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How to Make the Gradients Small Privately: Improved Rates for Differentially Private Non-Convex Optimization
Feb. 20, 2024, 5:41 a.m. | Andrew Lowy, Jonathan Ullman, Stephen J. Wright
cs.LG updates on arXiv.org arxiv.org
Abstract: We provide a simple and flexible framework for designing differentially private algorithms to find approximate stationary points of non-convex loss functions. Our framework is based on using a private approximate risk minimizer to "warm start" another private algorithm for finding stationary points. We use this framework to obtain improved, and sometimes optimal, rates for several classes of non-convex loss functions. First, we obtain improved rates for finding stationary points of smooth non-convex empirical loss functions. …
abstract algorithm algorithms arxiv cs.cr cs.lg designing framework functions loss math.oc optimization risk simple small type warm
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