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We give the first polynomial time and sample $(\epsilon, \delta)$-differentially private (DP) algorithm to estimate the mean, covariance and higher moments in the presence of a constant fraction of adversarial outliers. Our algorithm…

Machine Learning · Statistics 2021-12-08 Pravesh K. Kothari , Pasin Manurangsi , Ameya Velingker

We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…

Statistics Theory · Mathematics 2024-01-05 Shyam Narayanan

In this paper, we introduce a new domain adaptation (DA) algorithm where the source and target domains are represented by subspaces spanned by eigenvectors. Our method seeks a domain invariant feature space by learning a mapping function…

Computer Vision and Pattern Recognition · Computer Science 2014-10-24 Basura Fernando , Amaury Habrard , Marc Sebban , Tinne Tuytelaars

Differential Privacy (DP) is a probabilistic framework that protects privacy while preserving data utility. To protect the privacy of the individuals in the dataset, DP requires adding a precise amount of noise to a statistic of interest;…

Computation · Statistics 2025-05-05 Yu-Wei Chen , Pranav Sanghi , Jordan Awan

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

We present an asymptotically optimal $(\epsilon,\delta)$ differentially private mechanism for answering multiple, adaptively asked, $\Delta$-sensitive queries, settling the conjecture of Steinke and Ullman [2020]. Our algorithm has a…

Data Structures and Algorithms · Computer Science 2021-11-09 Yuval Dagan , Gil Kur

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

Temporal difference (TD) learning is a widely used method to evaluate policies in reinforcement learning. While many TD learning methods have been developed in recent years, little attention has been paid to preserving privacy and most of…

Machine Learning · Computer Science 2022-01-26 Canzhe Zhao , Yanjie Ze , Jing Dong , Baoxiang Wang , Shuai Li

We show a new lower bound on the sample complexity of $(\varepsilon, \delta)$-differentially private algorithms that accurately answer statistical queries on high-dimensional databases. The novelty of our bound is that it depends optimally…

Data Structures and Algorithms · Computer Science 2015-01-27 Thomas Steinke , Jonathan Ullman

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…

Computer Vision and Pattern Recognition · Computer Science 2010-02-11 Mingyu Fan , Nannan Gu , Hong Qiao , Bo Zhang

We propose an adaptive (stochastic) gradient perturbation method for differentially private empirical risk minimization. At each iteration, the random noise added to the gradient is optimally adapted to the stepsize; we name this process…

Machine Learning · Computer Science 2021-10-26 Xiaoxia Wu , Lingxiao Wang , Irina Cristali , Quanquan Gu , Rebecca Willett

Differential privacy (DP) is obtained by randomizing a data analysis algorithm, which necessarily introduces a tradeoff between its utility and privacy. Many DP mechanisms are built upon one of two underlying tools: Laplace and Gaussian…

Machine Learning · Computer Science 2026-04-03 Roy Rinberg , Ilia Shumailov , Vikrant Singhal , Rachel Cummings , Nicolas Papernot

Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

Sparse PCA is one of the most well-studied problems in high-dimensional statistics. In this problem, we are given samples from a distribution with covariance $\Sigma$, whose top eigenvector $v \in R^d$ is $s$-sparse. Existing sparse PCA…

Machine Learning · Statistics 2026-03-04 Syamantak Kumar , Purnamrita Sarkar , Kevin Tian , Peiyuan Zhang

We study differentially private (DP) estimation of a rank-$r$ matrix $M \in \mathbb{R}^{d_1\times d_2}$ under the trace regression model with Gaussian measurement matrices. Theoretically, the sensitivity of non-private spectral…

Machine Learning · Statistics 2024-03-26 Mengyue Zha

Sparse principal component analysis (sPCA) has become one of the most widely used techniques for dimensionality reduction in high-dimensional datasets. The main challenge underlying sPCA is to estimate the first vector of loadings of the…

Methodology · Statistics 2018-02-01 Jana Janková , Sara van de Geer

We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…

Data Structures and Algorithms · Computer Science 2022-07-26 Shyam Narayanan

We initiate a systematic study of worst-group risk minimization under $(\epsilon, \delta)$-differential privacy (DP). The goal is to privately find a model that approximately minimizes the maximal risk across $p$ sub-populations (groups)…

Machine Learning · Computer Science 2024-03-01 Xinyu Zhou , Raef Bassily

Differentially private noise mechanisms commonly use symmetric noise distributions. This is attractive both for achieving the differential privacy definition, and for unbiased expectations in the noised answers. However, there are contexts…

Cryptography and Security · Computer Science 2021-10-18 Benjamin M. Case , James Honaker , Mahnush Movahedi

We introduce general tools for designing efficient private estimation algorithms, in the high-dimensional settings, whose statistical guarantees almost match those of the best known non-private algorithms. To illustrate our techniques, we…

Data Structures and Algorithms · Computer Science 2023-11-17 Hongjie Chen , Vincent Cohen-Addad , Tommaso d'Orsi , Alessandro Epasto , Jacob Imola , David Steurer , Stefan Tiegel