Related papers: Finding Differentially Private Second Order Statio…
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)…
We explore the trade-off between privacy and statistical utility in private two-sample testing under local differential privacy (LDP) for both multinomial and continuous data. We begin by addressing the multinomial case, where we introduce…
Differentially private stochastic gradient descent (DP-SGD) is broadly considered to be the gold standard for training and fine-tuning neural networks under differential privacy (DP). With the increasing availability of high-quality…
We study the problem of differentially-private (DP) stochastic (convex-concave) saddle-points in the $\ell_1$ setting. We propose $(\varepsilon, \delta)$-DP algorithms based on stochastic mirror descent that attain nearly…
We study Stochastic Convex Optimization in the Differential Privacy model (DP-SCO). Unlike previous studies, here we assume the population risk function satisfies the Tsybakov Noise Condition (TNC) with some parameter $\theta>1$, where the…
We study differentially private stochastic optimization in convex and non-convex settings. For the convex case, we focus on the family of non-smooth generalized linear losses (GLLs). Our algorithm for the $\ell_2$ setting achieves optimal…
In distributed optimization and iterative consensus literature, a standard problem is for $N$ agents to minimize a function $f$ over a subset of Euclidean space, where the cost function is expressed as a sum $\sum f_i$. In this paper, we…
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…
Fine-tuning large language models on downstream tasks is crucial for realizing their cross-domain potential but often relies on sensitive data, raising privacy concerns. Differential privacy (DP) offers rigorous privacy guarantees and has…
Discrete stochastic optimization considers the problem of minimizing (or maximizing) loss functions defined on discrete sets, where only noisy measurements of the loss functions are available. The discrete stochastic optimization problem is…
In this paper, we revisit the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) in Euclidean and general $\ell_p^d$ spaces. Specifically, we focus on three settings that are still far from well understood: (1) DP-SCO…
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…
In this paper, we propose a new technique named \textit{Stochastic Path-Integrated Differential EstimatoR} (SPIDER), which can be used to track many deterministic quantities of interest with significantly reduced computational cost. We…
The increased application of machine learning (ML) in sensitive domains requires protecting the training data through privacy frameworks, such as differential privacy (DP). DP requires to specify a uniform privacy level $\varepsilon$ that…
In this paper, we study the numerical method for stochastic optimal control problems (SOCPs). By reducing the optimal control problem to the discrete case, we derive a discrete stochastic maximum principle (SMP). With the help of this SMP,…
We develop a first-order (pseudo-)gradient approach for optimizing functions over the stationary distribution of discrete-time Markov chains (DTMC). We give insights into why solving this optimization problem is challenging and show how…
Differential privacy (DP) provides robust privacy guarantees for statistical inference, but this can lead to unreliable results and biases in downstream applications. While several noise-aware approaches have been proposed which integrate…
Differential privacy (DP) provides a formal privacy guarantee that prevents adversaries with access to machine learning models from extracting information about individual training points. Differentially private stochastic gradient descent…
In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set $\mathcal{C}$. We propose a generic framework that yields convergence to a second-order stationary point of…
Stochastic optimization is a pivotal enabler in modern machine learning, producing effective models for various tasks. However, several existing works have shown that model parameters and gradient information are susceptible to privacy…