Efficient private SCO for heavy-tailed data via averaged clipping

Keyphrases

• Heavy-tailed Data 100%
• Differentially Private 50%
• Stochastic Convex Optimization 50%
• Numerical Experiments 25%
• Nonsmooth 25%
• Mean Estimation 25%
• Convergence Analysis 25%
• High Probability 25%
• Strongly Convex 25%
• Stochastic Gradient Descent 25%
• Convergence Results 25%
• Large-scale Problems 25%
• Convex Problem 25%
• Complexity Bounds 25%
• Gradient Descent 25%
• Multi-time 25%
• Continuous Gradient 25%
• Hölder Continuous 25%

Mathematics

• Stochastics 100%
• Numerical Experiment 33%
• Probability Theory 33%
• Means Estimation 33%
• Convergence Result 33%
• Scale Problem 33%
• Convex Problem 33%
• Convex Case 33%