arXiv Machine Learning

Differentially Private Synthetic Data from Sliced Chebyshev Moments

The paper introduces SPLICE, a differentially private synthetic data algorithm that uses noisy sliced Chebyshev polynomial moments to fit a distribution. SPLICE achieves a Sliced Wasserstein-1 distance of ∼O(1/√n) from the target distribution, a bound that does not depend on the data dimension. The authors also prove a new moment‑matching result and provide a practical implementation that outperforms existing DP synthetic data methods on a large benchmark.

arXiv Machine Learning
Oct 28

Gaussian Approximation for Composition and Subsampling of Differentially Private Algorithms

The paper presents a Gaussian approximation for the privacy loss distribution in differentially private stochastic gradient descent (DP‑SGD) when subsampling is used. It shows that, after truncating rare large losses, the privacy loss behaves like a Gaussian with the same mean and variance, up to a small shift that grows only logarithmically with the error tolerance. This leads to tighter variance‑based bounds for subsampled mechanisms, improving upon previous Renyi‑divergence analyses and explaining the effectiveness of the connect‑the‑dots method for random allocation sampling.

By Vitaly Feldman, Moshe Shenfeld
Hugging Face Trending Papers
Aug 11

Improving TensorSketch Using Complex Random Variables

\texttt{TensorSketch} by~\cite{pham2013fast,kar2012random} provides efficient sketching algorithms for high-dimensional polynomial kernels $\vec{x}^{\otimes p} \in \R^{d^p}$. \cite{kar2012random} uses dense Johnson-Lindenstrauss (JL)-type projections with computational cost $O(pDd)$, where $D$ denotes the sketch dimension, whereas~\cite{pham2013fast} extends the sparse \texttt{CountSketch}~\citep{count_sketch} algorithm, yielding a faster algorithm for high-dimensional sparse inputs with running time $O\big(p(\nnz{\vec{x}} + D \log D)\big)$.

arXiv Machine Learning
Sep 25

On the SoS Certifiability of Log-Concave Distributions

arXiv:2609. 30105v1 Announce Type: new Abstract: For an arbitrary isotropic log-concave distribution $P$ on $\mathbb{R}^d$, we prove that the polynomial $(Cm)^m\|v\|_2^m - \mathbb{E}_{X\sim P}\langle X,v\rangle^m$ is a sum of squares for every even $m\ge2$, where $C>0$ is a universal constant.

By Aleksandr Storozhenko
arXiv Machine Learning
Oct 12

Approximating Uniform Random Rotations by Two-Stage Structured Hadamard Rotations in High Dimensions

The paper investigates how well two-stage structured Hadamard rotations approximate uniform random rotations in high-dimensional spaces. It establishes nonasymptotic upper bounds of order √{log d/d} for one-dimensional marginals, while showing a persistent Wasserstein-1 discrepancy for the full vector that does not vanish as dimension grows. These results highlight a separation between marginal and joint approximation quality, though they do not directly translate into algorithmic performance guarantees.

By Tomer Zilca, Gal Mendelson