Related papers: Projection-Free Bandit Optimization with Privacy G…

Stochastic convex optimization over an $\ell_1$-bounded domain is ubiquitous in machine learning applications such as LASSO but remains poorly understood when learning with differential privacy. We show that, up to logarithmic factors the…

We study convex optimization problems under differential privacy (DP). With heavy-tailed gradients, existing works achieve suboptimal rates. The main obstacle is that existing gradient estimators have suboptimal tail properties, resulting…

We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

We study stochastic linear optimization problem with bandit feedback. The set of arms take values in an $N$-dimensional space and belong to a bounded polyhedron described by finitely many linear inequalities. We provide a lower bound for…

Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…

In this paper, we explore a broad class of constrained saddle point problems with a bilevel structure, wherein the upper-level objective function is nonconvex-concave and smooth over compact and convex constraint sets, subject to a strongly…

Many real-world applications are characterized by a number of conflicting performance measures. As optimizing in a multi-objective setting leads to a set of non-dominated solutions, a preference function is required for selecting the…

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…

In this paper, we propose a systematic approach for extending first-order optimization algorithms, originally designed for unconstrained strongly convex problems, to handle closed and convex set constraints. We show that the resulting…

We study model selection in linear bandits, where the learner must adapt to the dimension (denoted by $d_\star$) of the smallest hypothesis class containing the true linear model while balancing exploration and exploitation. Previous papers…

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

In this paper, we develop new efficient projection-free algorithms for Online Convex Optimization (OCO). Online Gradient Descent (OGD) is an example of a classical OCO algorithm that guarantees the optimal $O(\sqrt{T})$ regret bound.…

Privacy preservation is becoming an increasingly important issue in data mining and machine learning. In this paper, we consider the privacy preserving features of distributed subgradient optimization algorithms. We first show that a…

We provide the first $\widetilde{\mathcal{O}}\left(d\right)$-sample algorithm for sampling from unbounded Gaussian distributions under the constraint of $\left(\varepsilon, \delta\right)$-differential privacy. This is a quadratic…

For the model of constrained multi-armed bandit, we show that by construction there exists an index-based deterministic asymptotically optimal algorithm. The optimality is achieved by the convergence of the probability of choosing an…

Stochastic zeroth-order (SZO), or gradient-free, optimization allows to optimize arbitrary functions by relying only on function evaluations under parameter perturbations, however, the iteration complexity of SZO methods suffers a factor…

We revisit the standard perturbation-based approach of Abernethy et al. (2008) in the context of unconstrained Bandit Linear Optimization (uBLO). We show the surprising result that in the unconstrained setting, this approach effectively…

Linear programming is a fundamental tool in a wide range of decision systems. However, without privacy protections, sharing the solution to a linear program may reveal information about the underlying data used to formulate it, which may be…

We study differentially private (DP) algorithms for stochastic non-convex optimization. In this problem, the goal is to minimize the population loss over a $p$-dimensional space given $n$ i.i.d. samples drawn from a distribution. We improve…