Differentially Private Optimization for Smooth Nonconvex ERM

Changyu Gao; Stephen J. Wright

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arXiv · 2302.04972

Differentially Private Optimization for Smooth Nonconvex ERM

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.

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cs.LG cs.CR math.OC stat.ML

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Changyu Gao, Stephen J. Wright. 2023-02-09. Differentially Private Optimization for Smooth Nonconvex ERM. https://arxiv.org/abs/2302.04972

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