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In this paper, we propose a practical online method for solving a class of distributionally robust optimization (DRO) with non-convex objectives, which has important applications in machine learning for improving the robustness of neural…

Machine Learning · Computer Science 2021-11-15 Qi Qi , Zhishuai Guo , Yi Xu , Rong Jin , Tianbao Yang

We study convex optimization problems under differential privacy (DP). With heavy-tailed gradients, existing works achieve suboptimal rates. The main obstacle is that existing gradient estimators have suboptimal tail properties, resulting…

Machine Learning · Computer Science 2024-08-20 Puning Zhao , Jiafei Wu , Zhe Liu , Chong Wang , Rongfei Fan , Qingming Li

We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…

Machine Learning · Computer Science 2024-01-09 Tareq Si Salem , Gözde Özcan , Iasonas Nikolaou , Evimaria Terzi , Stratis Ioannidis

We study the relationship between two desiderata of algorithms in statistical inference and machine learning: differential privacy and robustness to adversarial data corruptions. Their conceptual similarity was first observed by Dwork and…

Machine Learning · Computer Science 2023-02-06 Hilal Asi , Jonathan Ullman , Lydia Zakynthinou

Distributed online stochastic optimization has received extensive attention in large-scale distributed learning and other related fields due to its unique advantage in processing streaming data. However, information exchange through the…

Optimization and Control · Mathematics 2026-05-29 Zhiguo Zhang , Cheng Kui , Qian Ma , Dongrui Wu

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

This article establishes a method to answer a finite set of linear queries on a given dataset while ensuring differential privacy. To achieve this, we formulate the corresponding task as a saddle-point problem, i.e. an optimization problem…

Methodology · Statistics 2024-11-05 Giorgio Micali , Clement Lezane , Annika Betken

Differentially private (DP) linear regression has received significant attention in the recent theoretical literature, with several approaches proposed to improve error rates. Our work considers the popular high-dimensional regime with…

Machine Learning · Statistics 2026-04-28 Simone Bombari , Jialei Luo , Inbar Seroussi , Marco Mondelli

In distributed optimization and iterative consensus literature, a standard problem is for $N$ agents to minimize a function $f$ over a subset of Euclidean space, where the cost function is expressed as a sum $\sum f_i$. In this paper, we…

Cryptography and Security · Computer Science 2014-01-14 Zhenqi Huang , Sayan Mitra , Nitin Vaidya

We consider the problem of minimizing a convex risk with stochastic subgradients guaranteeing $\epsilon$-locally differentially private ($\epsilon$-LDP). While it has been shown that stochastic optimization is possible with $\epsilon$-LDP…

Machine Learning · Computer Science 2019-11-22 Kwang-Sung Jun , Francesco Orabona

We give an algorithmic framework for minimizing general convex objectives (that are differentiable and monotone non-decreasing) over a set of covering constraints that arrive online. This substantially extends previous work on online…

Data Structures and Algorithms · Computer Science 2014-12-12 Yossi Azar , Ilan Reuven Cohen , Debmalya Panigrahi

We study Online Convex Optimization with adversarial constraints (COCO). At each round a learner selects an action from a convex decision set and then an adversary reveals a convex cost and a convex constraint function. The goal of the…

Machine Learning · Computer Science 2025-11-17 Abhishek Sinha , Rahul Vaze

Differential privacy (DP) is a widely used notion for reasoning about privacy when publishing aggregate data. In this paper, we observe that certain DP mechanisms are amenable to a posteriori privacy analysis that exploits the fact that…

Cryptography and Security · Computer Science 2023-06-21 Valentin Hartmann , Vincent Bindschaedler , Alexander Bentkamp , Robert West

We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…

Machine Learning · Computer Science 2024-03-25 Aadirupa Saha , Hilal Asi

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

Differentially Private algorithms often need to select the best amongst many candidate options. Classical works on this selection problem require that the candidates' goodness, measured as a real-valued score function, does not change by…

Data Structures and Algorithms · Computer Science 2018-11-21 Jingcheng Liu , Kunal Talwar

We study differentially private (DP) stochastic optimization (SO) with loss functions whose worst-case Lipschitz parameter over all data may be extremely large or infinite. To date, the vast majority of work on DP SO assumes that the loss…

Machine Learning · Computer Science 2024-10-01 Andrew Lowy , Meisam Razaviyayn

Training with differential privacy (DP) provides a guarantee to members in a dataset that they cannot be identified by users of the released model. However, those data providers, and, in general, the public, lack methods to efficiently…

Machine Learning · Computer Science 2025-12-04 Zoë Ruha Bell , Anvith Thudi , Olive Franzese-McLaughlin , Nicolas Papernot , Shafi Goldwasser

Convex programming with linear constraints plays an important role in the operation of a number of everyday systems. However, absent any additional protections, revealing or acting on the solutions to such problems may reveal information…

Optimization and Control · Mathematics 2024-09-16 Alexander Benvenuti , Brendan Bialy , Miriam Dennis , Matthew Hale

We study the sample complexity of differentially private optimization of quasi-concave functions. For a fixed input domain $\mathcal{X}$, Cohen et al. (STOC 2023) proved that any generic private optimizer for low sensitive quasi-concave…

Cryptography and Security · Computer Science 2025-04-29 Kobbi Nissim , Eliad Tsfadia , Chao Yan