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In this paper, we use differential privacy as a lens to examine online learning in both full and partial information settings. The differential privacy framework is, at heart, less about privacy and more about algorithmic stability, and…

Machine Learning · Computer Science 2019-10-30 Jacob Abernethy , Young Hun Jung , Chansoo Lee , Audra McMillan , Ambuj Tewari

Real-time data-driven optimization and control problems over networks may require sensitive information of participating users to calculate solutions and decision variables, such as in traffic or energy systems. Adversaries with access to…

Optimization and Control · Mathematics 2020-05-25 Roel Dobbe , Ye Pu , Jingge Zhu , Kannan Ramchandran , Claire Tomlin

In this paper, we investigate the problem of differentially private distributed optimization. Recognizing that lower sensitivity leads to higher accuracy, we analyze the key factors influencing the sensitivity of differentially private…

Optimization and Control · Mathematics 2026-01-05 Furan Xie , Bing Liu , Li Chai

Online convex optimization (OCO) is a powerful tool for learning sequential data, making it ideal for high precision control applications where the disturbances are arbitrary and unknown in advance. However, the ability of OCO-based…

Systems and Control · Electrical Eng. & Systems 2024-05-14 Joyce Lai , Peter Seiler

This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the…

Optimization and Control · Mathematics 2023-06-02 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Yiguang Hong , Tianyou Chai , Karl H. Johansson

In this work we consider the problem of online submodular maximization under a cardinality constraint with differential privacy (DP). A stream of $T$ submodular functions over a common finite ground set $U$ arrives online, and at each…

Machine Learning · Computer Science 2020-10-27 Sebastian Perez-Salazar , Rachel Cummings

A well-studied generalization of the standard online convex optimization (OCO) is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the learner…

Machine Learning · Computer Science 2024-05-16 Abhishek Sinha , Rahul Vaze

Convex optimization finds many real-life applications, where--optimized on real data--optimization results may expose private data attributes (e.g., individual health records, commercial information), thus leading to privacy breaches. To…

Optimization and Control · Mathematics 2024-06-25 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Pierre Pinson , Jalal Kazempour

This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…

Optimization and Control · Mathematics 2024-04-26 Yankai Lin , Iman Shames , Dragan Nešić

We study the problem of solving linear programs of the form $Ax\le b$, $x\ge0$ with differential privacy. For homogeneous LPs $Ax\ge0$, we give an efficient $(\epsilon,\delta)$-differentially private algorithm which with probability at…

Data Structures and Algorithms · Computer Science 2025-07-16 Alina Ene , Huy Le Nguyen , Ta Duy Nguyen , Adrian Vladu

We study stochastic convex optimization (SCO) with heavy-tailed gradients under pure $\varepsilon$-differential privacy (DP). Instead of assuming a bound on the worst-case Lipschitz parameter of the loss, we assume only a bounded $k$-th…

Machine Learning · Computer Science 2026-05-06 Andrew Lowy

Temporal difference (TD) learning is a widely used method to evaluate policies in reinforcement learning. While many TD learning methods have been developed in recent years, little attention has been paid to preserving privacy and most of…

Machine Learning · Computer Science 2022-01-26 Canzhe Zhao , Yanjie Ze , Jing Dong , Baoxiang Wang , Shuai Li

We show that convex-concave Lipschitz stochastic saddle point problems (also known as stochastic minimax optimization) can be solved under the constraint of $(\epsilon,\delta)$-differential privacy with \emph{strong (primal-dual) gap} rate…

Machine Learning · Computer Science 2023-06-30 Raef Bassily , Cristóbal Guzmán , Michael Menart

In this paper, we revisit the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) and provide excess population risks for some special classes of functions that are faster than the previous results of general convex…

Machine Learning · Computer Science 2022-01-19 Jinyan Su , Lijie Hu , Di Wang

In this paper, we investigate one of the most fundamental nonconvex learning problems, ReLU regression, in the Differential Privacy (DP) model. Previous studies on private ReLU regression heavily rely on stringent assumptions, such as…

Machine Learning · Computer Science 2025-06-11 Meng Ding , Mingxi Lei , Shaowei Wang , Tianhang Zheng , Di Wang , Jinhui Xu

We study stochastic convex optimization with heavy-tailed data under the constraint of differential privacy (DP). Most prior work on this problem is restricted to the case where the loss function is Lipschitz. Instead, as introduced by…

Machine Learning · Computer Science 2022-11-02 Gautam Kamath , Xingtu Liu , Huanyu Zhang

Distributed online learning is gaining increased traction due to its unique ability to process large-scale datasets and streaming data. To address the growing public awareness and concern on privacy protection, plenty of algorithms have…

Machine Learning · Computer Science 2024-08-27 Ziqin Chen , Yongqiang Wang

We investigate the problem of online convex optimization with unknown delays, in which the feedback of a decision arrives with an arbitrary delay. Previous studies have presented a delayed variant of online gradient descent (OGD), and…

Machine Learning · Computer Science 2021-03-23 Yuanyu Wan , Wei-Wei Tu , Lijun Zhang

Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…

Machine Learning · Computer Science 2023-07-03 Hilal Asi , Vitaly Feldman , Tomer Koren , Kunal Talwar

Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…

Optimization and Control · Mathematics 2015-02-06 Reza Eghbali , Jon Swenson , Maryam Fazel
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