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We study the task of $(\epsilon, \delta)$-differentially private online convex optimization (OCO).
Asymptotic evaluation of certain markov process expectations for large time, i
M. D. Donsker and S. S. Varadhan · 1975
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Concentration of measure and logarithmic sobolev inequalities
M. Ledoux · 1999
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On sequential strategies for loss functions with memory
N. Merhav, E. Ordentlich, G. Seroussi, and M. J. Weinberger · 2002
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Efficient algorithms for online decision problems
A. Kalai and S. Vempala · 2005
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Diffusions hypercontractives
D. Bakry and M. Émery · 2006
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Regret minimization for online buffering problems using the weighted majority algorithm
S. Geulen, B. Vöcking, and M. Winkler · 2010
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Differentially private online learning
P. Jain, P. Kothari, and A. Thakurta · 2012
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(nearly) optimal algorithms for private online learning in full-information and bandit settings
A. Smith and A. Thakurta · 2013
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The algorithmic foundations of differential privacy
C. Dwork and A. Roth · 2014
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Online learning for adversaries with memory: price of past mistakes
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Introduction to online convex optimization
E. Hazan · 2016
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The price of differential privacy for online learning
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Markov chains and mixing times , volume 107
D. A. Levin and Y. Peres · 2017
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Online learning over a finite action set with limited switching
J. M. Altschuler and K. Talwar · 2020
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Lazy oco: Online convex optimization on a switching budget
U. Sherman and T. Koren · 2021
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Private convex optimization via exponential mechanism
S. Gopi, Y. T. Lee, and D. Liu · 2022
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Fully adaptive composition in differential privacy
J. Whitehouse, A. Ramdas, R. Rogers, and Z. S. Wu · 2022
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Differentially private and lazy online convex optimization
N. Agarwal, S. Kale, K. Singh, and A. Thakurta · 2023
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Private online prediction from experts: Separations and faster rates
H. Asi, V. Feldman, T. Koren, and K. Talwar · 2023
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Universality of langevin diffusion for private optimization, with applications to sampling from rashomon sets
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P. Kairouz, B. McMahan, S. Song, O. Thakkar, A. Thakurta, and Z. Xu · 2021
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A. Ganesh, A. Thakurta, and J. Upadhyay · 2023
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Lazy oco: Online convex optimization on a switching budget
U. Sherman and T. Koren · 2023
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