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We study the differentially private Empirical Risk Minimization (ERM) and Stochastic Convex Optimization (SCO) problems for non-smooth convex functions. We get a (nearly) optimal bound on the excess empirical risk and excess population loss…

Machine Learning · Computer Science 2021-03-31 Janardhan Kulkarni , Yin Tat Lee , Daogao Liu

We study stochastic convex optimization with heavy-tailed data under the constraint of differential privacy (DP). Most prior work on this problem is restricted to the case where the loss function is Lipschitz. Instead, as introduced by…

Machine Learning · Computer Science 2022-11-02 Gautam Kamath , Xingtu Liu , Huanyu Zhang

Differentially private stochastic gradient descent (DP-SGD) has been widely adopted in deep learning to provide rigorously defined privacy, which requires gradient clipping to bound the maximum norm of individual gradients and additive…

Machine Learning · Computer Science 2023-06-29 Junyi Zhu , Matthew B. Blaschko

Differential privacy (DP) techniques can be applied to the federated learning model to protect data privacy against inference attacks to communication among the learning agents. The DP techniques, however, hinder achieving a greater…

Machine Learning · Computer Science 2021-10-08 Minseok Ryu , Kibaek Kim

We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…

Data Structures and Algorithms · Computer Science 2024-07-22 Sushant Agarwal , Gautam Kamath , Mahbod Majid , Argyris Mouzakis , Rose Silver , Jonathan Ullman

Convex optimization finds many real-life applications, where--optimized on real data--optimization results may expose private data attributes (e.g., individual health records, commercial information), thus leading to privacy breaches. To…

Optimization and Control · Mathematics 2024-06-25 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Pierre Pinson , Jalal Kazempour

In this work, we consider strongly convex strongly concave (SCSC) saddle point (SP) problems $\min_{x\in\mathbb{R}^{d_x}}\max_{y\in\mathbb{R}^{d_y}}f(x,y)$ where $f$ is $L$-smooth, $f(.,y)$ is $\mu$-strongly convex for every $y$, and…

Optimization and Control · Mathematics 2022-02-22 Bugra Can , Mert Gurbuzbalaban , Necdet Serhat Aybat

Privacy preservation in machine learning, particularly through Differentially Private Stochastic Gradient Descent (DP-SGD), is critical for sensitive data analysis. However, existing statistical inference methods for SGD predominantly focus…

Machine Learning · Statistics 2025-12-15 Xintao Xia , Linjun Zhang , Zhanrui Cai

Private machine learning involves addition of noise while training, resulting in lower accuracy. Intuitively, greater stability can imply greater privacy and improve this privacy-utility tradeoff. We study this role of stability in private…

Machine Learning · Computer Science 2020-06-26 Lauren Watson , Benedek Rozemberczki , Rik Sarkar

Given $n$ i.i.d. random matrices $A_i \in \mathbb{R}^{d \times d}$ that share a common expectation $\Sigma$, the objective of Differentially Private Stochastic PCA is to identify a subspace of dimension $k$ that captures the largest…

Machine Learning · Statistics 2025-08-15 Johanna Düngler , Amartya Sanyal

Differential privacy (DP) is a widely used notion for reasoning about privacy when publishing aggregate data. In this paper, we observe that certain DP mechanisms are amenable to a posteriori privacy analysis that exploits the fact that…

Cryptography and Security · Computer Science 2023-06-21 Valentin Hartmann , Vincent Bindschaedler , Alexander Bentkamp , Robert West

We consider stochastic convex optimization problems with affine constraints and develop several methods using either primal or dual approach to solve it. In the primal case, we use a special penalization technique to make the initial…

Optimization and Control · Mathematics 2020-11-13 Eduard Gorbunov , Darina Dvinskikh , Alexander Gasnikov

We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…

Optimization and Control · Mathematics 2020-08-24 Yoni Choukroun , Michael Zibulevsky , Pavel Kisilev

This paper introduces a novel Homogeneous Second-order Descent Ascent (HSDA) algorithm for nonconvex-strongly concave minimax optimization problems. At each iteration, HSDA uniquely computes a search direction by solving a homogenized…

Optimization and Control · Mathematics 2026-02-17 Jia-Hao Chen , Zi Xu , Hui-Ling Zhang

Differential privacy (DP) considers a scenario, where an adversary has almost complete information about the entries of a database This worst-case assumption is likely to overestimate the privacy thread for an individual in real life.…

Cryptography and Security · Computer Science 2025-04-16 Dennis Breutigam , Rüdiger Reischuk

We study the canonical statistical estimation problem of linear regression from $n$ i.i.d.~examples under $(\varepsilon,\delta)$-differential privacy when some response variables are adversarially corrupted. We propose a variant of the…

Machine Learning · Computer Science 2023-02-01 Xiyang Liu , Prateek Jain , Weihao Kong , Sewoong Oh , Arun Sai Suggala

This paper proposes a locally differentially private federated learning algorithm for strongly convex but possibly nonsmooth problems that protects the gradients of each worker against an honest but curious server. The proposed algorithm…

Machine Learning · Computer Science 2023-08-03 Jiaojiao Zhang , Dominik Fay , Mikael Johansson

The Differential Privacy (DP) literature often centers on meeting privacy constraints by introducing noise to the query, typically using a pre-specified parametric distribution model with one or two degrees of freedom. However, this…

Cryptography and Security · Computer Science 2024-09-30 Sachin Kadam , Anna Scaglione , Nikhil Ravi , Sean Peisert , Brent Lunghino , Aram Shumavon

Differentially Private Stochastic Gradient Descent (DP-SGD) is a standard method for enforcing privacy in deep learning, typically using the Gaussian mechanism to perturb gradient updates. However, conventional mechanisms such as Gaussian…

Cryptography and Security · Computer Science 2025-09-09 Qin Yang , Nicholas Stout , Meisam Mohammady , Han Wang , Ayesha Samreen , Christopher J Quinn , Yan Yan , Ashish Kundu , Yuan Hong

Conventional origin-destination (OD) matrices record the count of trips between pairs of start and end locations, and have been extensively used in transportation, traffic planning, etc. More recently, due to use case scenarios such as…

Databases · Computer Science 2022-02-28 Sina Shaham , Gabriel Ghinita , Cyrus Shahabi