Private Convex Optimization via Exponential Mechanism

In this paper, we study private optimization problems for non-smooth convex functions $F(x)=\mathbb{E}_i f_i(x)$ on $\mathbb{R}^d$. We show that modifying the exponential mechanism by adding an $\ell_2^2$ regularizer to $F(x)$ and sampling from $\pi(x)\propto \exp(-k(F(x)+\mu\|x\|_2^2/2))$ recovers...

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Bibliographic Details
Main Authors: Sivakanth Gopi, Yin Tat Lee, Daogao Liu
Format: Article
Language:English
Published: Labor Dynamics Institute 2024-02-01
Series:The Journal of Privacy and Confidentiality
Subjects:
Online Access:https://journalprivacyconfidentiality.org/index.php/jpc/article/view/869