Differentially Private Accelerated Optimization Algorithms
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Publication:5080503
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Cites work
- scientific article; zbMATH DE number 3850830 (Why is no real title available?)
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- scientific article; zbMATH DE number 823069 (Why is no real title available?)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Adaptive restart of accelerated gradient methods under local quadratic growth condition
- Analysis and design of optimization algorithms via integral quadratic constraints
- Analysis of optimization algorithms via integral quadratic constraints: nonstrongly convex problems
- Concentrated differential privacy: simplifications, extensions, and lower bounds
- Differential Privacy
- Differential Privacy: A Survey of Results
- Differentially private empirical risk minimization
- First-order and stochastic optimization methods for machine learning
- Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
- Robust accelerated gradient methods for smooth strongly convex functions
- Robustness of Accelerated First-Order Algorithms for Strongly Convex Optimization Problems
- Some methods of speeding up the convergence of iteration methods
- Stochastic heavy ball
- The algorithmic foundations of differential privacy
- Variational Bayes in private settings (VIPS)
Cited in
(5)- Robust Accelerated Primal-Dual Methods for Computing Saddle Points
- 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
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