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Paper · arXiv

Differential Privacy of Gradient Descent on Perturbed Objectives

Objective perturbation adds a random linear term to a regularized empirical risk and releases the exact perturbed minimizer. We study the finite computation obtained by releasing the $N$-th iterate of deterministic gradient descent on $w\mapsto F(w;S)+\langle z,w\rangle$, where $z\sim\mathcal N(0,σ^2I_d)$ is drawn once before optimization. For strongly convex and smooth objectives with Lipschitz Hessian, we prove an explicit condition under which the map $z\mapsto w_N$ is a $C^1$-diffeomorphism on the bounded domains used in the privacy argument, with a quantitative lower bound on the smallest singular value of its Jacobian. This permits a direct change-of-variables analysis of the finite...

AuthorsAustin Watkins, Raman Arora
Primary categorycs.LG
Published2 October 2026
Last updated at source2 October 2026
cs.LGcs.CRstat.ML
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