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Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Sparse variable selection improves interpretability and generalization in high-dimensional learning by selecting a small subset of informative features. Recent advances in Mixed Integer Programming (MIP) have enabled solving large-scale…

Machine Learning · Statistics 2025-10-28 Petros Prastakos , Kayhan Behdin , Rahul Mazumder

Differentially Private Stochastic Gradient Descent (DP-SGD) is a cornerstone technique for ensuring privacy in deep learning, widely used in both training from scratch and fine-tuning large-scale language models. While DP-SGD predominantly…

Cryptography and Security · Computer Science 2026-03-10 Meisam Mohammady , Qin Yang , Nicholas Stout , Ayesha Samreen , Han Wang , Christopher J Quinn , Yuan Hong

We study sparse linear regression over a network of agents, modeled as an undirected graph and no server node. The estimation of the $s$-sparse parameter is formulated as a constrained LASSO problem wherein each agent owns a subset of the…

Machine Learning · Computer Science 2024-12-30 Marie Maros , Gesualdo Scutari , Ying Sun , Guang Cheng

We propose statistically robust and computationally efficient linear learning methods in the high-dimensional batch setting, where the number of features $d$ may exceed the sample size $n$. We employ, in a generic learning setting, two…

Machine Learning · Statistics 2023-05-30 Ibrahim Merad , Stéphane Gaïffas

As the size of datasets used in statistical learning continues to grow, distributed training of models has attracted increasing attention. These methods partition the data and exploit parallelism to reduce memory and runtime, but suffer…

Machine Learning · Computer Science 2024-07-10 Fred Lu , Ryan R. Curtin , Edward Raff , Francis Ferraro , James Holt

Differentially private stochastic gradient descent (DP-SGD) has been widely adopted in deep learning to provide rigorously defined privacy, which requires gradient clipping to bound the maximum norm of individual gradients and additive…

Machine Learning · Computer Science 2023-06-29 Junyi Zhu , Matthew B. Blaschko

In this paper, we present a novel Heavy-Tailed Stochastic Policy Gradient (HT-PSG) algorithm to deal with the challenges of sparse rewards in continuous control problems. Sparse reward is common in continuous control robotics tasks such as…

Machine Learning · Computer Science 2022-06-14 Souradip Chakraborty , Amrit Singh Bedi , Alec Koppel , Pratap Tokekar , Dinesh Manocha

By ensuring differential privacy in the learning algorithms, one can rigorously mitigate the risk of large models memorizing sensitive training data. In this paper, we study two algorithms for this purpose, i.e., DP-SGD and DP-NSGD, which…

Machine Learning · Computer Science 2022-06-28 Xiaodong Yang , Huishuai Zhang , Wei Chen , Tie-Yan Liu

We study differentially private (DP) optimization algorithms for stochastic and empirical objectives which are neither smooth nor convex, and propose methods that return a Goldstein-stationary point with sample complexity bounds that…

Machine Learning · Computer Science 2025-06-10 Guy Kornowski , Daogao Liu , Kunal Talwar

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…

Machine Learning · Computer Science 2018-11-26 Yu Cheng , Ilias Diakonikolas , Rong Ge

We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…

Statistics Theory · Mathematics 2024-01-05 Shyam Narayanan

Sparse coding algorithm is an learning algorithm mainly for unsupervised feature for finding succinct, a little above high - level Representation of inputs, and it has successfully given a way for Deep learning. Our objective is to use High…

Machine Learning · Computer Science 2014-04-08 R. Vidya , Dr. G. M. Nasira , R. P. Jaia Priyankka

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang

Differential privacy (DP) is a prominent method for protecting information about individuals during data analysis. Training neural networks with differentially private stochastic gradient descent (DPSGD) influences the model's learning…

Machine Learning · Computer Science 2025-10-10 Lea Demelius , Dominik Kowald , Simone Kopeinik , Roman Kern , Andreas Trügler

Policy optimization (PO) is a cornerstone of modern reinforcement learning (RL), with diverse applications spanning robotics, healthcare, and large language model training. The increasing deployment of PO in sensitive domains, however,…

Machine Learning · Computer Science 2026-05-14 Yi He , Xingyu Zhou

Distributed online convex optimization (D-OCO) is a powerful paradigm for modeling distributed scenarios with streaming data. However, the communication cost between local learners and the central server is substantial in large-scale…

Machine Learning · Computer Science 2026-04-13 Sifan Yang , Dan-Yue Li , Lijun Zhang

In this paper, we consider the problem of differentially private (DP) algorithms for isotonic regression. For the most general problem of isotonic regression over a partially ordered set (poset) $\mathcal{X}$ and for any Lipschitz loss…

Machine Learning · Computer Science 2022-10-28 Badih Ghazi , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

Machine Learning · Computer Science 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

We study stochastic zeroth-order (ZO) optimization of smooth nonconvex objectives under heavy-tailed sample-gradient noise. This regime is motivated by empirical evidence that gradient noise in modern machine learning can violate the…

Optimization and Control · Mathematics 2026-05-19 Taha El Bakkali , El Mahdi Chayti , Qiuyi Zhang , Imane Rahali , Omar Saadi