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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

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

Machine Learning · Computer Science 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

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 consider the problem of differentially private stochastic convex optimization (DP-SCO) in a distributed setting with $M$ clients, where each of them has a local dataset of $N$ i.i.d. data samples from an underlying data distribution. The…

Machine Learning · Computer Science 2025-01-07 Sudeep Salgia , Nikola Pavlovic , Yuejie Chi , Qing Zhao

We study Stochastic Convex Optimization in the Differential Privacy model (DP-SCO). Unlike previous studies, here we assume the population risk function satisfies the Tsybakov Noise Condition (TNC) with some parameter $\theta>1$, where the…

Machine Learning · Computer Science 2025-09-08 Difei Xu , Meng Ding , Zihang Xiang , Jinhui Xu , Di Wang

We study the limits and capability of public-data assisted differentially private (PA-DP) algorithms. Specifically, we focus on the problem of stochastic convex optimization (SCO) with either labeled or unlabeled public data. For…

Machine Learning · Computer Science 2024-03-07 Enayat Ullah , Michael Menart , Raef Bassily , Cristóbal Guzmán , Raman Arora

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

We introduce a new tool for stochastic convex optimization (SCO): a Reweighted Stochastic Query (ReSQue) estimator for the gradient of a function convolved with a (Gaussian) probability density. Combining ReSQue with recent advances in ball…

Optimization and Control · Mathematics 2023-10-30 Yair Carmon , Arun Jambulapati , Yujia Jin , Yin Tat Lee , Daogao Liu , Aaron Sidford , Kevin Tian

In this paper we revisit the DP stochastic convex optimization (SCO) problem. For convex smooth losses, it is well-known that the canonical DP-SGD (stochastic gradient descent) achieves the optimal rate of $O\left(\frac{LR}{\sqrt{n}} +…

Machine Learning · Computer Science 2024-10-04 Christopher A. Choquette-Choo , Arun Ganesh , Abhradeep Thakurta

In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not…

Machine Learning · Computer Science 2017-05-25 Jiaqi Zhang , Kai Zheng , Wenlong Mou , Liwei Wang

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

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

This paper addresses the challenge of preserving privacy in Federated Learning (FL) within centralized systems, focusing on both trusted and untrusted server scenarios. We analyze this setting within the Stochastic Convex Optimization (SCO)…

Machine Learning · Computer Science 2024-07-18 Roie Reshef , Kfir Y. Levy

In this paper, we study the problem of (finite sum) minimax optimization in the Differential Privacy (DP) model. Unlike most of the previous studies on the (strongly) convex-concave settings or loss functions satisfying the…

Machine Learning · Computer Science 2025-03-25 Ruijia Zhang , Mingxi Lei , Meng Ding , Zihang Xiang , Jinhui Xu , 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

As one of the most fundamental problems in machine learning, statistics and differential privacy, Differentially Private Stochastic Convex Optimization (DP-SCO) has been extensively studied in recent years. However, most of the previous…

Machine Learning · Computer Science 2021-08-10 Lijie Hu , Shuo Ni , Hanshen Xiao , Di Wang

We study the task of $(\epsilon, \delta)$-differentially private online convex optimization (OCO). In the online setting, the release of each distinct decision or iterate carries with it the potential for privacy loss. This problem has a…

Cryptography and Security · Computer Science 2023-12-21 Naman Agarwal , Satyen Kale , Karan Singh , Abhradeep Guha Thakurta

We consider stochastic convex optimization for heavy-tailed data with the guarantee of being differentially private (DP). Most prior works on differentially private stochastic convex optimization for heavy-tailed data are either restricted…

Machine Learning · Computer Science 2024-09-11 Chenhan Jin , Kaiwen Zhou , Bo Han , James Cheng , Tieyong Zeng

Training with differential privacy (DP) provides a guarantee to members in a dataset that they cannot be identified by users of the released model. However, those data providers, and, in general, the public, lack methods to efficiently…

Machine Learning · Computer Science 2025-12-04 Zoë Ruha Bell , Anvith Thudi , Olive Franzese-McLaughlin , Nicolas Papernot , Shafi Goldwasser

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