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arXiv · 2304.11208

DP-Adam: Correcting DP Bias in Adam's Second Moment Estimation

Qiaoyue Tang·Mathias Lécuyer
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Abstract

We observe that the traditional use of DP with the Adam optimizer introduces a bias in the second moment estimation, due to the addition of independent noise in the gradient computation. This bias leads to a different scaling for low variance parameter updates, that is inconsistent with the behavior of non-private Adam, and Adam's sign descent interpretation. Empirically, correcting the bias introduced by DP noise significantly improves the optimization performance of DP-Adam.

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Qiaoyue Tang, Mathias Lécuyer. 2023-04-21. DP-Adam: Correcting DP Bias in Adam's Second Moment Estimation. https://arxiv.org/abs/2304.11208

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