A linear-time algorithm using robust statistics achieves near-optimal excess risk for user-level private convex optimization under ℓ1/ℓ∞ geometry, up to an extra factor of ε.
Private stochastic convex optimization with optimal rates
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Linear-Time User-Level DP-SCO via Robust Statistics
A linear-time algorithm using robust statistics achieves near-optimal excess risk for user-level private convex optimization under ℓ1/ℓ∞ geometry, up to an extra factor of ε.