On the Inherent Privacy of Zeroth Order Projected Gradient Descent
- URL: http://arxiv.org/abs/2507.05610v2
- Date: Wed, 09 Jul 2025 02:44:06 GMT
- Title: On the Inherent Privacy of Zeroth Order Projected Gradient Descent
- Authors: Devansh Gupta, Meisam Razaviyayn, Vatsal Sharan,
- Abstract summary: We show that there exist strongly convex objective functions such that running (Projected) Zeroth-Order Gradient Descent (ZO-GD) is not differentially private.<n>We also show that even with random iterations, the privacy loss in ZO-GD can grow superlinearly with the number of iterations.
- Score: 16.381524087701
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Differentially private zeroth-order optimization methods have recently gained popularity in private fine tuning of machine learning models due to their reduced memory requirements. Current approaches for privatizing zeroth-order methods rely on adding Gaussian noise to the estimated zeroth-order gradients. However, since the search direction in the zeroth-order methods is inherently random, researchers including Tang et al. (2024) and Zhang et al. (2024a) have raised an important question: is the inherent noise in zeroth-order estimators sufficient to ensure the overall differential privacy of the algorithm? This work settles this question for a class of oracle-based optimization algorithms where the oracle returns zeroth-order gradient estimates. In particular, we show that for a fixed initialization, there exist strongly convex objective functions such that running (Projected) Zeroth-Order Gradient Descent (ZO-GD) is not differentially private. Furthermore, we show that even with random initialization and without revealing (initial and) intermediate iterates, the privacy loss in ZO-GD can grow superlinearly with the number of iterations when minimizing convex objective functions.
Related papers
- Privacy Amplification in Differentially Private Zeroth-Order Optimization with Hidden States [23.033229440303355]
We show that convergent privacy bounds can be established for zeroth-order optimization.<n>Our analysis generalizes the celebrated privacy amplification-by-iteration framework to the setting of smooth loss functions.<n>It induces better DP zeroth-order algorithmic designs previously unknown to the literature.
arXiv Detail & Related papers (2025-05-30T18:55:32Z) - Stochastic Zeroth-Order Optimization under Strongly Convexity and Lipschitz Hessian: Minimax Sample Complexity [59.75300530380427]
We consider the problem of optimizing second-order smooth and strongly convex functions where the algorithm is only accessible to noisy evaluations of the objective function it queries.
We provide the first tight characterization for the rate of the minimax simple regret by developing matching upper and lower bounds.
arXiv Detail & Related papers (2024-06-28T02:56:22Z) - Dynamic Privacy Allocation for Locally Differentially Private Federated
Learning with Composite Objectives [10.528569272279999]
This paper proposes a differentially private federated learning algorithm for strongly convex but possibly nonsmooth problems.
The proposed algorithm adds artificial noise to the shared information to ensure privacy and dynamically allocates the time-varying noise variance to minimize an upper bound of the optimization error.
Numerical results show the superiority of the proposed algorithm over state-of-the-art methods.
arXiv Detail & Related papers (2023-08-02T13:30:33Z) - A gradient estimator via L1-randomization for online zero-order
optimization with two point feedback [93.57603470949266]
We present a novel gradient estimator based on two function evaluation and randomization.
We consider two types of assumptions on the noise of the zero-order oracle: canceling noise and adversarial noise.
We provide an anytime and completely data-driven algorithm, which is adaptive to all parameters of the problem.
arXiv Detail & Related papers (2022-05-27T11:23:57Z) - An Accelerated Variance-Reduced Conditional Gradient Sliding Algorithm
for First-order and Zeroth-order Optimization [111.24899593052851]
Conditional gradient algorithm (also known as the Frank-Wolfe algorithm) has recently regained popularity in the machine learning community.
ARCS is the first zeroth-order conditional gradient sliding type algorithms solving convex problems in zeroth-order optimization.
In first-order optimization, the convergence results of ARCS substantially outperform previous algorithms in terms of the number of gradient query oracle.
arXiv Detail & Related papers (2021-09-18T07:08:11Z) - No-Regret Algorithms for Private Gaussian Process Bandit Optimization [13.660643701487002]
We consider the ubiquitous problem of gaussian process (GP) bandit optimization from the lens of privacy-preserving statistics.
We propose a solution for differentially private GP bandit optimization that combines a uniform kernel approximator with random perturbations.
Our algorithms maintain differential privacy throughout the optimization procedure and critically do not rely explicitly on the sample path for prediction.
arXiv Detail & Related papers (2021-02-24T18:52:24Z) - Zeroth-Order Algorithms for Smooth Saddle-Point Problems [117.44028458220427]
We propose several algorithms to solve saddle-point problems using zeroth-order oracles.
Our analysis shows that our convergence rate for the term is only by a $log n$ factor worse than for the first-order methods.
We also consider a mixed setup and develop 1/2th-order methods that use zeroth-order oracle for the part.
arXiv Detail & Related papers (2020-09-21T14:26:48Z) - Exploiting Higher Order Smoothness in Derivative-free Optimization and
Continuous Bandits [99.70167985955352]
We study the problem of zero-order optimization of a strongly convex function.
We consider a randomized approximation of the projected gradient descent algorithm.
Our results imply that the zero-order algorithm is nearly optimal in terms of sample complexity and the problem parameters.
arXiv Detail & Related papers (2020-06-14T10:42:23Z) - Private Stochastic Convex Optimization: Optimal Rates in Linear Time [74.47681868973598]
We study the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions.
A recent work of Bassily et al. has established the optimal bound on the excess population loss achievable given $n$ samples.
We describe two new techniques for deriving convex optimization algorithms both achieving the optimal bound on excess loss and using $O(minn, n2/d)$ gradient computations.
arXiv Detail & Related papers (2020-05-10T19:52:03Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.