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The empirical loss, commonly referred to as the average loss, is extensively utilized for training machine learning models. However, in order to address the diverse performance requirements of machine learning models, the use of the…

Optimization and Control · Mathematics 2024-01-04 Rufeng Xiao , Yuze Ge , Rujun Jiang , Yifan Yan

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

Many classical and modern machine learning algorithms require solving optimization tasks under orthogonality constraints. Solving these tasks with feasible methods requires a gradient descent update followed by a retraction operation on the…

Optimization and Control · Mathematics 2024-12-10 Youbang Sun , Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We study the problem of sampling from a distribution under local differential privacy (LDP). Given a private distribution $P \in \mathcal{P}$, the goal is to generate a single sample from a distribution that remains close to $P$ in…

Machine Learning · Computer Science 2025-10-13 Hrad Ghoukasian , Bonwoo Lee , Shahab Asoodeh

We present the first theoretical convergence analysis of machine learning training under fully homomorphic encryption (FHE), combined with a differentially private (DP) training algorithm tailored to encrypted computation. Our approach…

Machine Learning · Computer Science 2026-05-28 Yvonne Zhou , Mingyu Liang , Ivan Brugere , Danial Dervovic , Yue Guo , Antigoni Polychroniadou , Min Wu , Dana Dachman-Soled

Differential privacy has become a cornerstone in the development of privacy-preserving learning algorithms. This work addresses optimizing differentially private kernel learning within the empirical risk minimization (ERM) framework. We…

Machine Learning · Statistics 2026-04-30 Bonwoo Lee , Cheolwoo Park , Jeongyoun Ahn

While the existing literature on Differential Privacy (DP) auditing predominantly focuses on the centralized model (e.g., in auditing the DP-SGD algorithm), we advocate for extending this approach to audit Local DP (LDP). To achieve this,…

Cryptography and Security · Computer Science 2024-07-15 Héber H. Arcolezi , Sébastien Gambs

Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by parametrized polynomial matrix inequalities (PMI). These…

Optimization and Control · Mathematics 2012-06-01 Didier Henrion , Jean Bernard Lasserre

The design of protocols for local differential privacy (or LDP) has been a topic of considerable research interest in recent years. LDP protocols utilise the randomised encoding of outcomes of an experiment using a transition probability…

Combinatorics · Mathematics 2026-02-04 Maura B. Paterson , Douglas R. Stinson

We study federated learning (FL) -- especially cross-silo FL -- with non-convex loss functions and data from people who do not trust the server or other silos. In this setting, each silo (e.g. hospital) must protect the privacy of each…

Machine Learning · Computer Science 2023-06-27 Andrew Lowy , Ali Ghafelebashi , Meisam Razaviyayn

We present an efficient and practical algorithm for the online prediction of discrete-time linear dynamical systems with a symmetric transition matrix. We circumvent the non-convex optimization problem using improper learning: carefully…

Machine Learning · Computer Science 2017-11-08 Elad Hazan , Karan Singh , Cyril Zhang

We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal…

Machine Learning · Computer Science 2015-07-03 Alain Rakotomamonjy , Remi Flamary , Gilles Gasso

A central issue in machine learning is how to train models on sensitive user data. Industry has widely adopted a simple algorithm: Stochastic Gradient Descent with noise (a.k.a. Stochastic Gradient Langevin Dynamics). However, foundational…

Machine Learning · Computer Science 2023-03-01 Jason M. Altschuler , Kunal Talwar

We focus on two central themes in this dissertation. The first one is on decomposing polytopes and polynomials in ways that allow us to perform nonlinear optimization. We start off by explaining important results on decomposing a polytope…

Combinatorics · Mathematics 2016-05-18 Brandon Dutra

Differential privacy (DP) ensures that training a machine learning model does not leak private data. In practice, we may have access to auxiliary public data that is free of privacy concerns. In this work, we assume access to a given amount…

Machine Learning · Computer Science 2024-09-11 Andrew Lowy , Zeman Li , Tianjian Huang , Meisam Razaviyayn

We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…

Optimization and Control · Mathematics 2022-11-17 Marko Nonhoff , Matthias A. Müller

In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not…

Machine Learning · Computer Science 2017-05-25 Jiaqi Zhang , Kai Zheng , Wenlong Mou , Liwei Wang

Consider the communication-constrained estimation of discrete distributions under $\ell^p$ losses, where each distributed terminal holds multiple independent samples and uses limited number of bits to describe the samples. We obtain the…

Machine Learning · Computer Science 2024-11-11 Deheng Yuan , Tao Guo , Zhongyi Huang

We study stochastic convex optimization (SCO) with heavy-tailed gradients under pure $\varepsilon$-differential privacy (DP). Instead of assuming a bound on the worst-case Lipschitz parameter of the loss, we assume only a bounded $k$-th…

Machine Learning · Computer Science 2026-05-06 Andrew Lowy