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The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…

Optimization and Control · Mathematics 2026-04-08 Yonggang Pei , Yubing Lin , Mauricio Silva Louzeiro , Detong Zhu

This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…

Optimization and Control · Mathematics 2025-11-26 Jiarui Wang , Mahyar Fazlyab

We revisit Wald's celebrated Sequential Probability Ratio Test for sequential tests of two simple hypotheses, under privacy constraints. We propose DP-SPRT, a wrapper that can be calibrated to achieve desired error probabilities and privacy…

Machine Learning · Statistics 2026-02-05 Thomas Michel , Debabrota Basu , Emilie Kaufmann

Differentially private stochastic gradient descent (DP-SGD) allows models to be trained in a privacy-preserving manner, but has proven difficult to scale to the era of foundation models. We introduce DP-ZO, a private fine-tuning framework…

Machine Learning · Computer Science 2025-02-03 Xinyu Tang , Ashwinee Panda , Milad Nasr , Saeed Mahloujifar , Prateek Mittal

As one of the most fundamental problems in machine learning, statistics and differential privacy, Differentially Private Stochastic Convex Optimization (DP-SCO) has been extensively studied in recent years. However, most of the previous…

Machine Learning · Computer Science 2021-08-10 Lijie Hu , Shuo Ni , Hanshen Xiao , Di Wang

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

Optimization and Control · Mathematics 2021-02-25 Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

We consider the problem of minimizing a differentiable function with locally Lipschitz continuous gradient on a stratified set and present a first-order algorithm designed to find a stationary point of that problem. Our assumptions on the…

Optimization and Control · Mathematics 2023-03-29 Guillaume Olikier , Kyle A. Gallivan , P. -A. Absil

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

Privacy concerns with sensitive data are receiving increasing attention. In this paper, we study local differential privacy (LDP) in interactive decentralized optimization. By constructing random local aggregators, we propose a framework to…

Optimization and Control · Mathematics 2019-06-04 Hanshen Xiao , Yu Ye , Srinivas Devadas

We lower bound the complexity of finding $\epsilon$-stationary points (with gradient norm at most $\epsilon$) using stochastic first-order methods. In a well-studied model where algorithms access smooth, potentially non-convex functions…

Optimization and Control · Mathematics 2022-03-01 Yossi Arjevani , Yair Carmon , John C. Duchi , Dylan J. Foster , Nathan Srebro , Blake Woodworth

We introduce a new differential privacy (DP) accountant called the saddle-point accountant (SPA). SPA approximates privacy guarantees for the composition of DP mechanisms in an accurate and fast manner. Our approach is inspired by the…

Cryptography and Security · Computer Science 2022-08-23 Wael Alghamdi , Shahab Asoodeh , Flavio P. Calmon , Juan Felipe Gomez , Oliver Kosut , Lalitha Sankar , Fei Wei

Differential privacy (DP) offers a robust framework for safeguarding individual data privacy. To utilize DP in training modern machine learning models, differentially private optimizers have been widely used in recent years. A popular…

Machine Learning · Computer Science 2025-04-30 Xinwei Zhang , Zhiqi Bu , Borja Balle , Mingyi Hong , Meisam Razaviyayn , Vahab Mirrokni

Differentially private selection mechanisms offer strong privacy guarantees for queries aiming to identify the top-scoring element r from a finite set R, based on a dataset-dependent utility function. While selection queries are fundamental…

Machine Learning · Computer Science 2025-04-16 Iago Chaves , Victor Farias , Amanda Perez , Diego Mesquita , Javam Machado

In this paper, we study the problem of privacy-preserving data sharing, wherein only a subset of the records in a database are sensitive, possibly based on predefined privacy policies. Existing solutions, viz, differential privacy (DP), are…

Cryptography and Security · Computer Science 2017-12-19 Stelios Doudalis , Ios Kotsogiannis , Samuel Haney , Ashwin Machanavajjhala , Sharad Mehrotra

Local differential privacy (LDP) is increasingly employed in privacy-preserving machine learning to protect user data before sharing it with an untrusted aggregator. Most LDP methods assume that users possess only a single data record,…

Machine Learning · Computer Science 2025-05-05 Behnoosh Zamanlooy , Mario Diaz , Shahab Asoodeh

Differentially private stochastic gradient descent (DP-SGD) has been instrumental in privately training deep learning models by providing a framework to control and track the privacy loss incurred during training. At the core of this…

Machine Learning · Computer Science 2024-08-21 Jeremiah Birrell , Reza Ebrahimi , Rouzbeh Behnia , Jason Pacheco

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

We study differentially private (DP) machine learning algorithms as instances of noisy fixed-point iterations, in order to derive privacy and utility results from this well-studied framework. We show that this new perspective recovers…

Machine Learning · Computer Science 2023-07-13 Edwige Cyffers , Aurélien Bellet , Debabrota Basu

Nowadays, differential privacy (DP) has become a well-accepted standard for privacy protection, and deep neural networks (DNN) have been immensely successful in machine learning. The combination of these two techniques, i.e., deep learning…

Cryptography and Security · Computer Science 2024-08-02 Jianxin Wei , Ergute Bao , Xiaokui Xiao , Yin Yang

We study stochastic convex optimization (SCO) with heavy-tailed gradients under pure $\varepsilon$-differential privacy (DP). Instead of assuming a bound on the worst-case Lipschitz parameter of the loss, we assume only a bounded $k$-th…

Machine Learning · Computer Science 2026-05-06 Andrew Lowy