Differentially Private Accelerated Optimization Algorithms
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Publication:5080503
DOI10.1137/20M1355847MaRDI QIDQ5080503FDOQ5080503
Authors: Nurdan Kuru, Ş. İlker Birbil, Mert Gürbüzbalaban, Sinan Yıldırım 
Publication date: 31 May 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.01989
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Cites Work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Differential Privacy
- Title not available (Why is that?)
- Title not available (Why is that?)
- Analysis and design of optimization algorithms via integral quadratic constraints
- Title not available (Why is that?)
- Differential Privacy: A Survey of Results
- Differentially private empirical risk minimization
- Some methods of speeding up the convergence of iteration methods
- The algorithmic foundations of differential privacy
- Variational Bayes in private settings (VIPS)
- Stochastic heavy ball
- Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
- Adaptive restart of accelerated gradient methods under local quadratic growth condition
- Robust accelerated gradient methods for smooth strongly convex functions
- Analysis of optimization algorithms via integral quadratic constraints: nonstrongly convex problems
- Concentrated differential privacy: simplifications, extensions, and lower bounds
- First-order and stochastic optimization methods for machine learning
- Robustness of Accelerated First-Order Algorithms for Strongly Convex Optimization Problems
Cited In (5)
- Heavy-ball-based optimal thresholding algorithms for sparse linear inverse problems
- Distributed Empirical Risk Minimization With Differential Privacy
- Privacy-preserving Frank-Wolfe on shuffle model
- Optimal algorithms for differentially private stochastic monotone variational inequalities and saddle-point problems
- Robust Accelerated Primal-Dual Methods for Computing Saddle Points
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