Perturbation of convex risk minimization and its application in differential private learning algorithms

Abstract Convex risk minimization is a commonly used setting in learning theory. In this paper, we firstly give a perturbation analysis for such algorithms, and then we apply this result to differential private learning algorithms. Our analysis needs the objective functions to be strongly convex. Th...

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Bibliographic Details
Main Authors: Weilin Nie, Cheng Wang
Format: Article
Language:English
Published: SpringerOpen 2017-01-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-016-1280-0
Description
Summary:Abstract Convex risk minimization is a commonly used setting in learning theory. In this paper, we firstly give a perturbation analysis for such algorithms, and then we apply this result to differential private learning algorithms. Our analysis needs the objective functions to be strongly convex. This leads to an extension of our previous analysis to the non-differentiable loss functions, when constructing differential private algorithms. Finally, an error analysis is then provided to show the selection for the parameters.
ISSN:1029-242X