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Main Authors: Sopa, Getoar, Marusic, Juraj, Medina, Marco Avella, Cunningham, John P.
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2502.06044
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author Sopa, Getoar
Marusic, Juraj
Medina, Marco Avella
Cunningham, John P.
author_facet Sopa, Getoar
Marusic, Juraj
Medina, Marco Avella
Cunningham, John P.
contents Hyperparameter tuning is a key component of machine learning procedures, but when validation data contain sensitive user information, search mechanisms can leak private information through the selected configuration. Existing differentially private hyperparameter tuning methods often rely on near-random search, while prior differentially private Bayesian optimization approaches are typically global and, therefore, scale poorly with the hyperparameter dimensionality. We study differentially private hyperparameter tuning using local Bayesian optimization, focusing on settings where the validation objective is available only through noisy black box evaluations and gradients are unavailable or impractical to compute. We introduce DP-GIBO, a differentially private local Bayesian optimization framework that privately approximates gradients using a Gaussian Process surrogate. Under suitable conditions, we prove that DP-GIBO converges to a locally optimal hyperparameter configuration up to a privacy-dependent error, with dimensional dependence that is polynomial rather than exponential.Empirically, we show that DP-GIBO provides scalable private hyperparameter tuning across multiple tasks, substantially outperforming non-private random search and global Bayesian optimization baselines in moderate-to-high-dimensional hyperparameter spaces.
format Preprint
id arxiv_https___arxiv_org_abs_2502_06044
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Differentially Private Hyperparameter Tuning using Local Bayesian Optimization
Sopa, Getoar
Marusic, Juraj
Medina, Marco Avella
Cunningham, John P.
Machine Learning
Hyperparameter tuning is a key component of machine learning procedures, but when validation data contain sensitive user information, search mechanisms can leak private information through the selected configuration. Existing differentially private hyperparameter tuning methods often rely on near-random search, while prior differentially private Bayesian optimization approaches are typically global and, therefore, scale poorly with the hyperparameter dimensionality. We study differentially private hyperparameter tuning using local Bayesian optimization, focusing on settings where the validation objective is available only through noisy black box evaluations and gradients are unavailable or impractical to compute. We introduce DP-GIBO, a differentially private local Bayesian optimization framework that privately approximates gradients using a Gaussian Process surrogate. Under suitable conditions, we prove that DP-GIBO converges to a locally optimal hyperparameter configuration up to a privacy-dependent error, with dimensional dependence that is polynomial rather than exponential.Empirically, we show that DP-GIBO provides scalable private hyperparameter tuning across multiple tasks, substantially outperforming non-private random search and global Bayesian optimization baselines in moderate-to-high-dimensional hyperparameter spaces.
title Differentially Private Hyperparameter Tuning using Local Bayesian Optimization
topic Machine Learning
url https://arxiv.org/abs/2502.06044