Title
Efficient Private ERM for Smooth Objectives.
Abstract
In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not only achieves nearly optimal utility, but also significantly improves the running time of previous state-of-the-art private optimization algorithms, for both $epsilon$-DP and $(epsilon, delta)$-DP. For non-convex but smooth objectives, we propose an RRPSGD (Random Round Private Stochastic Gradient Descent) algorithm, which provably converges to a stationary point with privacy guarantee. Besides the expected utility bounds, we also provide guarantees in high probability form. Experiments demonstrate that our algorithm consistently outperforms existing method in both utility and running time.
Year
Venue
DocType
2017
IJCAI
Conference
Volume
Citations 
PageRank 
abs/1703.09947
6
0.45
References 
Authors
4
4
Name
Order
Citations
PageRank
Zhang, Jiaqi17311.73
Kai Zheng2125.32
Wenlong Mou3123.97
Liwei Wang4127288.14