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Private Zeroth-Order Nonsmooth Nonconvex Optimization

ICLR 2024 · Optimization › Nonconvex and smooth optimization · approach: Nonconvex minimax and constrained methods · 0 citations (OpenAlex)

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Proposes a zeroth-order, differentially private algorithm for nonsmooth nonconvex stochastic optimization that combines online-to-nonconvex conversion with variance-reduced zeroth-order gradient oracles and the tree mechanism.

Problem

Private stochastic optimization of nonconvex, nonsmooth objectives using only function-value (zeroth-order) access, targeting Goldstein (delta,epsilon)-stationary points under Renyi differential privacy.

Approach

Applies O2NC to the uniform smoothing of the objective, builds a variance-reduced zeroth-order gradient oracle (gradient plus gradient-difference estimators, each averaging d i.i.d. random directions per data point), and privatizes the running sums with the tree mechanism, so noise is reduced by a factor of T^2 versus naive Gaussian noise.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed private variance-reduced zeroth-order oracle with the tree mechanism instead of directly privatizing classical zeroth-order gradient estimatorsO2NC for nonsmooth nonconvex optimization · Nonsmooth nonconvex stochastic optimizationdata complexity: O(d^{3/2}\rho^{-1}\delta^{-1}\epsilon^{-3}) -> \tilde O\left( d\left(\frac{F^*L^2}{\delta\epsilon^3} + \frac{L^3}{\epsilHelped
Use O2NC rather than a smooth optimization algorithm to optimize the smoothed objectivePrivate zeroth-order algorithm · Nonsmooth nonconvex stochastic optimizationdimension dependence: O(d^{3/2}\delta^{-1}\epsilon^{-3}) -> O(d\delta^{-1}\epsilon^{-3})Helped
Remove O2NC (ablation)Private zeroth-order algorithm · Nonsmooth nonconvex stochastic optimizationdimension dependence: +\sqrt{d}Hurt
Sample d i.i.d. uniform vectors per data point rather than using a single estimatorPrivate zeroth-order gradient and gradient-difference estimators · Nonsmooth nonconvex stochastic optimizationdimension dependence of variance: by a factor of dHelped
Use a single uniform vector per data point instead of sampling d i.i.d. vectors (ablation)Private zeroth-order gradient estimator · Nonsmooth nonconvex stochastic optimizationdimension dependence: +\sqrt{d}Hurt
Replace the variance-reduced oracle and tree mechanism with direct Gaussian noise on classical zeroth-order gradient estimates (ablation)O2NC for nonsmooth nonconvex optimization · Nonsmooth nonconvex stochastic optimizationdata complexity: O(d^{3/2}\rho^{-1}\delta^{-1}\epsilon^{-3})Hurt

Surprising findings

Limitations

Experimental setup

Metrics: data complexity M for (delta,epsilon)-stationarity under (al

Baselines: naive private zeroth-order O2NC with Gaussian noise private smooth nonconvex optimization (Wang et al. style rate) non-private zeroth-order O2NC

Builds on: Online-to-Nonconvex Conversion tree mechanism uniform smoothing Goldstein stationarity

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