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Differentially Private Optimization for Smooth Nonconvex ERM. (arXiv:2302.04972v1 [cs.LG])
Feb. 13, 2023, 2:18 a.m. | Changyu Gao, Stephen J. Wright
cs.CR updates on arXiv.org arxiv.org
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.
algorithm algorithms find optimization order private search second-order simple solution speed strategy
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