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In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

We propose, implement, and evaluate a new algorithm for releasing answers to very large numbers of statistical queries like $k$-way marginals, subject to differential privacy. Our algorithm makes adaptive use of a continuous relaxation of…

Machine Learning · Computer Science 2021-06-24 Sergul Aydore , William Brown , Michael Kearns , Krishnaram Kenthapadi , Luca Melis , Aaron Roth , Ankit Siva

Iteratively reweighted least squares (IRLS) is a widely-used method in machine learning to estimate the parameters in the generalised linear models. In particular, IRLS for L1 minimisation under the linear model provides a closed-form…

Cryptography and Security · Computer Science 2016-05-25 Mijung Park , Max Welling

Machine learning (ML) models have been shown to leak private information from their training datasets. Differential Privacy (DP), typically implemented through the differential private stochastic gradient descent algorithm (DP-SGD), has…

Machine Learning · Computer Science 2025-02-17 Dariush Wahdany , Matthew Jagielski , Adam Dziedzic , Franziska Boenisch

The increased application of machine learning (ML) in sensitive domains requires protecting the training data through privacy frameworks, such as differential privacy (DP). DP requires to specify a uniform privacy level $\varepsilon$ that…

Machine Learning · Computer Science 2024-01-31 Krishna Acharya , Franziska Boenisch , Rakshit Naidu , Juba Ziani

Preserving the privacy of preferences (or rewards) of a sequential decision-making agent when decisions are observable is crucial in many physical and cybersecurity domains. For instance, in wildlife monitoring, agents must allocate…

Artificial Intelligence · Computer Science 2024-07-16 Shashank Reddy Chirra , Pradeep Varakantham , Praveen Paruchuri

We study the problem of system identification and adaptive control in partially observable linear dynamical systems. Adaptive and closed-loop system identification is a challenging problem due to correlations introduced in data collection.…

Machine Learning · Computer Science 2020-06-25 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

Machine learning models are increasingly utilized across impactful domains to predict individual outcomes. As such, many models provide algorithmic recourse to individuals who receive negative outcomes. However, recourse can be leveraged by…

Machine Learning · Computer Science 2023-08-09 Catherine Huang , Chelse Swoopes , Christina Xiao , Jiaqi Ma , Himabindu Lakkaraju

Motivated by the increasing deployment of reinforcement learning in the real world, involving a large consumption of personal data, we introduce a differentially private (DP) policy gradient algorithm. We show that, in this setting, the…

Machine Learning · Computer Science 2025-02-03 Alexandre Rio , Merwan Barlier , Igor Colin

Recently, offline reinforcement learning (RL) has become a popular RL paradigm. In offline RL, data providers share pre-collected datasets -- either as individual transitions or sequences of transitions forming trajectories -- to enable the…

Cryptography and Security · Computer Science 2025-12-17 Chen Gong , Zheng Liu , Kecen Li , Tianhao Wang

Performance of adaptive control policies is assessed through the regret with respect to the optimal regulator, which reflects the increase in the operating cost due to uncertainty about the dynamics parameters. However, available results in…

Systems and Control · Computer Science 2020-03-24 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

In this paper, we study the stochastic linear bandit problem under the additional requirements of differential privacy, robustness and batched observations. In particular, we assume an adversary randomly chooses a constant fraction of the…

Machine Learning · Computer Science 2023-04-25 Vasileios Charisopoulos , Hossein Esfandiari , Vahab Mirrokni

Linear $L_1$-regularized models have remained one of the simplest and most effective tools in data science. Over the past decade, screening rules have risen in popularity as a way to eliminate features when producing the sparse regression…

Machine Learning · Computer Science 2025-02-27 Amol Khanna , Fred Lu , Edward Raff

Privacy preservation has become a critical concern in high-dimensional data analysis due to the growing prevalence of data-driven applications. Since its proposal, sliced inverse regression has emerged as a widely utilized statistical…

Machine Learning · Statistics 2025-04-08 Xintao Xia , Linjun Zhang , Zhanrui Cai

Risk-sensitive linear quadratic regulator is one of the most fundamental problems in risk-sensitive optimal control. In this paper, we study online adaptive control of risk-sensitive linear quadratic regulator in the finite horizon episodic…

Machine Learning · Computer Science 2025-02-14 Wenhao Xu , Xuefeng Gao , Xuedong He

We propose a power-controlled differentially private decentralized learning algorithm designed for a set of clients aiming to collaboratively train a common learning model. The network is characterized by a row-stochastic adjacency matrix,…

Information Theory · Computer Science 2025-09-29 Amir Ziaeddini , Yauhen Yakimenka , Jörg Kliewer

This paper presents a differentially private algorithm for linear regression learning in a decentralized fashion. Under this algorithm, privacy budget is theoretically derived, in addition to that the solution error is shown to be bounded…

Cryptography and Security · Computer Science 2020-04-17 Yang Liu , Xiong Zhang , Shuqi Qin , Xiaoping Lei

Direct data-driven design methods for the linear quadratic regulator (LQR) mainly use offline or episodic data batches, and their online adaptation has been acknowledged as an open problem. In this paper, we propose a direct adaptive method…

Optimization and Control · Mathematics 2024-10-07 Feiran Zhao , Florian Dörfler , Alessandro Chiuso , Keyou You

Security concerns in large-scale networked environments are becoming increasingly critical. To further improve the algorithm security from the design perspective of decentralized optimization algorithms, we introduce a new measure: Privacy…

Optimization and Control · Mathematics 2024-12-16 Luqing Wang , Luyao Guo , Shaofu Yang , Xinli Shi

Reinforcement learning (RL) is one of the most important branches of AI. Due to its capacity for self-adaption and decision-making in dynamic environments, reinforcement learning has been widely applied in multiple areas, such as…

Machine Learning · Computer Science 2023-01-03 Yunjiao Lei , Dayong Ye , Sheng Shen , Yulei Sui , Tianqing Zhu , Wanlei Zhou
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