Related papers: On Convex Optimization with Semi-Sensitive Feature…

It is well known that Empirical Risk Minimization (ERM) may attain minimax suboptimal rates in terms of the mean squared error (Birg\'e and Massart, 1993). In this paper, we prove that, under relatively mild assumptions, the suboptimality…

We address the problem of minimizing a class of energy functions consisting of data and smoothness terms that commonly occur in machine learning, computer vision, and pattern recognition. While discrete optimization methods are able to give…

Due to the high human cost of annotation, it is non-trivial to curate a large-scale medical dataset that is fully labeled for all classes of interest. Instead, it would be convenient to collect multiple small partially labeled datasets from…

We study model personalization under user-level differential privacy (DP) in the shared representation framework. In this problem, there are $n$ users whose data is statistically heterogeneous, and their optimal parameters share an unknown…

We study risk-sensitive reinforcement learning in finite discounted MDPs with recursive entropic risk measures (ERM), where the risk parameter $\beta \neq 0$ controls the agent's risk attitude: $\beta>0$ for risk-averse and $\beta<0$ for…

Deep learning has achieved remarkable success in medical image classification. However, its clinical application is often hindered by data heterogeneity caused by variations in scanner vendors, imaging protocols, and operators. Approaches…

This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…

The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $\sigma$-finite measure, and not necessarily a probability measure. Under this…

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…

We study differentially private (DP) algorithms for smooth stochastic minimax optimization, with stochastic minimization as a byproduct. The holy grail of these settings is to guarantee the optimal trade-off between the privacy and the…

Pseudo-labeling is a commonly used paradigm in semi-supervised learning, yet its application to semi-supervised regression (SSR) remains relatively under-explored. Unlike classification, where pseudo-labels are discrete and confidence-based…

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

In this paper, we consider efficient differentially private empirical risk minimization from the viewpoint of optimization algorithms. For strongly convex and smooth objectives, we prove that gradient descent with output perturbation not…

Overparameterization is shown to result in poor test accuracy on rare subgroups under a variety of settings where subgroup information is known. To gain a more complete picture, we consider the case where subgroup information is unknown. We…

Empirical risk minimization (ERM) is ubiquitous in machine learning and underlies most supervised learning methods. While there has been a large body of work on algorithms for various ERM problems, the exact computational complexity of ERM…

The challenge of producing accurate statistics while respecting the privacy of the individuals in a sample is an important area of research. We study minimax lower bounds for classes of differentially private estimators. In particular, we…

Privacy concerns with sensitive data are receiving increasing attention. In this paper, we study local differential privacy (LDP) in interactive decentralized optimization. By constructing random local aggregators, we propose a framework to…

This study explores the robustness of learning by symmetric loss on private data. Specifically, we leverage exponential mechanism (EM) on private labels. First, we theoretically re-discussed properties of EM when it is used for private…

Minimax problems have achieved success in machine learning such as adversarial training, robust optimization, reinforcement learning. For theoretical analysis, current optimal excess risk bounds, which are composed by generalization error…

Consider the empirical risk minimization (ERM) problem, which is stated as follows. Let $K_1, \dots, K_m$ be compact convex sets with $K_i \subseteq \mathbb{R}^{n_i}$ for $i \in [m]$, $n = \sum_{i=1}^m n_i$, and $n_i\le C_K$ for some…