On the privacy of noisy stochastic gradient descent for convex optimization

DOI10.1137/23M1556538MaRDI QIDQ6583673FDOQ6583673

Authors: Jason M. Altschuler, Jinho Bok, Kunal Talwar 

Publication date: 6 August 2024

Published in: SIAM Journal on Computing (Search for Journal in Brave)

zbMATH Keywords

convex optimizationstochastic gradient Langevin dynamicsdifferential privacynoisy stochastic gradient descentprivacy amplification by iterationshifted divergences

Mathematics Subject Classification ID

Convex programming (90C25) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87) Privacy of data (68P27)

Cites Work

• Probability with Martingales
• Differentially private empirical risk minimization
• Theory of Cryptography
• Rényi Divergence and Kullback-Leibler Divergence
• Convex optimization: algorithms and complexity
• What can we learn privately?
• High-dimensional Bayesian inference via the unadjusted Langevin algorithm
• Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
• Sampling from a log-concave distribution with projected Langevin Monte Carlo
• Probability and computing. Randomization and probabilistic techniques in algorithms and data analysis
• Private stochastic convex optimization: optimal rates in linear time
• Private selection from private candidates

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