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In this paper, we propose a differentially private decentralized learning method (termed PrivSGP-VR) which employs stochastic gradient push with variance reduction and guarantees $(\epsilon, \delta)$-differential privacy (DP) for each node.…

Machine Learning · Computer Science 2024-05-07 Zehan Zhu , Yan Huang , Xin Wang , Jinming Xu

User-level differentially private stochastic convex optimization (DP-SCO) has garnered significant attention due to the paramount importance of safeguarding user privacy in modern large-scale machine learning applications. Current methods,…

Machine Learning · Computer Science 2025-02-14 Badih Ghazi , Ravi Kumar , Daogao Liu , Pasin Manurangsi

We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDPs. As far as we know, the current algorithms for NSDPs only…

Optimization and Control · Mathematics 2023-06-19 Shun Arahata , Takayuki Okuno , Akiko Takeda

Differentially private stochastic gradient descent (DP-SGD) is the workhorse algorithm for recent advances in private deep learning. It provides a single privacy guarantee to all datapoints in the dataset. We propose output-specific…

Machine Learning · Computer Science 2024-07-26 Da Yu , Gautam Kamath , Janardhan Kulkarni , Tie-Yan Liu , Jian Yin , Huishuai Zhang

We study convex optimization problems under differential privacy (DP). With heavy-tailed gradients, existing works achieve suboptimal rates. The main obstacle is that existing gradient estimators have suboptimal tail properties, resulting…

Machine Learning · Computer Science 2024-08-20 Puning Zhao , Jiafei Wu , Zhe Liu , Chong Wang , Rongfei Fan , Qingming Li

We consider the problem of minimizing a convex risk with stochastic subgradients guaranteeing $\epsilon$-locally differentially private ($\epsilon$-LDP). While it has been shown that stochastic optimization is possible with $\epsilon$-LDP…

Machine Learning · Computer Science 2019-11-22 Kwang-Sung Jun , Francesco Orabona

In this paper, we propose several new stochastic second-order algorithms for policy optimization that only require gradient and Hessian-vector product in each iteration, making them computationally efficient and comparable to policy…

Optimization and Control · Mathematics 2023-01-31 Jinsong Liu , Chenghan Xie , Qi Deng , Dongdong Ge , Yinyu Ye

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

In this paper we tackle the challenge of making the stochastic coordinate descent algorithm differentially private. Compared to the classical gradient descent algorithm where updates operate on a single model vector and controlled noise…

Machine Learning · Computer Science 2021-03-16 Georgios Damaskinos , Celestine Mendler-Dünner , Rachid Guerraoui , Nikolaos Papandreou , Thomas Parnell

Differentially private (DP) stochastic convex optimization (SCO) is a fundamental problem, where the goal is to approximately minimize the population risk with respect to a convex loss function, given a dataset of $n$ i.i.d. samples from a…

Machine Learning · Computer Science 2022-05-06 Raef Bassily , Cristóbal Guzmán , Anupama Nandi

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…

We investigate the differential privacy (DP) guarantees under the hidden state assumption (HSA) for multi-convex problems. Recent analyses of privacy loss under the hidden state assumption have relied on strong assumptions such as…

Machine Learning · Computer Science 2025-06-03 Ding Chen , Chen Liu

In the arena of privacy-preserving machine learning, differentially private stochastic gradient descent (DP-SGD) has outstripped the objective perturbation mechanism in popularity and interest. Though unrivaled in versatility, DP-SGD…

Machine Learning · Computer Science 2024-01-02 Rachel Redberg , Antti Koskela , Yu-Xiang Wang

We consider the problem of differentially private stochastic convex optimization (DP-SCO) in a distributed setting with $M$ clients, where each of them has a local dataset of $N$ i.i.d. data samples from an underlying data distribution. The…

Machine Learning · Computer Science 2025-01-07 Sudeep Salgia , Nikola Pavlovic , Yuejie Chi , Qing Zhao

Data privacy is an important concern in learning, when datasets contain sensitive information about individuals. This paper considers consensus-based distributed optimization under data privacy constraints. Consensus-based optimization…

Machine Learning · Computer Science 2019-03-20 Mehrdad Showkatbakhsh , Can Karakus , Suhas Diggavi

Policy gradient (PG) is widely used in reinforcement learning due to its scalability and good performance. In recent years, several variance-reduced PG methods have been proposed with a theoretical guarantee of converging to an approximate…

Machine Learning · Computer Science 2025-10-01 Sadegh Khorasani , Saber Salehkaleybar , Negar Kiyavash , Niao He , Matthias Grossglauser

We study the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) with heavy-tailed data. Specifically, we focus on the $\ell_1$-norm linear regression in the $\epsilon$-DP model. While most of the previous work focuses…

Machine Learning · Computer Science 2022-01-11 Di Wang , Jinhui Xu

Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially.…

Machine Learning · Computer Science 2022-06-17 Yuxuan Han , Zhicong Liang , Zhipeng Liang , Yang Wang , Yuan Yao , Jiheng Zhang

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 revisit the problem of private stochastic convex optimization. We propose an algorithm based on noisy mirror descent, which achieves optimal rates both in terms of statistical complexity and number of queries to a…

Machine Learning · Computer Science 2020-11-18 Raman Arora , Teodor V. Marinov , Enayat Ullah