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We provide a new algorithmic framework for differentially private estimation of general functions that adapts to the hardness of the underlying dataset. We build upon previous work that gives a paradigm for selecting an output through the…

Data Structures and Algorithms · Computer Science 2023-11-28 David Durfee

The least squares problem with L1-regularized regressors, called Lasso, is a widely used approach in optimization problems where sparsity of the regressors is desired. This formulation is fundamental for many applications in signal…

Optimization and Control · Mathematics 2021-04-26 Andreea B. Alexandru , Anastasios Tsiamis , George J. Pappas

Many real world data sets exhibit an embedding of low-dimensional structure in a high-dimensional manifold. Examples include images, videos and internet traffic data. It is of great significance to reduce the storage requirements and…

Methodology · Statistics 2015-06-05 Yuejie Chi , Yonina C. Eldar , Robert Calderbank

We use deep partial least squares (DPLS) to estimate an asset pricing model for individual stock returns that exploits conditioning information in a flexible and dynamic way while attributing excess returns to a small set of statistical…

Pricing of Securities · Quantitative Finance 2022-06-22 Matthew F. Dixon , Nicholas G. Polson , Kemen Goicoechea

The performance of modern machine learning systems depends on access to large, high-quality datasets, often sourced from user-generated content or proprietary, domain-specific corpora. However, these rich datasets inherently contain…

Cryptography and Security · Computer Science 2025-08-28 Zhan Shi , Yefeng Yuan , Yuhong Liu , Liang Cheng , Yi Fang

This paper proposes Inverse Gram Matrix (IGM) methods to prioritize the Pairwise Reciprocal Matrix (PRM) in the Analytic Hierarchy Process. The IGM methods include Pseudo-IGM, Normalized-IGM, and Lagrange-IGM. Interestingly, the proposed…

Optimization and Control · Mathematics 2024-01-03 Kevin Kam Fung Yuen

Many convex optimization problems with important applications in machine learning are formulated as empirical risk minimization (ERM). There are several examples: linear and logistic regression, LASSO, kernel regression, quantile…

Machine Learning · Computer Science 2023-05-30 Song Bian , Zhao Song , Junze Yin

In this article, we present a method for increasing adaptivity of an existing robust estimation algorithm by learning two parameters to better fit the residual distribution. The analyzed method uses these two parameters to calculate weights…

Robotics · Computer Science 2023-06-27 Shounak Das , Jason Gross

Distorted sensors could occur randomly and may lead to the breakdown of a sensor array system. We consider an array model within which a small number of sensors are distorted by unknown sensor gain and phase errors. With such an array…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Huiping Huang , Qi Liu , Hing Cheung So , Abdelhak M. Zoubir

With the increasing demands for privacy protection, privacy-preserving machine learning has been drawing much attention in both academia and industry. However, most existing methods have their limitations in practical applications. On the…

Machine Learning · Computer Science 2022-02-22 Fei Zheng , Chaochao Chen , Xiaolin Zheng , Mingjie Zhu

Partial Least Squares (PLS) methods have been heavily exploited to analyse the association between two blocs of data. These powerful approaches can be applied to data sets where the number of variables is greater than the number of…

Machine Learning · Statistics 2017-02-24 Pierre Lafaye de Micheaux , Benoit Liquet , Matthew Sutton

Differentially private distributed stochastic optimization has become a hot topic due to the urgent need of privacy protection in distributed stochastic optimization. In this paper, two-time scale stochastic approximation-type algorithms…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Jimin Wang , Ji-Feng Zhang

Lifelong learning capabilities are crucial for sentiment classifiers to process continuous streams of opinioned information on the Web. However, performing lifelong learning is non-trivial for deep neural networks as continually training of…

Computation and Language · Computer Science 2021-06-22 Binzong Geng , Min Yang , Fajie Yuan , Shupeng Wang , Xiang Ao , Ruifeng Xu

The sensitivity metric in differential privacy, which is informally defined as the largest marginal change in output between neighboring databases, is of substantial significance in determining the accuracy of private data analyses.…

Data Structures and Algorithms · Computer Science 2019-01-24 Rachel Cummings , David Durfee

Differential privacy quantifies privacy through the privacy budget $\epsilon$, yet its practical interpretation is complicated by variations across models and datasets. Recent research on differentially private machine learning and…

Machine Learning · Computer Science 2024-10-31 Yuechun Gu , Keke Chen

In this paper, we study the privacy-preserving distributed optimization problem, aiming to prevent attackers from stealing the private information of agents. For this purpose, we propose a novel privacy-preserving algorithm based on the…

Optimization and Control · Mathematics 2024-05-15 Bing Liu , Furan Xie , Li Chai

The variational optimization of high-dimensional neural network models, such as those used in neural quantum states (NQS), presents a significant challenge in machine intelligence. Conventional first-order stochastic methods (e.g., Adam)…

Quantum Physics · Physics 2026-01-06 Wei Liu , Wenjie Dou

With the rapid increase in computing, storage and networking resources, data is not only collected and stored, but also analyzed. This creates a serious privacy problem which often inhibits the use of this data. In this chapter, we…

Cryptography and Security · Computer Science 2016-10-10 Yuan Hong , Jaideep Vaidya , Nicholas Rizzo , Qi Liu

Differential privacy has become a popular privacy-preserving method in data analysis, query processing, and machine learning, which adds noise to the query result to avoid leaking privacy. Sensitivity, or the maximum impact of deleting or…

Databases · Computer Science 2023-04-20 Meifan Zhang , Xin Liu , Lihua Yin

Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multi-agent systems. The same mechanism that enables its success, i.e., information sharing among participating…

Optimization and Control · Mathematics 2024-02-07 Yongqiang Wang , Angelia Nedic