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Decentralized optimization for non-convex problems are now demanding by many emerging applications (e.g., smart grids, smart building, etc.). Though dramatic progress has been achieved in convex problems, the results for non-convex cases,…

Optimization and Control · Mathematics 2022-08-30 Yu Yang , Guoqiang Hu , Costas J. Spanos

In this work, we propose a new local optimization method to solve a class of nonconvex semidefinite programming (SDP) problems. The basic idea is to approximate the feasible set of the nonconvex SDP problem by inner positive semidefinite…

Optimization and Control · Mathematics 2012-02-27 Quoc Tran Dinh , Wim Michiels , Moritz Diehl

We study locally differentially private algorithms for reinforcement learning to obtain a robust policy that performs well across distributed private environments. Our algorithm protects the information of local agents' models from being…

Machine Learning · Computer Science 2020-02-03 Hajime Ono , Tsubasa Takahashi

Classical multidimensional scaling only works well when the noisy distances observed in a high dimensional space can be faithfully represented by Euclidean distances in a low dimensional space. Advanced models such as Maximum Variance…

Machine Learning · Statistics 2014-06-24 Chao Ding , Hou-Duo Qi

Differentially private analysis of graphs is widely used for releasing statistics from sensitive graphs while still preserving user privacy. Most existing algorithms however are in a centralized privacy model, where a trusted data curator…

Cryptography and Security · Computer Science 2021-02-12 Jacob Imola , Takao Murakami , Kamalika Chaudhuri

This paper develops a networked federated learning algorithm to solve nonsmooth objective functions. To guarantee the confidentiality of the participants with respect to each other and potential eavesdroppers, we use the zero-concentrated…

Optimization and Control · Mathematics 2024-02-22 François Gauthier , Cristiano Gratton , Naveen K. D. Venkategowda , Stefan Werner

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

The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

Machine Learning · Computer Science 2024-12-11 Tian Tian , Lin F. Yang , Csaba Szepesvári

Convex risk measures play a foundational role in the area of stochastic optimization. However, in contrast to risk neutral models, their applications are still limited due to the lack of efficient solution methods. In particular, the mean…

Optimization and Control · Mathematics 2024-12-30 Zhichao Jia , Guanghui Lan , Zhe Zhang

Contextual bandit algorithms are useful in personalized online decision-making. However, many applications such as personalized medicine and online advertising require the utilization of individual-specific information for effective…

Machine Learning · Statistics 2021-06-08 Yuxuan Han , Zhipeng Liang , Yang Wang , Jiheng Zhang

We develop a new interior-point method (IPM) for symmetric-cone optimization, a common generalization of linear, second-order-cone, and semidefinite programming. In contrast to classical IPMs, we update iterates with a geodesic of the cone…

Optimization and Control · Mathematics 2023-01-18 Frank Permenter

We study the problem of $(\epsilon,\delta)$-differentially private learning of linear predictors with convex losses. We provide results for two subclasses of loss functions. The first case is when the loss is smooth and non-negative but not…

Machine Learning · Computer Science 2024-03-07 Raman Arora , Raef Bassily , Cristóbal Guzmán , Michael Menart , Enayat Ullah

We present differentially private (DP) algorithms for bilevel optimization, a problem class that received significant attention lately in various machine learning applications. These are the first algorithms for such problems under standard…

Machine Learning · Computer Science 2026-01-15 Guy Kornowski

Through the lens of information-theoretic reductions, we examine a reductions approach to fair optimization and learning where a black-box optimizer is used to learn a fair model for classification or regression. Quantifying the complexity,…

Machine Learning · Computer Science 2021-05-25 Daniel Alabi

We study the problem of Stochastic Convex Optimization (SCO) under the constraint of local Label Differential Privacy (L-LDP). In this setting, the features are considered public, but the corresponding labels are sensitive and must be…

Data Structures and Algorithms · Computer Science 2026-05-12 Lynn Chua , Badih Ghazi , Ravi Kumar , Pasin Manurangsi , Ziteng Sun , Chiyuan Zhang

We present a private learner for halfspaces over an arbitrary finite domain $X\subset \mathbb{R}^d$ with sample complexity $mathrm{poly}(d,2^{\log^*|X|})$. The building block for this learner is a differentially private algorithm for…

Machine Learning · Computer Science 2019-03-01 Amos Beimel , Shay Moran , Kobbi Nissim , Uri Stemmer

We consider the minimax estimation problem of a discrete distribution with support size $k$ under locally differential privacy constraints. A privatization scheme is applied to each raw sample independently, and we need to estimate the…

Statistics Theory · Mathematics 2018-10-18 Min Ye , Alexander Barg

Researches using margin based comparison loss demonstrate the effectiveness of penalizing the distance between face feature and their corresponding class centers. Despite their popularity and excellent performance, they do not explicitly…

Computer Vision and Pattern Recognition · Computer Science 2020-06-12 Ying Huang , Shangfeng Qiu , Wenwei Zhang , Xianghui Luo , Jinzhuo Wang

This paper proposes a mechanism to fine-tune convex approximations of probabilistic reachable sets (PRS) of uncertain dynamic systems. We consider the case of unbounded uncertainties, for which it may be impossible to find a bounded…

Robotics · Computer Science 2024-02-06 Pengcheng Wu , Sonia Martinez , Jun Chen

We develop an algorithmic theory of convex optimization over discrete sets. Using a combination of algebraic and geometric tools we are able to provide polynomial time algorithms for solving broad classes of convex combinatorial…

Optimization and Control · Mathematics 2009-01-24 Shmuel Onn
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