. Recent work by Bernardini et al. (PODS'25) introduced a…

Data Structures and Algorithms · Computer Science 2026-03-11 Peaker Guo , Rayne Holland , Hao Wu

Adaptive optimization methods have become the default solvers for many machine learning tasks. Unfortunately, the benefits of adaptivity may degrade when training with differential privacy, as the noise added to ensure privacy reduces the…

Machine Learning · Computer Science 2022-06-28 Tian Li , Manzil Zaheer , Sashank J. Reddi , Virginia Smith

We study the problem of finding an $\epsilon$-first-order stationary point (FOSP) of a smooth function, given access only to gradient information. The best-known gradient query complexity for this task, assuming both the gradient and…

Optimization and Control · Mathematics 2024-12-04 Ruichen Jiang , Aryan Mokhtari , Francisco Patitucci

We study the problem of releasing the weights of all-pair shortest paths in a weighted undirected graph with differential privacy (DP). In this setting, the underlying graph is fixed and two graphs are neighbors if their edge weights differ…

Data Structures and Algorithms · Computer Science 2022-03-31 Badih Ghazi , Ravi Kumar , Pasin Manurangsi , Jelani Nelson

We propose a novel algorithm to ensure $\epsilon$-differential privacy for answering range queries on trajectory data. In order to guarantee privacy, differential privacy mechanisms add noise to either data or query, thus introducing errors…

Databases · Computer Science 2019-07-19 Soheila Ghane , Lars Kulik , Kotagiri Ramamohanarao

We study the problem of differentially-private (DP) stochastic (convex-concave) saddle-points in the $\ell_1$ setting. We propose $(\varepsilon, \delta)$-DP algorithms based on stochastic mirror descent that attain nearly…

Optimization and Control · Mathematics 2025-11-17 Tomás González , Cristóbal Guzmán , Courtney Paquette

We study the problem of differentially private linear regression where each data point is sampled from a fixed sub-Gaussian style distribution. We propose and analyze a one-pass mini-batch stochastic gradient descent method (DP-AMBSSGD)…

Machine Learning · Computer Science 2022-07-14 Prateek Varshney , Abhradeep Thakurta , Prateek Jain

Decentralized optimization algorithms have attracted intensive interests recently, as it has a balanced communication pattern, especially when solving large-scale machine learning problems. Stochastic Path Integrated Differential Estimator…

Machine Learning · Computer Science 2019-12-02 Taoxing Pan , Jun Liu , Jie Wang

The all-pairs shortest distances (APSD) with differential privacy (DP) problem takes as input an undirected, weighted graph $G = (V,E, \mathbf{w})$ and outputs a private estimate of the shortest distances in $G$ between all pairs of…

Data Structures and Algorithms · Computer Science 2024-07-16 Jesse Campbell , Chunjiang Zhu

We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

Differentially private stochastic gradient descent (DP-SGD) is a standard approach to privacy-preserving learning based on per-example clipping, subsampling, Gaussian perturbation, and privacy accounting. Classical DP-SGD releases a noisy…

Cryptography and Security · Computer Science 2026-05-12 Mohammad Partohaghighi , Roummel Marcia