Differentially Private Sampling from Rashomon Sets, and the Universality of Langevin Diffusion for Convex Optimization

Arun Ganesh, Abhradeep Thakurta, Jalaj Upadhyay

In this paper we provide an algorithmic framework based on Langevin diffusion (LD) and its corresponding discretizations that allow us to simultaneously obtain: i) An algorithm for…