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We develop algorithms for private stochastic convex optimization that adapt to the hardness of the specific function we wish to optimize. While previous work provide worst-case bounds for arbitrary convex functions, it is often the case…

Machine Learning · Computer Science 2021-08-06 Hilal Asi , Daniel Levy , John Duchi

We propose an algorithm for an optimal adaptive selection of points from the design domain of input random variables that are needed for an accurate estimation of failure probability and the determination of the boundary between safe and…

Computational Engineering, Finance, and Science · Computer Science 2023-06-30 Aleksei Gerasimov , Miroslav Vořechovský

The universal approximation theorem is generalised to uniform convergence on the (noncompact) input space $\mathbb{R}^n$. All continuous functions that vanish at infinity can be uniformly approximated by neural networks with one hidden…

Machine Learning · Computer Science 2024-03-05 Teun D. H. van Nuland

We provide general adaptive upper bounds for estimating nonparametric functionals based on second order U-statistics arising from finite dimensional approximation of the infinite dimensional models. We then provide examples of functionals…

Statistics Theory · Mathematics 2021-06-07 Lin Liu , Rajarshi Mukherjee , James Robins , Eric Tchetgen Tchetgen

A sequence of works in unconstrained online convex optimisation have investigated the possibility of adapting simultaneously to the norm $U$ of the comparator and the maximum norm $G$ of the gradients. In full generality, matching upper and…

Machine Learning · Computer Science 2022-06-16 Jack J. Mayo , Hédi Hadiji , Tim van Erven

We describe approximation algorithms in Linial's classic LOCAL model of distributed computing to find maximum-weight matchings in a hypergraph of rank $r$. Our main result is a deterministic algorithm to generate a matching which is an…

Data Structures and Algorithms · Computer Science 2023-10-13 David G. Harris

We present an optimization algorithm that can identify a global minimum of a potentially nonconvex smooth function with high probability, assuming the Gibbs measure of the potential satisfies a logarithmic Sobolev inequality. Our…

Optimization and Control · Mathematics 2025-09-16 Daniel Cortild , Claire Delplancke , Nadia Oudjane , Juan Peypouquet

One of the basic principles of Approximation Theory is that the quality of approximations increase with the smoothness of the function to be approximated. Functions that are smooth in certain subdomains will have good approximations in…

Numerical Analysis · Mathematics 2016-12-23 Licia Lenarduzzi , Robert Schaback

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

In this work, we propose a computationally efficient algorithm for the problem of global optimization in univariate loss functions. For the performance evaluation, we study the cumulative regret of the algorithm instead of the simple regret…

Machine Learning · Computer Science 2022-01-19 Kaan Gokcesu , Hakan Gokcesu

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

Optimization and Control · Mathematics 2025-08-05 Chenglong Bao , Liang Chen , Weizhi Shao

We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

Machine Learning · Computer Science 2010-10-22 Kenneth L. Clarkson , Elad Hazan , David P. Woodruff

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

Optimization and Control · Mathematics 2019-04-22 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…

Statistics Theory · Mathematics 2017-05-31 Chong Wu , Can Yang , Hongyu Zhao , Ji Zhu

Weak submodularity is a natural relaxation of the diminishing return property, which is equivalent to submodularity. Weak submodularity has been used to show that many (monotone) functions that arise in practice can be efficiently maximized…

Data Structures and Algorithms · Computer Science 2020-09-24 Richard Santiago , Yuichi Yoshida

We propose an anytime online algorithm for the problem of learning a sequence of adversarial convex cost functions while approximately satisfying another sequence of adversarial online convex constraints. A sequential algorithm is called…

Machine Learning · Computer Science 2025-10-28 Dhruv Sarkar , Abhishek Sinha

Investigation of the degree of personalization in federated learning algorithms has shown that only maximizing the performance of the global model will confine the capacity of the local models to personalize. In this paper, we advocate an…

Machine Learning · Computer Science 2020-11-09 Yuyang Deng , Mohammad Mahdi Kamani , Mehrdad Mahdavi

We study the sample complexity of learning a uniform approximation of an $n$-dimensional cumulative distribution function (CDF) within an error $\epsilon > 0$, when observations are restricted to a minimal one-bit feedback. This serves as a…

Machine Learning · Computer Science 2026-05-12 Matteo Castiglioni , Anna Lunghi , Alberto Marchesi

An adaptive regularization algorithm for unconstrained nonconvex optimization is presented in which the objective function is never evaluated, but only derivatives are used. This algorithm belongs to the class of adaptive regularization…

Optimization and Control · Mathematics 2022-05-05 S. Gratton , S. Jerad , Ph. L. Toint