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Differentially Private Stochastic Gradient Descent (DPSGD) is widely utilized to preserve training data privacy in deep learning, which first clips the gradients to a predefined norm and then injects calibrated noise into the training…

Machine Learning · Computer Science 2024-05-29 Haichao Sha , Yang Cao , Yong Liu , Yuncheng Wu , Ruixuan Liu , Hong Chen

Differential privacy (DP) is a prominent method for protecting information about individuals during data analysis. Training neural networks with differentially private stochastic gradient descent (DPSGD) influences the model's learning…

Machine Learning · Computer Science 2025-10-10 Lea Demelius , Dominik Kowald , Simone Kopeinik , Roman Kern , Andreas Trügler

In this paper, we study the problem of estimating the covariance matrix under differential privacy, where the underlying covariance matrix is assumed to be sparse and of high dimensions. We propose a new method, called DP-Thresholding, to…

Machine Learning · Computer Science 2019-04-17 Di Wang , Jinhui Xu

An open problem in differentially private deep learning is hyperparameter optimization (HPO). DP-SGD introduces new hyperparameters and complicates existing ones, forcing researchers to painstakingly tune hyperparameters with hundreds of…

Machine Learning · Computer Science 2024-05-07 Ashwinee Panda , Xinyu Tang , Saeed Mahloujifar , Vikash Sehwag , Prateek Mittal

We consider the problem of model selection in a high-dimensional sparse linear regression model under privacy constraints. We propose a differentially private (DP) best subset selection method with strong statistical utility properties by…

Machine Learning · Statistics 2024-10-30 Saptarshi Roy , Zehua Wang , Ambuj Tewari

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

Leveraging information from public data has become increasingly crucial in enhancing the utility of differentially private (DP) methods. Traditional DP approaches often require adding noise based solely on private data, which can…

Machine Learning · Computer Science 2025-08-26 Zilong Cao , Hai Zhang

In this paper, we focus our attention on the high-dimensional double sparse linear regression, that is, a combination of element-wise and group-wise sparsity. To address this problem, we propose an IHT-style (iterative hard thresholding)…

Statistics Theory · Mathematics 2024-12-10 Yanhang Zhang , Zhifan Li , Shixiang Liu , Jianxin Yin

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

Differentially private stochastic gradient descent (DP-SGD) is broadly considered to be the gold standard for training and fine-tuning neural networks under differential privacy (DP). With the increasing availability of high-quality…

We study the canonical statistical estimation problem of linear regression from $n$ i.i.d.~examples under $(\varepsilon,\delta)$-differential privacy when some response variables are adversarially corrupted. We propose a variant of the…

Machine Learning · Computer Science 2023-02-01 Xiyang Liu , Prateek Jain , Weihao Kong , Sewoong Oh , Arun Sai Suggala

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

Applications · Statistics 2019-05-23 Jason , Wang , Pauline Burke

The tuning of hyperparameters in distributed machine learning can substantially impact model performance. When the hyperparameters are tuned on sensitive data, privacy becomes an important challenge and to this end, differential privacy has…

Machine Learning · Computer Science 2025-10-08 Johannes Liebenow , Thorsten Peinemann , Esfandiar Mohammadi

We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…

Machine Learning · Computer Science 2024-02-22 Gavin Brown , Krishnamurthy Dvijotham , Georgina Evans , Daogao Liu , Adam Smith , Abhradeep Thakurta

We study the problem of estimating high dimensional models with underlying sparse structures while preserving the privacy of each training example. We develop a differentially private high-dimensional sparse learning framework using the…

Machine Learning · Statistics 2019-09-16 Lingxiao Wang , Quanquan Gu

Quadratic regression involves modeling the response as a (generalized) linear function of not only the features $x^{j_1}$ but also of quadratic terms $x^{j_1}x^{j_2}$. The inclusion of such higher-order "interaction terms" in regression…

Machine Learning · Computer Science 2019-11-11 Shuo Yang , Yanyao Shen , Sujay Sanghavi

Privacy preservation has become a critical concern in high-dimensional data analysis due to the growing prevalence of data-driven applications. Since its proposal, sliced inverse regression has emerged as a widely utilized statistical…

Machine Learning · Statistics 2025-04-08 Xintao Xia , Linjun Zhang , Zhanrui Cai

This paper studies the problem of differentially private empirical risk minimization (DP-ERM) for binary linear classification. We obtain an efficient $(\varepsilon,\delta)$-DP algorithm with an empirical zero-one risk bound of…

Machine Learning · Computer Science 2025-06-02 Erchi Wang , Yuqing Zhu , Yu-Xiang Wang

We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…

Data Structures and Algorithms · Computer Science 2022-11-30 Ilias Diakonikolas , Daniel M. Kane , Jasper C. H. Lee , Ankit Pensia

Differentially private (DP) machine learning has recently become popular. The privacy loss of DP algorithms is commonly reported using $(\varepsilon,\delta)$-DP. In this paper, we propose a numerical accountant for evaluating the privacy…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Joonas Jälkö , Antti Honkela