Chapter 6 Private Optimization

By Abhradeep Thakurta, Google Deepmind

Downloaded: 0 times

Published: 23 Jul 2025

© 2025 Abhradeep Thakurta

Abstract

The chapter is organized as follows. We will first discuss DP-ERM algorithms that satisfy pure ε-differential privacy. The specific algorithms we will discuss are i) Exponential mechanism [MT07; BST14], and ii) Objective perturbation [CMS11; KST12]. Then, we will move on to discuss DP-ERM algorithms that satisfy (ε, δ)- differential privacy. There, we will focus our attention on a couple of algorithms, namely, differentially private (stochastic) gradient descent (DP-SGD) [BST14; Aba+16; TTZ14a] and differentially private follow the regularized leader (DPFTRL) [Kai+21b; ST13a; AS17]. We will then provide a (ε, δ)-differentially private algorithm for the high-dimensional setting where the dimensionality p ≫ n. This algorithm is called the private Frank-Wolfe [TTZ15]. Finally, we will demonstrate how (and when) these algorithms provide optimal privacy/utility trade-offs by visiting some of the lower bounding techniques in DP-ERM. Note: All the results in this section are in the add/remove model of differential privacy (see Section 1.4.1 of Chapter 1). They can be easily translated to the replacement model by paying a factor of two in the privacy parameters via standard methods [DR+14].