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The MM principle is a device for creating optimization algorithms satisfying the ascent or descent property. The current survey emphasizes the role of the MM principle in nonlinear programming. For smooth functions, one can construct an…

Optimization and Control · Mathematics 2015-07-29 Kenneth Lange , Kevin L. Keys

We present a distributed optimization algorithm for solving online personalized optimization problems over a network of computing and communicating nodes, each of which linked to a specific user. The local objective functions are assumed to…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Ivano Notarnicola , Andrea Simonetto , Francesco Farina , Giuseppe Notarstefano

We present a series of new differentially private (DP) algorithms with dimension-independent margin guarantees. For the family of linear hypotheses, we give a pure DP learning algorithm that benefits from relative deviation margin…

Machine Learning · Computer Science 2022-04-25 Raef Bassily , Mehryar Mohri , Ananda Theertha Suresh

Frequency estimation, a.k.a. histograms, is a workhorse of data analysis, and as such has been thoroughly studied under differentially privacy. In particular, computing histograms in the \emph{local} model of privacy has been the focus of a…

Data Structures and Algorithms · Computer Science 2024-09-05 Clément L. Canonne , Abigail Gentle

We consider the problem of variable screening in ultra-high dimensional generalized linear models (GLMs) of non-polynomial orders. Since the popular SIS approach is extremely unstable in the presence of contamination and noise, we discuss a…

Statistics Theory · Mathematics 2022-11-15 Abhik Ghosh , Erica Ponzi , Torkjel Sandanger , Magne Thoresen

Density-adaptive domain discretization is essential for high-utility privacy-preserving analytics but remains challenging under Local Differential Privacy (LDP) due to the privacy-budget costs associated with iterative refinement. We…

Machine Learning · Computer Science 2026-02-24 Alexey Kroshnin , Alexandra Suvorikova

We use smoothed analysis techniques to provide guarantees on the training loss of Multilayer Neural Networks (MNNs) at differentiable local minima. Specifically, we examine MNNs with piecewise linear activation functions, quadratic loss and…

Machine Learning · Statistics 2016-05-31 Daniel Soudry , Yair Carmon

In this paper, we consider the problem of empirical risk minimization (ERM) of smooth, strongly convex loss functions using iterative gradient-based methods. A major goal of this literature has been to compare different algorithms, such as…

Machine Learning · Computer Science 2020-11-06 Ali Jadbabaie , Anuran Makur , Devavrat Shah

We find separation rates for testing multinomial or more general discrete distributions under the constraint of local differential privacy. We construct efficient randomized algorithms and test procedures, in both the case where only…

Statistics Theory · Mathematics 2020-05-27 Thomas B. Berrett , Cristina Butucea

We study the Densest Subgraph (DSG) problem under the additional constraint of differential privacy. DSG is a fundamental theoretical question which plays a central role in graph analytics, and so privacy is a natural requirement. All known…

Data Structures and Algorithms · Computer Science 2024-04-09 Michael Dinitz , Satyen Kale , Silvio Lattanzi , Sergei Vassilvitskii

Distributed online learning is gaining increased traction due to its unique ability to process large-scale datasets and streaming data. To address the growing public awareness and concern on privacy protection, plenty of algorithms have…

Machine Learning · Computer Science 2024-08-27 Ziqin Chen , Yongqiang Wang

This study examines a resource-sharing problem involving multiple parties that agree to use a set of capacities together. We start with modeling the whole problem as a mathematical program, where all parties are required to exchange…

Optimization and Control · Mathematics 2024-01-08 Utku Karaca , Nursen Aydin , Sinan Yildirim , S. Ilker Birbil

We estimate convex polytopes and general convex sets in $\mathbb R^d,d\geq 2$ in the regression framework. We measure the risk of our estimators using a $L^1$-type loss function and prove upper bounds on these risks. We show that, in the…

Statistics Theory · Mathematics 2012-11-16 Victor-Emmanuel Brunel

We consider the "all-for-one" decentralized learning problem for generalized linear models. The features of each sample are partitioned among several collaborating agents in a connected network, but only one agent observes the response…

Optimization and Control · Mathematics 2021-10-29 Brighton Ancelin , Sohail Bahmani , Justin Romberg

We consider data release protocols for data $X=(S,U)$, where $S$ is sensitive; the released data $Y$ contains as much information about $X$ as possible, measured as $\operatorname{I}(X;Y)$, without leaking too much about $S$. We introduce…

Cryptography and Security · Computer Science 2021-01-25 Milan Lopuhaä-Zwakenberg , Jasper Goseling

We study active sampling algorithms for linear regression, which aim to query only a few entries of a target vector $b\in\mathbb R^n$ and output a near minimizer to $\min_{x\in\mathbb R^d} \|Ax-b\|$, for a design matrix $A\in\mathbb R^{n…

Machine Learning · Computer Science 2022-09-28 Cameron Musco , Christopher Musco , David P. Woodruff , Taisuke Yasuda

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Machine Learning · Computer Science 2020-10-22 Guannan Liang , Qianqian Tong , Jiahao Ding , Miao Pan , Jinbo Bi

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

The private collection of multiple statistics from a population is a fundamental statistical problem. One possible approach to realize this is to rely on the local model of differential privacy (LDP). Numerous LDP protocols have been…

Cryptography and Security · Computer Science 2023-08-02 Héber H. Arcolezi , Sébastien Gambs , Jean-François Couchot , Catuscia Palamidessi
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