Related papers: Private Optimal Inventory Policy Learning for Feat…
We consider the problem of empirical risk minimization given a database, using the gradient descent algorithm. We note that the function to be optimized may be non-convex, consisting of saddle points which impede the convergence of the…
With the rise of the digital economy and an explosion of available information about consumers, effective personalization of goods and services has become a core business focus for companies to improve revenues and maintain a competitive…
In the recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy due to…
Many resource allocation problems can be formulated as an optimization problem whose constraints contain sensitive information about participating users. This paper concerns solving this kind of optimization problem in a distributed manner…
Federated learning enables training machine learning models while preserving the privacy of participants. Surprisingly, there is no differentially private distributed method for smooth, non-convex optimization problems. The reason is that…
This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…
Distributed aggregative optimization underpins many cooperative optimization and multi-agent control systems, where each agent's objective function depends both on its local optimization variable and an aggregate of all agents' optimization…
In this paper, we revisit the problem of private stochastic convex optimization. We propose an algorithm based on noisy mirror descent, which achieves optimal rates both in terms of statistical complexity and number of queries to a…
Unsupervised representation learning has been extensively employed in anomaly detection, achieving impressive performance. Extracting valuable feature vectors that can remarkably improve the performance of anomaly detection are essential in…
Feature selection is the process of sieving features, in which informative features are separated from the redundant and irrelevant ones. This process plays an important role in machine learning, data mining and bioinformatics. However,…
The rapid expansion of digital commerce platforms has amplified the strategic importance of coordinated pricing and inventory management decisions among competing retailers. Motivated by practices on leading e-commerce platforms, we analyze…
In this paper, we consider a static, multi-period newsvendor model under a budget constraint. In the case where the true demand distribution is known, we develop a heuristic algorithm to solve the problem. By comparing this algorithm with…
Major advertising platforms recently increased privacy protections by limiting advertisers' access to individual-level data. Instead of providing access to granular raw data, the platforms only allow a limited number of aggregate queries to…
In this paper, we introduce a new notion of guaranteed privacy that requires that the change of the range of the corresponding inclusion function to the true function is small. In particular, leveraging mixed-monotone inclusion functions,…
We consider a data-driven newsvendor problem, where one has access to past demand data and the associated feature information. We solve the problem by estimating the target quantile function using a deep neural network (DNN). The remarkable…
The labor-intensive nature of medical data annotation presents a significant challenge for respiratory disease diagnosis, resulting in a scarcity of high-quality labeled datasets in resource-constrained settings. Moreover, patient privacy…
Differentially private (DP) mechanisms face the challenge of providing accurate results while protecting their inputs: the privacy-utility trade-off. A simple but powerful technique for DP adds noise to sensitivity-bounded query outputs to…
With the growing volume of data in society, the need for privacy protection in data analysis also rises. In particular, private selection tasks, wherein the most important information is retrieved under differential privacy are emphasized…
Noisy gradient descent and its variants are the predominant algorithms for differentially private machine learning. It is a fundamental question to quantify their privacy leakage, yet tight characterizations remain open even in the…
This paper proposes a differentially private gradient-tracking-based distributed stochastic optimization algorithm over directed graphs. In particular, privacy noises are incorporated into each agent's state and tracking variable to…