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We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private…

Machine Learning · Computer Science 2025-02-25 Hilal Asi , Tomer Koren , Daogao Liu , Kunal Talwar

Differentially private (DP) stochastic convex optimization (SCO) is ubiquitous in trustworthy machine learning algorithm design. This paper studies the DP-SCO problem with streaming data sampled from a distribution and arrives sequentially.…

Machine Learning · Computer Science 2022-06-17 Yuxuan Han , Zhicong Liang , Zhipeng Liang , Yang Wang , Yuan Yao , Jiheng Zhang

Finding efficient, easily implementable differentially private (DP) algorithms that offer strong excess risk bounds is an important problem in modern machine learning. To date, most work has focused on private empirical risk minimization…

Machine Learning · Computer Science 2024-09-23 Andrew Lowy , Meisam Razaviyayn

We study differentially private stochastic convex optimization (DP-SCO) under user-level privacy, where each user may hold multiple data items. Existing work for user-level DP-SCO either requires super-polynomial runtime [Ghazi et al.…

Machine Learning · Computer Science 2023-11-08 Hilal Asi , Daogao Liu

We introduce a new mechanism for stochastic convex optimization (SCO) with user-level differential privacy guarantees. The convergence rates of this mechanism are similar to those in the prior work of Levy et al. (2021); Narayanan et al.…

Machine Learning · Computer Science 2023-05-09 Badih Ghazi , Pritish Kamath , Ravi Kumar , Raghu Meka , Pasin Manurangsi , Chiyuan Zhang

In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d. generated at each…

Optimization and Control · Mathematics 2017-08-15 Hao Yu , Michael J. Neely , Xiaohan Wei

We study differentially private (DP) algorithms for stochastic convex optimization (SCO). In this problem the goal is to approximately minimize the population loss given i.i.d. samples from a distribution over convex and Lipschitz loss…

Machine Learning · Computer Science 2019-08-28 Raef Bassily , Vitaly Feldman , Kunal Talwar , Abhradeep Thakurta

In this paper, we consider the problem of designing Differentially Private (DP) algorithms for Stochastic Convex Optimization (SCO) on heavy-tailed data. The irregularity of such data violates some key assumptions used in almost all…

Machine Learning · Computer Science 2020-10-22 Di Wang , Hanshen Xiao , Srini Devadas , Jinhui Xu

We study private stochastic convex optimization (SCO) under user-level differential privacy (DP) constraints. In this setting, there are $n$ users (e.g., cell phones), each possessing $m$ data items (e.g., text messages), and we need to…

Machine Learning · Computer Science 2024-10-25 Andrew Lowy , Daogao Liu , Hilal Asi

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

We study the problem of Stochastic Convex Optimization (SCO) under the constraint of local Label Differential Privacy (L-LDP). In this setting, the features are considered public, but the corresponding labels are sensitive and must be…

Data Structures and Algorithms · Computer Science 2026-05-12 Lynn Chua , Badih Ghazi , Ravi Kumar , Pasin Manurangsi , Ziteng Sun , Chiyuan Zhang

We investigate decentralized online convex optimization (D-OCO), in which a set of local learners are required to minimize a sequence of global loss functions using only local computations and communications. Previous studies have…

Machine Learning · Computer Science 2024-12-12 Yuanyu Wan , Tong Wei , Bo Xue , Mingli Song , Lijun Zhang

In this paper, we consider the problem of preserving privacy in the online learning setting. We study the problem in the online convex programming (OCP) framework---a popular online learning setting with several interesting theoretical and…

Machine Learning · Computer Science 2015-03-19 Prateek Jain , Pravesh Kothari , Abhradeep Thakurta

This paper considers distributed optimization (DO) where multiple agents cooperate to minimize a global objective function, expressed as a sum of local objectives, subject to some constraints. In DO, each agent iteratively solves a local…

Optimization and Control · Mathematics 2023-03-01 Minseok Ryu , Kibaek Kim

We investigate the distributed online nonconvex optimization problem with differential privacy over time-varying networks. Each node minimizes the sum of several nonconvex functions while preserving the node's differential privacy. We…

Systems and Control · Electrical Eng. & Systems 2025-01-09 Yingjie Zhou , Tao Li

We develop a new reduction that converts any online convex optimization algorithm suffering $O(\sqrt{T})$ regret into an $\epsilon$-differentially private stochastic convex optimization algorithm with the optimal convergence rate $\tilde…

Machine Learning · Computer Science 2022-10-14 Qinzi Zhang , Hoang Tran , Ashok Cutkosky

In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…

Optimization and Control · Mathematics 2023-01-18 Pedro Zattoni Scroccaro , Arman Sharifi Kolarijani , Peyman Mohajerin Esfahani

We consider the problem of differentially private stochastic convex optimization (DP-SCO) in a distributed setting with $M$ clients, where each of them has a local dataset of $N$ i.i.d. data samples from an underlying data distribution. The…

Machine Learning · Computer Science 2025-01-07 Sudeep Salgia , Nikola Pavlovic , Yuejie Chi , Qing Zhao

In the era of the big data, we create and collect lots of data from all different kinds of sources: the Internet, the sensors, the consumer market, and so on. Many of the data are coming sequentially, and would like to be processed and…

Machine Learning · Computer Science 2020-10-01 Jianjun Yuan
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