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In this work, we analyze the optimization behaviour of common private learning optimization algorithms under heavy-tail class imbalanced distribution. We show that, in a stylized model, optimizing with Gradient Descent with differential…

Machine Learning · Computer Science 2025-07-15 Qiaoyue Tang , Alain Zhiyanov , Mathias Lécuyer

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

Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order methods can significantly accelerate convergence in…

Optimization and Control · Mathematics 2025-10-14 Abdurakhmon Sadiev , Peter Richtárik , Ilyas Fatkhullin

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 deep learning has recently witnessed advances in computational efficiency and privacy-utility trade-off. We explore whether further improvements along the two axes are possible and provide affirmative answers…

Machine Learning · Computer Science 2022-12-06 Jiyan He , Xuechen Li , Da Yu , Huishuai Zhang , Janardhan Kulkarni , Yin Tat Lee , Arturs Backurs , Nenghai Yu , Jiang Bian

Differentially Private Stochastic Gradient Descent (DPSGD) is widely used to protect sensitive data during the training of machine learning models, but its privacy guarantee often comes at a large cost of model performance due to the lack…

Machine Learning · Computer Science 2026-01-16 Hao Liang , Wanrong Zhang , Xinlei He , Kaishun Wu , Hong Xing

Differentially private stochastic gradient descent (DP-SGD) is the gold standard for training machine learning models with formal differential privacy guarantees. Several recent extensions improve its accuracy by introducing correlated…

Machine Learning · Computer Science 2026-05-13 Nikita P. Kalinin , Ryan McKenna , Rasmus Pagh , Christoph H. Lampert

Convergence in high-probability (HP) has attracted increasing interest, due to implying exponentially decaying tail bounds and strong guarantees for individual runs of an algorithm. While many works study HP guarantees in centralized…

Machine Learning · Computer Science 2026-05-22 Aleksandar Armacki , Ali H. Sayed

The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm. While many works provide high-probability guarantees, quantifying…

Machine Learning · Computer Science 2026-02-06 Aleksandar Armacki , Dragana Bajović , Dušan Jakovetić , Soummya Kar , Ali H. Sayed

Differential Privacy (DP) is becoming central to large-scale training as privacy regulations tighten. We revisit how DP noise interacts with adaptivity in optimization through the lens of stochastic differential equations, providing the…

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

In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only…

Optimization and Control · Mathematics 2023-03-01 Zijian Liu , Ta Duy Nguyen , Thien Hang Nguyen , Alina Ene , Huy Lê Nguyen

We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex…

Machine Learning · Statistics 2024-10-29 Aniket Das , Dheeraj Nagaraj , Soumyabrata Pal , Arun Suggala , Prateek Varshney

The Noisy-SGD algorithm is widely used for privately training machine learning models. Traditional privacy analyses of this algorithm assume that the internal state is publicly revealed, resulting in privacy loss bounds that increase…

Machine Learning · Computer Science 2023-05-18 Shahab Asoodeh , Mario Diaz

Differentially Private Stochastic Gradient Descent (DP-SGD) is the dominant paradigm for private training, but its fundamental limitations under worst-case adversarial privacy definitions remain poorly understood. We analyze DP-SGD in the…

Machine Learning · Computer Science 2026-04-17 Murat Bilgehan Ertan , Marten van Dijk

Models need to be trained with privacy-preserving learning algorithms to prevent leakage of possibly sensitive information contained in their training data. However, canonical algorithms like differentially private stochastic gradient…

Machine Learning · Computer Science 2022-10-06 Yannis Cattan , Christopher A. Choquette-Choo , Nicolas Papernot , Abhradeep Thakurta

Gradient clipping has long been considered essential for ensuring the convergence of Stochastic Gradient Descent (SGD) in the presence of heavy-tailed gradient noise. In this paper, we revisit this belief and explore whether gradient…

Machine Learning · Computer Science 2025-11-20 Tao Sun , Xinwang Liu , Kun Yuan

Providing privacy protection has been one of the primary motivations of Federated Learning (FL). Recently, there has been a line of work on incorporating the formal privacy notion of differential privacy with FL. To guarantee the…

Machine Learning · Computer Science 2021-06-28 Xinwei Zhang , Xiangyi Chen , Mingyi Hong , Zhiwei Steven Wu , Jinfeng Yi

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

Differentially private stochastic gradient descent (DP-SGD) is known to have poorer training and test performance on large neural networks, compared to ordinary stochastic gradient descent (SGD). In this paper, we perform a detailed study…

Machine Learning · Computer Science 2023-11-14 Lauren Watson , Eric Gan , Mohan Dantam , Baharan Mirzasoleiman , Rik Sarkar