Exploiting Hidden Symmetry to Improve Objective Perturbation for DP linear learners with a nonsmooth $\ell_1$-norm

ICLR 2025 Conference Submission2949 Authors

Keywords: Objective Perturbation, Convolution, Nonsmooth, DP-SCO

TL;DR: apply convolution to l1-norm to improve OP

Abstract: Objective Perturbation (OP) is a classic approach to differentially private (DP) convex optimization with smooth loss functions but is less understood for nonsmooth cases. In this work, we study how to apply OP to DP linear learners under loss functions with an implicit $\ell_1$-norm structure, such as $\max(0,x)$ as a motivating example. We propose to first smooth out the implicit $\ell_1$-norm by convolution, and then invoke standard OP. Convolution has many advantages that distinguish itself from Moreau Envelope, such as approximating from above and a higher degree of hyperparameters. These advantages, in conjunction with the symmetry of $\ell_1$-norm, result in tighter pointwise approximation, which further facilitates tighter analysis of generalization risks by using pointwise bounds. Under mild assumptions on groundtruth distributions, the proposed OP-based algorithm is found to be rate-optimal, and can achieve the excess generalization risk $\mathcal{O}(\frac{1}{\sqrt{n}}+\frac{\sqrt{d\ln(1/\delta)}}{n\varepsilon})$. Experiments demonstrate the competitive performance of the proposed method to Noisy-SGD.

Primary Area: alignment, fairness, safety, privacy, and societal considerations

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Submission Number: 2949