# Differentially Private Stochastic Convex Optimization in (Non)-Euclidean Space Revisited

arXiv: https://arxiv.org/abs/2303.18047 · HTML: https://mlsanity.com/paper/2303.18047/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 22 of its 41 references that are in the map.
- First posted on arXiv 31 Mar 2023.

## Builds on (most cited first, 22 of 22)

- [Train faster, generalize better: Stability of stochastic gradient descent](https://mlsanity.com/paper/1509.01240/) (2015)
- [Private Stochastic Convex Optimization with Optimal Rates](https://mlsanity.com/paper/1908.09970/) (2019)
- [Private Stochastic Convex Optimization: Optimal Rates in Linear Time](https://mlsanity.com/paper/2005.04763/) (2020)
- [Differentially Private Empirical Risk Minimization Revisited: Faster and More General](https://mlsanity.com/paper/1802.05251/) (2018)
- [Relatively-Smooth Convex Optimization by First-Order Methods, and Applications](https://mlsanity.com/paper/1610.05708/) (2016)
- [Hiding Among the Clones: A Simple and Nearly Optimal Analysis of Privacy Amplification by Shuffling](https://mlsanity.com/paper/2012.12803/) (2020)
- [Private Stochastic Convex Optimization: Optimal Rates in ℓ1 Geometry](https://mlsanity.com/paper/2103.01516/) (2021)
- [A Proximal Stochastic Gradient Method with Progressive Variance Reduction](https://mlsanity.com/paper/1403.4699/) (2014)
- [On Differentially Private Stochastic Convex Optimization with Heavy-tailed Data](https://mlsanity.com/paper/2010.11082/) (2020)
- [Non-Euclidean Differentially Private Stochastic Convex Optimization: Optimal Rates in Linear Time](https://mlsanity.com/paper/2103.01278/) (2021)
- [Public Data-Assisted Mirror Descent for Private Model Training](https://mlsanity.com/paper/2112.00193/) (2021)
- [Improved Rates for Differentially Private Stochastic Convex Optimization with Heavy-Tailed Data](https://mlsanity.com/paper/2106.01336/) (2021)
- [High Dimensional Differentially Private Stochastic Optimization with Heavy-tailed Data](https://mlsanity.com/paper/2107.11136/) (2021)
- [Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method](https://mlsanity.com/paper/1907.02707/) (2019)
- [Private Empirical Risk Minimization Beyond the Worst Case: The Effect of the Constraint Set Geometry](https://mlsanity.com/paper/1411.5417/) (2014)
- [Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance](https://mlsanity.com/paper/2202.11632/) (2022)
- [Adapting to Function Difficulty and Growth Conditions in Private Optimization](https://mlsanity.com/paper/2108.02391/) (2021)
- [Faster Rates of Private Stochastic Convex Optimization](https://mlsanity.com/paper/2108.00331/) (2021)
- [Differentially Private ℓ1-norm Linear Regression with Heavy-tailed Data](https://mlsanity.com/paper/2201.03204/) (2022)
- [Uniform Stability for First-Order Empirical Risk Minimization](https://mlsanity.com/paper/2207.08257/) (2022)
- [Lower Bounds for Differential Privacy from Gaussian Width](https://mlsanity.com/paper/1612.02914/) (2016)
- [On Private Online Convex Optimization: Optimal Algorithms in ℓp-Geometry and High Dimensional Contextual Bandits](https://mlsanity.com/paper/2206.08111/) (2022)

## Built on by (most cited first, 8 of 8)

- [Improved Rates of Differentially Private Nonconvex-Strongly-Concave Minimax Optimization](https://mlsanity.com/paper/2503.18317/) (2025)
- [Nearly Optimal Differentially Private ReLU Regression](https://mlsanity.com/paper/2503.06009/) (2025)
- [Second-Order Convergence in Private Stochastic Non-Convex Optimization](https://mlsanity.com/paper/2505.15647/) (2025)
- [Understanding Private Learning From Feature Perspective](https://mlsanity.com/paper/2511.18006/) (2025)
- [Beyond Ordinary Lipschitz Constraints: Differentially Private Stochastic Optimization with Tsybakov Noise Condition](https://mlsanity.com/paper/2509.04668/) (2025)
- [Understanding the Impact of Differentially Private Training on Memorization of Long-Tailed Data](https://mlsanity.com/paper/2602.03872/) (2026)
- [Differentially Private Non-convex Distributionally Robust Optimization](https://mlsanity.com/paper/2602.16155/) (2026)
- [Privacy-Preserving Dynamic Assortment Selection](https://mlsanity.com/paper/2410.22488/) (2024)

## Abstract (arXiv)

In this paper, we revisit the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) in Euclidean and general ℓpd spaces. Specifically, we focus on three settings that are still far from well understood: (1) DP-SCO over a constrained and bounded (convex) set in Euclidean space; (2) unconstrained DP-SCO in ℓpd space; (3) DP-SCO with heavy-tailed data over a constrained and bounded set in ℓpd space. For problem (1), for both convex and strongly convex loss functions, we propose methods whose outputs could achieve (expected) excess population risks that are only dependent on the Gaussian width of the constraint set rather than the dimension of the space. Moreover, we also show the bound for strongly convex functions is optimal up to a logarithmic factor. For problems (2) and (3), we propose several novel algorithms and provide the first theoretical results for both cases when 1<p<2 and 2≤ p≤ ∞.
