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cs.LG2023
Differentially Private Non-Convex Optimization under the KL Condition with Optimal Rates
Michael Menart, Enayat Ullah, Raman Arora +2
We study private empirical risk minimization (ERM) problem for losses satisfying the -Kurdyka-Łojasiewicz (KL) condition. The Polyak-Łojasiewicz (PL) condition is a special…
cs.LG2023
Differentially Private Algorithms for the Stochastic Saddle Point Problem with Optimal Rates for the Strong Gap
Raef Bassily, Cristóbal Guzmán, Michael Menart
We show that convex-concave Lipschitz stochastic saddle point problems (also known as stochastic minimax optimization) can be solved under the constraint of -differential pr…