Differentially Private Optimization for Smooth Nonconvex ERM

9 Feb 2023  ·  Changyu Gao, Stephen J. Wright ·

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.

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