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In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

Machine Learning · Computer Science 2026-02-23 Mohammad Pedramfar , Vaneet Aggarwal

In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

Optimization and Control · Mathematics 2019-07-02 Omid Sadeghi , Maryam Fazel

Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially.…

Machine Learning · Computer Science 2022-06-17 Yuxuan Han , Zhicong Liang , Zhipeng Liang , Yang Wang , Yuan Yao , Jiheng Zhang

We design new differentially private algorithms for the problems of adversarial bandits and bandits with expert advice. For adversarial bandits, we give a simple and efficient conversion of any non-private bandit algorithm to a private…

Machine Learning · Computer Science 2025-05-29 Hilal Asi , Vinod Raman , Kunal Talwar

We consider a basic problem at the interface of two fundamental fields: submodular optimization and online learning. In the online unconstrained submodular maximization (online USM) problem, there is a universe $[n]=\{1,2,...,n\}$ and a…

Machine Learning · Computer Science 2018-06-12 Tim Roughgarden , Joshua R. Wang

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

In this paper, we revisit the online non-monotone continuous DR-submodular maximization problem over a down-closed convex set, which finds wide real-world applications in the domain of machine learning, economics, and operations research.…

Machine Learning · Computer Science 2022-08-17 Qixin Zhang , Zengde Deng , Zaiyi Chen , Kuangqi Zhou , Haoyuan Hu , Yu Yang

The problem of maximizing nonnegative monotone submodular functions under a certain constraint has been intensively studied in the last decade, and a wide range of efficient approximation algorithms have been developed for this problem.…

Data Structures and Algorithms · Computer Science 2020-06-30 Akbar Rafiey , Yuichi Yoshida

Privacy preservation has become a critical concern in high-dimensional data analysis due to the growing prevalence of data-driven applications. Since its proposal, sliced inverse regression has emerged as a widely utilized statistical…

Machine Learning · Statistics 2025-04-08 Xintao Xia , Linjun Zhang , Zhanrui Cai

In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…

Machine Learning · Computer Science 2015-09-28 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

Convex optimization with feedback is a framework where a learner relies on iterative queries and feedback to arrive at the minimizer of a convex function. It has gained considerable popularity thanks to its scalability in large-scale…

Machine Learning · Statistics 2021-10-26 Jiaming Xu , Kuang Xu , Dana Yang

This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…

Optimization and Control · Mathematics 2025-12-29 Zhengmiao Wang , Zhi-Wei Liu , Ming Chi , Xiaoling Wang , Housheng Su , Lintao Ye

We propose new algorithms with provable performance for online binary optimization subject to general constraints and in dynamic settings. We consider the subset of problems in which the objective function is submodular. We propose the…

Optimization and Control · Mathematics 2024-05-03 Antoine Lesage-Landry , Julien Pallage

In this work, we study the problem of privately maximizing a submodular function in the streaming setting. Extensive work has been done on privately maximizing submodular functions in the general case when the function depends upon the…

Machine Learning · Computer Science 2022-10-27 Anamay Chaturvedi , Huy Lê Nguyen , Thy Nguyen

In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…

Machine Learning · Computer Science 2014-10-21 Raef Bassily , Adam Smith , Abhradeep Thakurta

We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…

Machine Learning · Computer Science 2024-03-25 Aadirupa Saha , Hilal Asi

In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a…

Machine Learning · Computer Science 2020-06-25 Nguyen Kim Thang , Abhinav Srivastav

We study online maximization of non-monotone Diminishing-Return(DR)-submodular functions over down-closed convex sets, a regime where existing projection-free online methods suffer from suboptimal regret and limited feedback guarantees. Our…

Machine Learning · Computer Science 2026-02-25 Yiyang Lu , Haresh Jadav , Mohammad Pedramfar , Ranveer Singh , Vaneet Aggarwal

We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method…

Optimization and Control · Mathematics 2026-05-29 Amir Ali Farzin , Yuen-Man Pun , Philipp Braun , Tyler Summers , Iman Shames

We investigate a problem of finding the minimum, in which each user has a real value and we want to estimate the minimum of these values under the local differential privacy constraint. We reveal that this problem is fundamentally…

Statistics Theory · Mathematics 2019-05-28 Kazuto Fukuchi , Chia-Mu Yu , Arashi Haishima , Jun Sakuma