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The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and…

Optimization and Control · Mathematics 2023-03-07 Luyao Guo , Xinli Shi , Jinde Cao , Zihao Wang

The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…

Optimization and Control · Mathematics 2020-03-06 Francesco Farina , Giuseppe Notarstefano

The problem of learning threshold functions is a fundamental one in machine learning. Classical learning theory implies sample complexity of $O(\xi^{-1} \log(1/\beta))$ (for generalization error $\xi$ with confidence $1-\beta$). The private…

Machine Learning · Computer Science 2022-11-14 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Uri Stemmer

There has been much recent progress in forecasting the next observation of a linear dynamical system (LDS), which is known as the improper learning, as well as in the estimation of its system matrices, which is known as the proper learning…

Optimization and Control · Mathematics 2024-02-28 Quan Zhou , Jakub Marecek

Temporal difference (TD) learning is a widely used method to evaluate policies in reinforcement learning. While many TD learning methods have been developed in recent years, little attention has been paid to preserving privacy and most of…

Machine Learning · Computer Science 2022-01-26 Canzhe Zhao , Yanjie Ze , Jing Dong , Baoxiang Wang , Shuai Li

We study a basic private estimation problem: each of $n$ users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential…

Machine Learning · Computer Science 2019-10-29 Matthew Joseph , Janardhan Kulkarni , Jieming Mao , Zhiwei Steven Wu

A large number of problems in optimization, machine learning, signal processing can be effectively addressed by suitable semidefinite programming (SDP) relaxations. Unfortunately, generic SDP solvers hardly scale beyond instances with a few…

Optimization and Control · Mathematics 2016-03-15 Andrea Montanari

We consider the setting of publishing data without leaking sensitive information. We do so in the framework of Robust Local Differential Privacy (RLDP). This ensures privacy for all distributions of the data in an uncertainty set. We…

Information Theory · Computer Science 2022-05-11 Jasper Goseling , Milan Lopuhaä-Zwakenberg

The collection of individuals' data has become commonplace in many industries. Local differential privacy (LDP) offers a rigorous approach to preserving privacy whereby the individual privatises their data locally, allowing only their…

Machine Learning · Computer Science 2022-05-17 Alex Mansbridge , Gregory Barbour , Davide Piras , Michael Murray , Christopher Frye , Ilya Feige , David Barber

The emergence and evolution of Local Differential Privacy (LDP) and its various adaptations play a pivotal role in tackling privacy issues related to the vast amounts of data generated by intelligent devices, which are crucial for…

Cryptography and Security · Computer Science 2024-01-26 Likun Qin , Tianshuo Qiu

We study the problem of differentially-private (DP) stochastic (convex-concave) saddle-points in the $\ell_1$ setting. We propose $(\varepsilon, \delta)$-DP algorithms based on stochastic mirror descent that attain nearly…

Optimization and Control · Mathematics 2025-11-17 Tomás González , Cristóbal Guzmán , Courtney Paquette

We provide several algorithms for constrained optimization of a large class of convex problems, including softmax, $\ell_p$ regression, and logistic regression. Central to our approach is the notion of width reduction, a technique which has…

Optimization and Control · Mathematics 2021-07-07 Deeksha Adil , Brian Bullins , Sushant Sachdeva

This paper presents a novel hybrid approach that integrates linear programming (LP) within the loss function of an unsupervised machine learning model. By leveraging the strengths of both optimization techniques and machine learning, this…

Machine Learning · Computer Science 2025-04-21 Andrew Kiruluta , Andreas Lemos

Recent years, local differential privacy (LDP) has been adopted by many web service providers like Google \cite{erlingsson2014rappor}, Apple \cite{apple2017privacy} and Microsoft \cite{bolin2017telemetry} to collect and analyse users' data…

Information Theory · Computer Science 2022-03-15 Zhongzheng Xiong , Jialin Sun , Xiaojun Mao , Jian Wang , Shan Ying , Zengfeng Huang

Near isometric orthogonal embeddings to lower dimensions are a fundamental tool in data science and machine learning. In this paper, we present the construction of such embeddings that minimizes the maximum distortion for a given set of…

Machine Learning · Statistics 2017-12-15 Kshiteej Sheth , Dinesh Garg , Anirban Dasgupta

Estimation of nonlinear dynamic models from data poses many challenges, including model instability and non-convexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation…

Systems and Control · Computer Science 2018-10-12 Jack Umenberger , Ian R. Manchester

We propose a new mechanism to accurately answer a user-provided set of linear counting queries under local differential privacy (LDP). Given a set of linear counting queries (the workload) our mechanism automatically adapts to provide…

Databases · Computer Science 2020-05-19 Ryan McKenna , Raj Kumar Maity , Arya Mazumdar , Gerome Miklau

User-level differentially private stochastic convex optimization (DP-SCO) has garnered significant attention due to the paramount importance of safeguarding user privacy in modern large-scale machine learning applications. Current methods,…

Machine Learning · Computer Science 2025-02-14 Badih Ghazi , Ravi Kumar , Daogao Liu , Pasin Manurangsi

We investigate an extension of classical empirical risk minimization, where the hypothesis space consists of a random subspace within a given Hilbert space. Specifically, we examine the Nystr\"om method where the subspaces are defined by a…

Machine Learning · Statistics 2025-03-18 Andrea Della Vecchia , Ernesto De Vito , Jaouad Mourtada , Lorenzo Rosasco