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LASSO regularized logistic regression is particularly useful for its built-in feature selection, allowing coefficients to be removed from deployment and producing sparse solutions. Differentially private versions of LASSO logistic…

Machine Learning · Computer Science 2023-05-02 Amol Khanna , Fred Lu , Edward Raff , Brian Testa

We propose a variant of the Frank-Wolfe algorithm for solving a class of sparse/low-rank optimization problems. Our formulation includes Elastic Net, regularized SVMs and phase retrieval as special cases. The proposed Primal-Dual Block…

Machine Learning · Computer Science 2019-06-07 Qi Lei , Jiacheng Zhuo , Constantine Caramanis , Inderjit S. Dhillon , Alexandros G. Dimakis

This work proposes a new algorithm for training a re-weighted L2 Support Vector Machine (SVM), inspired on the re-weighted Lasso algorithm of Cand\`es et al. and on the equivalence between Lasso and SVM shown recently by Jaggi. In…

Machine Learning · Computer Science 2018-04-16 Carlos M. Alaíz , Johan A. K. Suykens

We propose a fast and scalable Polyatomic Frank-Wolfe (P-FW) algorithm for the resolution of high-dimensional LASSO regression problems. The latter improves upon traditional Frank-Wolfe methods by considering generalized greedy steps with…

Signal Processing · Electrical Eng. & Systems 2022-03-03 Adrian Jarret , Julien Fageot , Matthieu Simeoni

Differential privacy is concerned about the prediction quality while measuring the privacy impact on individuals whose information is contained in the data. We consider differentially private risk minimization problems with regularizers…

Machine Learning · Computer Science 2019-05-14 K S Sesh Kumar , Marc Peter Deisenroth

In recent years, privacy-preserving machine learning algorithms have attracted increasing attention because of their important applications in many scientific fields. However, in the literature, most privacy-preserving algorithms demand…

Machine Learning · Statistics 2024-01-03 Weidong Liu , Xiaojun Mao , Xiaofei Zhang , Xin Zhang

Leveraging transfer learning has recently been shown to be an effective strategy for training large models with Differential Privacy (DP). Moreover, somewhat surprisingly, recent works have found that privately training just the last layer…

Machine Learning · Computer Science 2022-11-28 Harsh Mehta , Walid Krichene , Abhradeep Thakurta , Alexey Kurakin , Ashok Cutkosky

The eligibility of various advanced quantum algorithms will be questioned if they can not guarantee privacy. To fill this knowledge gap, here we devise an efficient quantum differentially private (QDP) Lasso estimator to solve sparse…

Quantum Physics · Physics 2022-05-31 Yuxuan Du , Min-Hsiu Hsieh , Tongliang Liu , Shan You , Dacheng Tao

The Frank-Wolfe algorithm is a popular method in structurally constrained machine learning applications, due to its fast per-iteration complexity. However, one major limitation of the method is a slow rate of convergence that is difficult…

Optimization and Control · Mathematics 2023-04-14 Zhaoyue Chen , Yifan Sun

Frank-Wolfe (FW) algorithms have been often proposed over the last few years as efficient solvers for a variety of optimization problems arising in the field of Machine Learning. The ability to work with cheap projection-free iterations and…

Machine Learning · Statistics 2015-10-27 Emanuele Frandi , Ricardo Nanculef , Stefano Lodi , Claudio Sartori , Johan A. K. Suykens

Similarity and metric learning provides a principled approach to construct a task-specific similarity from weakly supervised data. However, these methods are subject to the curse of dimensionality: as the number of features grows large,…

Machine Learning · Statistics 2019-09-10 Kuan Liu , Aurélien Bellet

In this paper, we study the problem of speeding up a type of optimization algorithms called Frank-Wolfe, a conditional gradient method. We develop and employ two novel inner product search data structures, improving the prior fastest…

Data Structures and Algorithms · Computer Science 2022-07-20 Zhao Song , Zhaozhuo Xu , Yuanyuan Yang , Lichen Zhang

This article introduces differentially private log-location-scale (DP-LLS) regression models, which incorporate differential privacy into LLS regression through the functional mechanism. The proposed models are established by injecting…

Machine Learning · Statistics 2024-04-16 Jiewen Sheng , Xiaolei Fang

In this paper, we revisit the problem of sparse linear regression in the local differential privacy (LDP) model. Existing research in the non-interactive and sequentially local models has focused on obtaining the lower bounds for the case…

Machine Learning · Computer Science 2023-10-12 Liyang Zhu , Meng Ding , Vaneet Aggarwal , Jinhui Xu , Di Wang

Leveraging information from public data has become increasingly crucial in enhancing the utility of differentially private (DP) methods. Traditional DP approaches often require adding noise based solely on private data, which can…

Machine Learning · Computer Science 2025-08-26 Zilong Cao , Hai Zhang

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

Machine Learning · Computer Science 2017-09-15 Elad Hazan , Haipeng Luo

We analyze two novel randomized variants of the Frank-Wolfe (FW) or conditional gradient algorithm. While classical FW algorithms require solving a linear minimization problem over the domain at each iteration, the proposed method only…

Optimization and Control · Mathematics 2018-03-21 Thomas Kerdreux , Fabian Pedregosa , Alexandre d'Aspremont

We propose a novel and efficient training method for RNNs by iteratively seeking a local minima on the loss surface within a small region, and leverage this directional vector for the update, in an outer-loop. We propose to utilize the…

Machine Learning · Computer Science 2020-10-16 Yun Yue , Ming Li , Venkatesh Saligrama , Ziming Zhang

The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…

Optimization and Control · Mathematics 2019-06-11 Paul Grigas , Alfonso Lobos , Nathan Vermeersch

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
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