mlsanityData to 7 Oct 2026

The Power of Sampling: Dimension-free Risk Bounds in Private ERM

arXiv 2105.13637 ↗First posted 28 May 2021cs.LG cs.CR math.OCcited by 3

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Abstract (arXiv)

Differentially private empirical risk minimization (DP-ERM) is a fundamental problem in private optimization. While the theory of DP-ERM is well-studied, as large-scale models become prevalent, traditional DP-ERM methods face new challenges, including (1) the prohibitive dependence on the ambient dimension, (2) the highly non-smooth objective functions, (3) costly first-order gradient oracles. Such challenges demand rethinking existing DP-ERM methodologies. In this work, we show that the regularized exponential mechanism combined with existing samplers can address these challenges altogether: under the standard unconstrained domain and low-rank gradients assumptions, our algorithm can achieve rank-dependent risk bounds for non-smooth convex objectives using only zeroth order oracles, which was not accomplished by prior methods. This highlights the power of sampling in differential privacy. We further construct lower bounds, demonstrating that when gradients are full-rank, there is no separation between the constrained and unconstrained settings. Our lower bound is derived from a general black-box reduction from unconstrained to the constrained domain and an improved lower bound in the constrained setting, which might be of independent interest.

Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 13 of its 33 references that are in the map. First posted on arXiv 28 May 2021.

Builds on

13 of 33 references.

References · 13

  1. 2019Introduction to Online Convex Optimizationcited by 793
  2. 2019Private Stochastic Convex Optimization with Optimal Ratescited by 183
  3. 2020Stability of Stochastic Gradient Descent on Nonsmooth Convex Lossescited by 172
  4. 2020Private Stochastic Convex Optimization: Optimal Rates in Linear Timecited by 152
  5. 2018Differentially Private Empirical Risk Minimization Revisited: Faster and More Generalcited by 127
  6. 2020Bypassing the Ambient Dimension: Private SGD with Gradient Subspace Identificationcited by 88
  7. 2021Private Stochastic Convex Optimization: Optimal Rates in ℓ1 Geometrycited by 83
  8. 2013Fingerprinting Codes and the Price of Approximate Differential Privacycited by 81
  9. 2015Between Pure and Approximate Differential Privacycited by 55
  10. 2021Non-Euclidean Differentially Private Stochastic Convex Optimization: Optimal Rates in Linear Timecited by 51
  11. 2014Interactive Fingerprinting Codes and the Hardness of Preventing False Discoverycited by 35
  12. 2021Private Non-smooth Empirical Risk Minimization and Stochastic Convex Optimization in Subquadratic Stepscited by 21
1 more
  1. 2020Fast Dimension Independent Private AdaGrad on Publicly Estimated Subspacescited by 10

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Citing papers per year: 2022: 2; 2023: 0; 2024: 1.

3 papers.