2022
Improved Rates for Differentially Private Stochastic Convex Optimization with Heavy-Tailed Data
ICML 2022oral
We study stochastic convex optimization with heavy-tailed data under the constraint of differential privacy (DP). Most prior work on this problem is restricted to the case where the loss function is Lipschitz. Instead, as introduced by Wang, Xiao, Devadas, and Xu \cite{WangXDX20}, we study general c…