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Related papers: Private Convex Optimization in General Norms

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In this brief, we present an enhanced privacy-preserving distributed estimation algorithm, referred to as the ``Double-Private Algorithm," which combines the principles of both differential privacy (DP) and cryptography. The proposed…

Signal Processing · Electrical Eng. & Systems 2024-03-19 Mehdi Korki , Fatemehsadat Hosseiniamin , Hadi Zayyani , Mehdi Bekrani

This paper studies high-order evaluation complexity for partially separable convexly-constrained optimization involving non-Lipschitzian group sparsity terms in a nonconvex objective function. We propose a partially separable adaptive…

Optimization and Control · Mathematics 2019-03-01 X. Chen , Ph. L. Toint

Recently there were proposed some innovative convex optimization concepts, namely, relative smoothness [1] and relative strong convexity [2,3]. These approaches have significantly expanded the class of applicability of gradient-type methods…

Optimization and Control · Mathematics 2024-04-19 Fedor Stonyakin , Alexander Titov , Mohammad Alkousa , Oleg Savchuk , Alexander Gasnikov

We consider the class of convex minimization problems, composed of a self-concordant function, such as the $\log\det$ metric, a convex data fidelity term $h(\cdot)$ and, a regularizing -- possibly non-smooth -- function $g(\cdot)$. This…

Machine Learning · Statistics 2014-05-14 Anastasios Kyrillidis , Rabeeh Karimi Mahabadi , Quoc Tran-Dinh , Volkan Cevher

We consider linear prediction with a convex Lipschitz loss, or more generally, stochastic convex optimization problems of generalized linear form, i.e.~where each instantaneous loss is a scalar convex function of a linear function. We show…

Machine Learning · Computer Science 2022-11-01 Idan Amir , Roi Livni , Nathan Srebro

We study the fundamental task of estimating the median of an underlying distribution from a finite number of samples, under pure differential privacy constraints. We focus on distributions satisfying the minimal assumption that they have a…

Statistics Theory · Mathematics 2020-11-13 Christos Tzamos , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ilias Zadik

We revisit the well-studied problem of differentially private empirical risk minimization (ERM). We show that for unconstrained convex generalized linear models (GLMs), one can obtain an excess empirical risk of $\tilde…

Cryptography and Security · Computer Science 2021-03-04 Shuang Song , Thomas Steinke , Om Thakkar , Abhradeep Thakurta

Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The…

Computation · Statistics 2012-01-18 Hua Zhou , Yichao Wu

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

We propose a unified optimization framework for designing continuous and discrete noise distributions that ensure differential privacy (DP) by minimizing R\'enyi DP, a variant of DP, under a cost constraint. R\'enyi DP has the advantage…

Information Theory · Computer Science 2025-06-10 Atefeh Gilani , Juan Felipe Gomez , Shahab Asoodeh , Flavio P. Calmon , Oliver Kosut , Lalitha Sankar

A wide variety of fundamental data analyses in machine learning, such as linear and logistic regression, require minimizing a convex function defined by the data. Since the data may contain sensitive information about individuals, and these…

Data Structures and Algorithms · Computer Science 2015-03-17 Jonathan Ullman

Assessment of disclosure risk is of paramount importance in the research and applications of data privacy techniques. The concept of differential privacy (DP) formalizes privacy in probabilistic terms and provides a robust concept for…

Statistics Theory · Mathematics 2020-07-01 Fang Liu

We study the problem of differentially private optimization with linear constraints when the right-hand-side of the constraints depends on private data. This type of problem appears in many applications, especially resource allocation.…

Machine Learning · Computer Science 2020-11-05 Andrés Muñoz Medina , Umar Syed , Sergei Vassilvitskii , Ellen Vitercik

Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…

Optimization and Control · Mathematics 2025-11-03 Yuhao Zhou , Jintao Xu , Bingrui Li , Chenglong Bao , Chao Ding , Jun Zhu

Determining the John ellipsoid - the largest volume ellipsoid contained within a convex polytope - is a fundamental problem with applications in machine learning, optimization, and data analytics. Recent work has developed fast algorithms…

Data Structures and Algorithms · Computer Science 2025-02-24 Xiaoyu Li , Yingyu Liang , Zhenmei Shi , Zhao Song , Junwei Yu

Exploiting higher-order derivatives in convex optimization is known at least since 1970's. In each iteration higher-order (also called tensor) methods minimize a regularized Taylor expansion of the objective function, which leads to faster…

Optimization and Control · Mathematics 2024-03-13 Dmitry Kamzolov , Alexander Gasnikov , Pavel Dvurechensky , Artem Agafonov , Martin Takáč

To reduce the communication cost of differential privacy mechanisms, we introduce a novel construction, called Poisson private representation (PPR), designed to compress and simulate any local randomizer while ensuring local differential…

Cryptography and Security · Computer Science 2024-11-12 Yanxiao Liu , Wei-Ning Chen , Ayfer Özgür , Cheuk Ting Li

In this paper, we investigate the differentially private estimation of data depth functions and their associated medians. We introduce several methods for privatizing depth values at a fixed point, and show that for some depth functions,…

Statistics Theory · Mathematics 2021-04-09 Kelly Ramsay , Shoja'eddin Chenouri

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

Optimization and Control · Mathematics 2017-02-01 Alp Yurtsever , Bang Cong Vu , Volkan Cevher

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