We develop simple differentially private optimization algorithms that move along directions of (expected) descent to find an approximate second-order solution for nonconvex ERM. We use line search, mini-batching, and a two-phase strategy to improve the speed and practicality of the algorithm. Numerical experiments demonstrate the effectiveness of these approaches.
翻译:我们提出了简单的差分隐私优化算法,该算法沿(期望)下降方向移动,以寻找非凸ERM的近似二阶解。我们采用线搜索、小批量处理及两阶段策略来提升算法的速度与实用性。数值实验证明了这些方法的有效性。