arXiv Machine Learning By Bar Mahpud, Or Sheffet

A Private Approximation of the 2nd-Moment Matrix of Any Subsamplable Input

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arXiv:2505. 14251v2 Announce Type: replace Abstract: We study the problem of differentially private second moment estimation and present a new algorithm that achieve strong privacy-utility trade-offs even for worst-case inputs under subsamplability assumptions on the data.

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arXiv Machine Learning
Sep 23

Gap-Free Streaming PCA Beyond Rank-One Updates: Near-Optimal Rates and Applications to Differential Privacy

The paper presents a new analysis of Oja's algorithm for streaming principal component analysis (PCA) that works without any eigengap assumptions, achieving near‑optimal rates and matching lower bounds. It extends the results to a Rayleigh quotient notion of approximate PCA, resolving an open question, and applies the findings to provide gap‑free differentially private PCA guarantees for sub‑Gaussian data. The analysis relies solely on a second‑moment bound of stochastic updates, avoiding the almost‑sure bounds used in previous work.

By Anming Gu, Syamantak Kumar, Kevin Tian, Chutong Yang