Johanna Düngler

An Iterative Algorithm for Differentially Private $k$-PCA with Adaptive Noise

Given $n$ i.i.d.random matrices $A_i \in \mathbb{R}^{d \times d}$ that share common expectation $\Sigma$, the objective of Differentially Private Stochastic PCA is to identify a subspace of dimension $k$ that captures the largest variance directions of $\Sigma$, while preserving differential privacy…