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We investigate the problem of finding second-order stationary points (SOSP) in differentially private (DP) stochastic non-convex optimization. Existing methods suffer from two key limitations: (i) inaccurate convergence error rate due to…

Machine Learning · Computer Science 2026-01-21 Youming Tao , Zuyuan Zhang , Dongxiao Yu , Xiuzhen Cheng , Falko Dressler , Di Wang

In this paper, we introduce a new notion of guaranteed privacy that requires that the change of the range of the corresponding inclusion function to the true function is small. In particular, leveraging mixed-monotone inclusion functions,…

Optimization and Control · Mathematics 2022-09-26 Mohammad Khajenejad , Sonia Martinez

We investigate unbiased high-dimensional mean estimators in differential privacy. We consider differentially private mechanisms whose expected output equals the mean of the input dataset, for every dataset drawn from a fixed bounded…

Statistics Theory · Mathematics 2023-12-22 Aleksandar Nikolov , Haohua Tang

We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…

Optimization and Control · Mathematics 2019-02-20 Rishabh Dixit , Amrit Singh Bedi , Ruchi Tripathi , Ketan Rajawat

Zeroth-order (ZO) method has been shown to be a powerful method for solving the optimization problem where explicit expression of the gradients is difficult or infeasible to obtain. Recently, due to the practical value of the constrained…

Optimization and Control · Mathematics 2024-09-04 Wanli Shi , Hongchang Gao , Bin Gu

Motivated by the increasing deployment of reinforcement learning in the real world, involving a large consumption of personal data, we introduce a differentially private (DP) policy gradient algorithm. We show that, in this setting, the…

Machine Learning · Computer Science 2025-02-03 Alexandre Rio , Merwan Barlier , Igor Colin

Differentially Private Stochastic Gradient Descent (DP-SGD) has been widely used for solving optimization problems with privacy guarantees in machine learning and statistics. Despite this, a systematic non-asymptotic convergence analysis…

Methodology · Statistics 2025-07-10 Enze Shi , Jinhan Xie , Bei Jiang , Linglong Kong , Xuming He

Privacy is a growing concern in modern deep-learning systems and applications. Differentially private (DP) training prevents the leakage of sensitive information in the collected training data from the trained machine learning models. DP…

Machine Learning · Computer Science 2024-08-28 Xinwei Zhang , Zhiqi Bu , Mingyi Hong , Meisam Razaviyayn

In this work, we consider a distributed multi-agent stochastic optimization problem, where each agent holds a local objective function that is smooth and convex, and that is subject to a stochastic process. The goal is for all agents to…

Optimization and Control · Mathematics 2022-10-12 Elissa Mhanna , Mohamad Assaad

Differentially private training algorithms provide protection against one of the most popular attacks in machine learning: the membership inference attack. However, these privacy algorithms incur a loss of the model's classification…

Cryptography and Security · Computer Science 2021-10-13 Jiaxiang Liu , Simon Oya , Florian Kerschbaum

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

Zeroth-order (ZO) methods are widely used when gradients are unavailable or prohibitively expensive, including black-box learning and memory-efficient fine-tuning of large models, yet their optimization dynamics in deep learning remain…

Machine Learning · Computer Science 2026-04-17 Minhak Song , Liang Zhang , Bingcong Li , Niao He , Michael Muehlebach , Sewoong Oh

We analyse the privacy leakage of noisy stochastic gradient descent by modeling R\'enyi divergence dynamics with Langevin diffusions. Inspired by recent work on non-stochastic algorithms, we derive similar desirable properties in the…

Machine Learning · Statistics 2022-02-08 Théo Ryffel , Francis Bach , David Pointcheval

We consider differentially private algorithms for reinforcement learning in continuous spaces, such that neighboring reward functions are indistinguishable. This protects the reward information from being exploited by methods such as…

Machine Learning · Statistics 2019-11-12 Baoxiang Wang , Nidhi Hegde

Deep learning models have been extensively adopted in various regions due to their ability to represent hierarchical features, which highly rely on the training set and procedures. Thus, protecting the training process and deep learning…

Cryptography and Security · Computer Science 2025-03-12 Haodi Wang , Tangyu Jiang , Yu Guo , Chengjun Cai , Cong Wang , Xiaohua Jia

Differentially private (DP) mechanisms face the challenge of providing accurate results while protecting their inputs: the privacy-utility trade-off. A simple but powerful technique for DP adds noise to sensitivity-bounded query outputs to…

Cryptography and Security · Computer Science 2021-07-28 David M. Sommer , Lukas Abfalterer , Sheila Zingg , Esfandiar Mohammadi

Finding the optimal hyperparameters of a model can be cast as a bilevel optimization problem, typically solved using zero-order techniques. In this work we study first-order methods when the inner optimization problem is convex but…

Bayesian optimization is a powerful tool for fine-tuning the hyper-parameters of a wide variety of machine learning models. The success of machine learning has led practitioners in diverse real-world settings to learn classifiers for…

Machine Learning · Statistics 2015-02-24 Matt J. Kusner , Jacob R. Gardner , Roman Garnett , Kilian Q. Weinberger

We address the problem of zero-order optimization from noisy observations for an objective function satisfying the Polyak-{\L}ojasiewicz or the strong convexity condition. Additionally, we assume that the objective function has an additive…

Machine Learning · Statistics 2025-09-03 Arya Akhavan , Alexandre B. Tsybakov

We consider the problem of optimizing a high-dimensional convex function using stochastic zeroth-order queries. Under sparsity assumptions on the gradients or function values, we present two algorithms: a successive component/feature…

Machine Learning · Statistics 2018-02-27 Yining Wang , Simon Du , Sivaraman Balakrishnan , Aarti Singh
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