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Marten van Dijk

5 accepted papers

2024

Proactive DP: A Multiple Target Optimization Framework for DP-SGD

ICML 2024poster

We introduce a multiple target optimization framework for DP-SGD referred to as pro-active DP. In contrast to traditional DP accountants, which are used to track the expenditure of privacy budgets, the pro-active DP scheme allows one to *a-priori* select parameters of DP-SGD based on a fixed privacy…

Cited by 0SourcePDFScholar
2021

Hogwild! over Distributed Local Data Sets with Linearly Increasing Mini-Batch Sizes

AISTATS 2021poster

Hogwild! implements asynchronous Stochastic Gradient Descent (SGD) where multiple threads in parallel access a common repository containing training data, perform SGD iterations and update shared state that represents a jointly learned (global) model. We consider big data analysis where training dat…

Cited by 6SourcePDFScholar
2019

Characterization of Convex Objective Functions and Optimal Expected Convergence Rates for SGD

ICML 2019oral

We study Stochastic Gradient Descent (SGD) with diminishing step sizes for convex objective functions. We introduce a definitional framework and theory that defines and characterizes a core property, called curvature, of convex objective functions. In terms of curvature we can derive a new inequalit…

Cited by 7SourcePDFScholar
2019

Tight Dimension Independent Lower Bound on the Expected Convergence Rate for Diminishing Step Sizes in SGD

NeurIPS 2019poster

We study the convergence of Stochastic Gradient Descent (SGD) for strongly convex objective functions. We prove for all $t$ a lower bound on the expected convergence rate after the $t$-th SGD iteration; the lower bound is over all possible sequences of diminishing step sizes. It implies that recent…

Cited by 34SourcePDFScholar