arXiv Machine Learning

Statistical and Privacy Guarantees for Deep M-Regression via Stochastic Gradient Langevin Dynamics

The paper analyzes deep nonparametric regression trained with stochastic gradient Langevin dynamics (SGLD), a stochastic gradient method that adds Gaussian noise. Using a PAC‑Bayesian framework for deep ReLU networks, it derives an excess‑risk bound that incorporates network approximation error, statistical complexity, and the cumulative effect of the SGLD trajectory. The study also provides differential privacy guarantees for per‑sample clipped SGLD and demonstrates the method’s predictive performance and privacy‑utility trade‑offs through simulations and real data experiments.

arXiv Machine Learning
Jul 30

Minimax-Optimal Generalization Bounds for Smooth Deep Neural Networks Trained by (Stochastic) Gradient Descent

arXiv:2606. 06772v2 Announce Type: replace-cross Abstract: Characterizing the optimization dynamics and statistical performance of over-parameterized deep neural networks (DNNs) remains a central challenge in understanding the remarkable success of deep learning.

By Junyu Zhou, Puyu Wang, Dennis Wagner, Yunwen Lei, Marius Kloft, Yiming Ying
arXiv Machine Learning
Oct 5

Trade-off Functions for DP-SGD with Subsampling based on Random Allocation: Tight Upper and Lower Bounds

arXiv:2605. 06259v3 Announce Type: replace Abstract: Within the $f$-DP framework, we derive a tight analysis of the trade-off function for Differentially Private Stochastic Gradient Descent (DP-SGD) with subsampling based on random allocation in which each sample is independently assigned to exactly one of $M$ minibatches per epoch, each minibatch corresponding to one of the $M$ SGD rounds within a single epoch.

By Marten van Dijk, Murat Bilgehan Ertan
arXiv Machine Learning
Sep 30

Optimization Risk Bounds for Kolmogorov-Arnold Networks Trained by DP-SGD with Correlated Noise

The paper provides the first optimization risk bounds for two‑layer Kolmogorov‑Arnold Networks (KANs) trained with clipped mini‑batch differentially private stochastic gradient descent (DP‑SGD) that uses temporally correlated noise. The bounds explicitly capture the effects of temporal correlation, clipping, mini‑batch sampling, and network width, and show that correlation can reduce leading noise terms while the clipping threshold influences an effective step size. Experiments on synthetic data and MNIST confirm the theoretical predictions, and the authors extend the results to population risk guarantees via algorithmic stability, recovering several known special cases.

By Puyu Wang, Jan Schuchardt, Nikita Kalinin, Marcio Monteiro, Junyu Zhou, Sophie Fellenz, Christoph Lampert, Marius Kloft
arXiv Machine Learning
Oct 12

Robust Langevin Sampling under State-Dependent Heavy-Tailed Noise with Applications to LLM Fine-Tuning

arXiv:2610. 12865v1 Announce Type: new Abstract: Existing convergence guarantees for non-log-concave sampling with stochastic gradient Langevin Monte Carlo (SG-LMC) typically assume globally Lipschitz gradients and uniformly bounded noise variance.

By M. Berk Sahin, Ege C. Kaya, Arda Fazla, Behzad Sharif, Abolfazl Hashemi
arXiv Machine Learning
Oct 19

Towards Hyperparameter Transfer for Differentially Private Optimization

The paper introduces DP‑µP, a framework that extends Maximal Update Parametrization to differential privacy settings. By analyzing gradient clipping, noise injection, and feature learning, it derives a signal‑to‑noise ratio condition and spectral scaling rules for DP‑SGD, DP‑Adam, and DP‑Muon optimizers. Experiments show that DP‑µP enables zero‑shot transfer of learning rates across model widths on MLP, ViT, and GPT‑2, matching or surpassing tuned baselines while cutting computational costs.

By Tianze Wang, Zhiqi Bu, Linjun Zhang