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Computer Science > Machine Learning

arXiv:2302.04972 (cs)
[Submitted on 9 Feb 2023 (v1), last revised 9 Jun 2023 (this version, v2)]

Title:Differentially Private Optimization for Smooth Nonconvex ERM

Authors:Changyu Gao, Stephen J. Wright
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Abstract:We develop simple differentially private optimization algorithms that move along directions of (expected) descent to find an approximate second-order solution for nonconvex ERM. We use line search, mini-batching, and a two-phase strategy to improve the speed and practicality of the algorithm. Numerical experiments demonstrate the effectiveness of these approaches.
Subjects: Machine Learning (cs.LG); Cryptography and Security (cs.CR); Optimization and Control (math.OC); Machine Learning (stat.ML)
Cite as: arXiv:2302.04972 [cs.LG]
  (or arXiv:2302.04972v2 [cs.LG] for this version)
  https://doi.org/10.48550/arXiv.2302.04972

Submission history

From: Changyu Gao [view email]
[v1] Thu, 9 Feb 2023 23:22:48 UTC (34 KB)
[v2] Fri, 9 Jun 2023 04:49:55 UTC (35 KB)
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