A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Machine learning (ML) models trained by differentially private stochastic gradient descent (DP-SGD) have much lower utility than the non-private ones. To mitigate this degradation, we propose a DP Laplacian smoothing SGD (DP-LSSGD) to train ML models with differential privacy (DP) guarantees. At the core of DP-LSSGD is…
Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue,…
The paper introduces DP algorithms using random projections and sign random projections for improved privacy in machine learning.
problem Improving differential privacy in machine learning applications.
method Developed algorithms based on random projections and sign random projections, focusing on individual differential privacy (iDP) and standard differential privacy (DP).
result DP-SignOPORP and iDP-SignRP achieve superior performance in differential privacy, especially for small epsilon values.
In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not only achieves nearly optimal utility, but also significantly improves the running …
DP synthetic data may inflate statistical test results, caution advised.
problem Inflated Type I errors in statistical tests on DP-synthetic data.
method Evaluation of Mann-Whitney U test, t-test, chi-squared test, and median test on DP-synthetic data generated from real-world and simulated datasets using various DP-synthetic data generation methods.
result A large portion of evaluation results showed inflated Type I errors, especially at low privacy levels.
This is the next step of uncovering the relation between string theory and exotic smooth R^4. Exotic smoothness of R^4 is correlated with D6 brane charges in IIA string theory. We construct wild embeddings of spheres and relate them to a class of topological quantum Dp-branes as well to KK theory. These branes emerge w…
Large-batch stochastic gradient descent (SGD) is widely used for training in distributed deep learning because of its training-time efficiency, however, extremely large-batch SGD leads to poor generalization and easily converges to sharp minima, which prevents naive large-scale data-parallel SGD (DP-SGD) from convergin…
DIFF2 improves differential privacy in nonconvex optimization with better utility bounds.
problem Improving differential privacy in nonconvex optimization with better utility bounds.
method DIFF2 constructs a differential private global gradient estimator using gradient differences.
result DIFF2 achieves a utility of \(\widetilde O(d^{2/3}/(n\varepsilon_{\mathrm{DP}})^{4/3})\), significantly better than \(\widetilde O(\sqrt{d}/(n\varepsilon_{\mathrm{DP}}))\).
We consider a refinement of differential privacy --- per instance differential privacy (pDP), which captures the privacy of a specific individual with respect to a fixed data set. We show that this is a strict generalization of the standard DP and inherits all its desirable properties, e.g., composition, invariance to …
Researchers developed a differentially private method for computing Wasserstein distances.
problem Computing divergences between distributions while preserving privacy.
method They focused on the Sliced Wasserstein Distance and added Gaussian perturbations to make it differentially private.
result They introduced a new differentially private distance, the Smoothed Sliced Wasserstein Distance, which performs well in generative models and domain adaptation.
Improved privacy analysis for stochastic gradient descent.
problem Analyzing privacy leakage in noisy stochastic gradient descent.
method Modeling Rényi divergence dynamics with Langevin diffusions, proving exponential privacy loss convergence for smooth and strongly convex objectives.
result Privacy loss converges exponentially fast for smooth and strongly convex objectives under constant step size.