相关论文: Stochastic Adaptive Line Search for Differentially…

What is the information leakage of an iterative randomized learning algorithm about its training data, when the internal state of the algorithm is \emph{private}? How much is the contribution of each specific training epoch to the…

We propose adaptive, line search-free second-order methods with optimal rate of convergence for solving convex-concave min-max problems. By means of an adaptive step size, our algorithms feature a simple update rule that requires solving…

We propose, implement, and evaluate a new algorithm for releasing answers to very large numbers of statistical queries like $k$-way marginals, subject to differential privacy. Our algorithm makes adaptive use of a continuous relaxation of…

Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…

Recent works have shown that stochastic gradient descent (SGD) achieves the fast convergence rates of full-batch gradient descent for over-parameterized models satisfying certain interpolation conditions. However, the step-size used in…

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…

We consider the Quantum Natural Gradient Descent (QNGD) scheme which was recently proposed to train variational quantum algorithms. QNGD is Steepest Gradient Descent (SGD) operating on the complex projective space equipped with the…

We study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings:…

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…

While stochastic gradient descent (SGD) can use various learning rates, such as constant or diminishing rates, the previous numerical results showed that SGD performs better than other deep learning optimizers using when it uses learning…

Recent work on Renyi Differential Privacy has shown the feasibility of applying differential privacy to deep learning tasks. Despite their promise, however, differentially private deep networks often lag far behind their non-private…

We develop and analyze stochastic variants of ISTA and a full backtracking FISTA algorithms [Beck and Teboulle, 2009, Scheinberg et al., 2014] for composite optimization without the assumption that stochastic gradient is an unbiased…

We consider a step search method for continuous optimization under a stochastic setting where the function values and gradients are available only through inexact probabilistic zeroth- and first-order oracles. Unlike the stochastic gradient…

While significant progress has been made separately on analytics systems for scalable stochastic gradient descent (SGD) and private SGD, none of the major scalable analytics frameworks have incorporated differentially private SGD. There are…

Differential Privacy (DP) is the leading approach to privacy preserving deep learning. As such, there are multiple efforts to provide drop-in integration of DP into popular frameworks. These efforts, which add noise to each gradient…

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…

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…

We present backpropagation clipping, a novel variant of differentially private stochastic gradient descent (DP-SGD) for privacy-preserving deep learning. Our approach clips each trainable layer's inputs (during the forward pass) and its…

We show that convex-concave Lipschitz stochastic saddle point problems (also known as stochastic minimax optimization) can be solved under the constraint of $(\epsilon,\delta)$-differential privacy with \emph{strong (primal-dual) gap} rate…

The choice of the stepsize in first-order convex optimization is typically based on the smoothness constant and plays a crucial role in the performance of algorithms. Recently, there has been a resurgent interest in introducing adaptive…