Summary of Differential Private Stochastic Optimization with Heavy-tailed Data: Towards Optimal Rates, by Puning Zhao et al.
Differential Private Stochastic Optimization with Heavy-tailed Data: Towards Optimal Rates
by Puning Zhao, Jiafei Wu, Zhe Liu, Chong Wang, Rongfei Fan, Qingming Li
First submitted to arxiv on: 19 Aug 2024
Categories
- Main: Machine Learning (cs.LG)
- Secondary: Cryptography and Security (cs.CR); Data Structures and Algorithms (cs.DS)
GrooveSquid.com Paper Summaries
GrooveSquid.com’s goal is to make artificial intelligence research accessible by summarizing AI papers in simpler terms. Each summary below covers the same AI paper, written at different levels of difficulty. The medium difficulty and low difficulty versions are original summaries written by GrooveSquid.com, while the high difficulty version is the paper’s original abstract. Feel free to learn from the version that suits you best!
Summary difficulty | Written by | Summary |
---|---|---|
High | Paper authors | High Difficulty Summary Read the original abstract here |
Medium | GrooveSquid.com (original content) | Medium Difficulty Summary A machine learning educator writing for a technical audience can generate a medium-difficulty summary as follows: This paper explores convex optimization problems under differential privacy (DP) with heavy-tailed gradients, addressing the existing works’ suboptimal rates. The main obstacle is that existing gradient estimators have suboptimal tail properties, resulting in a superfluous factor of d in the union bound. To achieve optimal rates of DP optimization with heavy-tailed gradients, this paper proposes two algorithms: a simple clipping approach and an iterative updating method. The clipping approach achieves a population risk of (+(/n)^{1-1/p}) under bounded p-th order moments of gradients, while the iterative updating method achieves this rate for all ε ≤ 1. The results significantly improve over existing methods and match the minimax lower bound in [Kamath et al., 2022], indicating that the theoretical limit of stochastic convex optimization under DP is achievable. |
Low | GrooveSquid.com (original content) | Low Difficulty Summary This paper studies how to solve a type of math problem (convex optimization) while keeping the solution private. The big challenge is that when the math problems have “heavy-tailed” gradients, previous methods don’t work well. To fix this, the authors propose two new ways to solve these problems: one simple and one more complex. These new methods are better than what came before and even match a theoretical limit for solving these kinds of problems. |
Keywords
» Artificial intelligence » Machine learning » Optimization