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We develop simple differentially private optimization algorithms that move along directions of (expected) descent to find an approximate second-order solution for nonconvex ERM. We use line search, mini-batching, and a two-phase strategy to…

Machine Learning · Computer Science 2023-06-12 Changyu Gao , Stephen J. Wright

In this paper, we focus our attention on private Empirical Risk Minimization (ERM), which is one of the most commonly used data analysis method. We take the first step towards solving the above problem by theoretically exploring the effect…

Cryptography and Security · Computer Science 2022-06-09 Yuzhe Li , Yong Liu , Bo Li , Weiping Wang , Nan Liu

Discrete energy minimization is widely-used in computer vision and machine learning for problems such as MAP inference in graphical models. The problem, in general, is notoriously intractable, and finding the global optimal solution is…

Computer Vision and Pattern Recognition · Computer Science 2016-08-01 Mengtian Li , Alexander Shekhovtsov , Daniel Huber

Differential privacy (DP) ensures that training a machine learning model does not leak private data. In practice, we may have access to auxiliary public data that is free of privacy concerns. In this work, we assume access to a given amount…

Machine Learning · Computer Science 2024-09-11 Andrew Lowy , Zeman Li , Tianjian Huang , Meisam Razaviyayn

Deep networks are successfully used as classification models yielding state-of-the-art results when trained on a large number of labeled samples. These models, however, are usually much less suited for semi-supervised problems because of…

Machine Learning · Computer Science 2018-12-05 Elad Hoffer , Nir Ailon

In partial multi-label learning (PML), the true labels are unobserved, which makes label disambiguation important but difficult. A key challenge is that ambiguous candidate labels can propagate errors into downstream tasks such as feature…

Machine Learning · Computer Science 2026-02-05 Hanlin Pan , Yuhao Tang , Wanfu Gao

This paper establishes bounds on the predictive performance of empirical risk minimization for principal component regression. Our analysis is nonparametric, in the sense that the relation between the prediction target and the predictors is…

Econometrics · Economics 2024-09-18 Christian Brownlees , Guðmundur Stefán Guðmundsson , Yaping Wang

We study differentially private stochastic optimization in convex and non-convex settings. For the convex case, we focus on the family of non-smooth generalized linear losses (GLLs). Our algorithm for the $\ell_2$ setting achieves optimal…

Machine Learning · Computer Science 2021-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…

Machine Learning · Computer Science 2021-01-06 Jaeho Lee , Maxim Raginsky

We analyze the local Rademacher complexity of empirical risk minimization (ERM)-based multi-label learning algorithms, and in doing so propose a new algorithm for multi-label learning. Rather than using the trace norm to regularize the…

Machine Learning · Statistics 2014-10-28 Chang Xu , Tongliang Liu , Dacheng Tao , Chao Xu

In structured output learning, obtaining labelled data for real-world applications is usually costly, while unlabelled examples are available in abundance. Semi-supervised structured classification has been developed to handle large amounts…

Machine Learning · Computer Science 2013-11-12 P. Balamurugan , Shirish Shevade , Sundararajan Sellamanickam

We consider differentially private approximate singular vector computation. Known worst-case lower bounds show that the error of any differentially private algorithm must scale polynomially with the dimension of the singular vector. We are…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth

In this paper, we revisit the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) in Euclidean and general $\ell_p^d$ spaces. Specifically, we focus on three settings that are still far from well understood: (1) DP-SCO…

Machine Learning · Computer Science 2023-04-03 Jinyan Su , Changhong Zhao , Di Wang

Optimizing risk-averse objectives in discounted MDPs is challenging because most models do not admit direct dynamic programming equations and require complex history-dependent policies. In this paper, we show that the risk-averse {\em total…

Machine Learning · Computer Science 2025-07-15 Xihong Su , Julien Grand-Clément , Marek Petrik

The problem of learning threshold functions is a fundamental one in machine learning. Classical learning theory implies sample complexity of $O(\xi^{-1} \log(1/\beta))$ (for generalization error $\xi$ with confidence $1-\beta$). The private…

Machine Learning · Computer Science 2022-11-14 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Uri Stemmer

Recently, invariant risk minimization (IRM) was proposed as a promising solution to address out-of-distribution (OOD) generalization. However, it is unclear when IRM should be preferred over the widely-employed empirical risk minimization…

Machine Learning · Computer Science 2022-08-22 Kartik Ahuja , Jun Wang , Amit Dhurandhar , Karthikeyan Shanmugam , Kush R. Varshney

Empirical risk minimization is the main tool for prediction problems, but its extension to relational data remains unsolved. We solve this problem using recent ideas from graph sampling theory to (i) define an empirical risk for relational…

Machine Learning · Statistics 2019-02-25 Victor Veitch , Morgane Austern , Wenda Zhou , David M. Blei , Peter Orbanz

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

As the volume of data continues to expand, it becomes increasingly common for data to be aggregated from multiple sources. Leveraging multiple sources for model training typically achieves better predictive performance on test datasets.…

Methodology · Statistics 2025-03-05 Congbin Xu , Chengde Qian , Zhaojun Wang , Changliang Zou