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Stochastic gradient descent (SGD) or stochastic approximation has been widely used in model training and stochastic optimization. While there is a huge literature on analyzing its convergence, inference on the obtained solutions from SGD…

Machine Learning · Statistics 2026-04-01 Henry Lam , Zitong Wang

Differentially Private Stochastic Gradient Descent (DPSGD) is widely used to train deep neural networks with formal privacy guarantees. However, the addition of differential privacy (DP) often degrades model accuracy by introducing both…

Machine Learning · Computer Science 2025-11-13 Xincheng Xu , Thilina Ranbaduge , Qing Wang , Thierry Rakotoarivelo , David Smith

Machine learning models can leak information about the data used to train them. To mitigate this issue, Differentially Private (DP) variants of optimization algorithms like Stochastic Gradient Descent (DP-SGD) have been designed to…

Machine Learning · Computer Science 2022-10-24 Paul Mangold , Aurélien Bellet , Joseph Salmon , Marc Tommasi

Recent research shows that modern deep learning models achieve high predictive accuracy partly by memorizing individual training samples. Such memorization raises serious privacy concerns, motivating the widespread adoption of…

Machine Learning · Computer Science 2026-02-05 Jiaming Zhang , Huanyi Xie , Meng Ding , Shaopeng Fu , Jinyan Liu , Di Wang

A central issue in machine learning is how to train models on sensitive user data. Industry has widely adopted a simple algorithm: Stochastic Gradient Descent with noise (a.k.a. Stochastic Gradient Langevin Dynamics). However, foundational…

Machine Learning · Computer Science 2023-03-01 Jason M. Altschuler , Kunal Talwar

Training machine learning models with differential privacy (DP) has received increasing interest in recent years. One of the most popular algorithms for training differentially private models is differentially private stochastic gradient…

Machine Learning · Computer Science 2024-02-21 Ziteng Sun , Ananda Theertha Suresh , Aditya Krishna Menon

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

Differential Privacy (DP) provides a rigorous framework for releasing statistics while protecting individual information present in a dataset. Although substantial progress has been made on differentially private linear regression, existing…

Statistics Theory · Mathematics 2026-01-16 Getoar Sopa , Marco Avella Medina , Cynthia Rush

Many machine learning applications are based on data collected from people, such as their tastes and behaviour as well as biological traits and genetic data. Regardless of how important the application might be, one has to make sure…

Machine Learning · Statistics 2017-04-11 Joonas Jälkö , Onur Dikmen , Antti Honkela

A continuing challenge for machine learning is providing methods to perform computation on data while ensuring the data remains private. In this paper we build on the provable privacy guarantees of differential privacy which has been…

Machine Learning · Computer Science 2019-09-23 Michael Thomas Smith , Mauricio A. Alvarez , Neil D. Lawrence

Differentially private stochastic gradient descent (DP-SGD) is the most widely used method for training machine learning models with provable privacy guarantees. A key challenge in DP-SGD is setting the per-sample gradient clipping…

Machine Learning · Computer Science 2025-10-29 Atefeh Gilani , Naima Tasnim , Lalitha Sankar , Oliver Kosut

Privacy preserving machine learning algorithms are crucial for learning models over user data to protect sensitive information. Motivated by this, differentially private stochastic gradient descent (SGD) algorithms for training machine…

Machine Learning · Computer Science 2019-10-25 Venkatadheeraj Pichapati , Ananda Theertha Suresh , Felix X. Yu , Sashank J. Reddi , Sanjiv Kumar

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

Differential privacy (DP) is a rigorous notion of data privacy, used for private statistics. The canonical algorithm for differentially private mean estimation is to first clip the samples to a bounded range and then add noise to their…

Statistics Theory · Mathematics 2024-10-10 Gautam Kamath , Argyris Mouzakis , Matthew Regehr , Vikrant Singhal , Thomas Steinke , Jonathan Ullman

To quantify trade-offs between increasing demand for open data sharing and concerns about sensitive information disclosure, statistical data privacy (SDP) methodology analyzes data release mechanisms which sanitize outputs based on…

Cryptography and Security · Computer Science 2022-05-09 Aleksandra Slavkovic , Jeremy Seeman

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

We propose a general privacy-preserving optimization-based framework for real-time environments without requiring trusted data curators. In particular, we introduce a noisy stochastic gradient descent algorithm for online statistical…

Methodology · Statistics 2025-06-11 Jinhan Xie , Enze Shi , Bei Jiang , Linglong Kong , Xuming He

We consider the privacy amplification properties of a sampling scheme in which a user's data is used in $k$ steps chosen randomly and uniformly from a sequence (or set) of $t$ steps. This sampling scheme has been recently applied in the…

Machine Learning · Computer Science 2026-02-20 Vitaly Feldman , Moshe Shenfeld

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

Research on the effects of essential hyperparameters of DP-SGD lacks consensus, verification, and replication. Contradictory and anecdotal statements on their influence make matters worse. While DP-SGD is the standard optimization algorithm…

Machine Learning · Computer Science 2024-11-05 Felix Morsbach , Jan Reubold , Thorsten Strufe