Cristóbal Guzmán

Non-Euclidean Differentially Private Stochastic Convex Optimization: Optimal Rates in Linear Time

2021 · arXiv (Cornell University)

Differentially private (DP) stochastic convex optimization (SCO) is a fundamental problem, where the goal is to approximately minimize the population risk with respect to a convex loss function, given a dataset of $n$ i.i.d. samples …