Related papers: On Traceability in $\ell_p$ Stochastic Convex Opti…
We study the secure stochastic convex optimization problem. A learner aims to learn the optimal point of a convex function through sequentially querying a (stochastic) gradient oracle. In the meantime, there exists an adversary who aims to…
In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…
Robust optimization (RO) is a common approach to tractably obtain safeguarding solutions for optimization problems with uncertain constraints. In this paper, we study a statistical framework to integrate data into RO, based on learning a…
In supervised learning one wishes to identify a pattern present in a joint distribution $P$, of instances, label pairs, by providing a function $f$ from instances to labels that has low risk $\mathbb{E}_{P}\ell(y,f(x))$. To do so, the…
Smoothed analysis is a powerful paradigm in overcoming worst-case intractability in unsupervised learning and high-dimensional data analysis. While polynomial time smoothed analysis guarantees have been obtained for worst-case intractable…
We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…
[Context.] The success of deep learning makes its usage more and more tempting in safety-critical applications. However such applications have historical standards (e.g., DO178, ISO26262) which typically do not envision the usage of machine…
We study the limits and capability of public-data assisted differentially private (PA-DP) algorithms. Specifically, we focus on the problem of stochastic convex optimization (SCO) with either labeled or unlabeled public data. For…
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…
We consider the problem of stochastic convex optimization with exp-concave losses using Empirical Risk Minimization in a convex class. Answering a question raised in several prior works, we provide a $O( d / n + \log( 1 / \delta) / n )$…
Multi-epoch, small-batch, Stochastic Gradient Descent (SGD) has been the method of choice for learning with large over-parameterized models. A popular theory for explaining why SGD works well in practice is that the algorithm has an…
Learning-based control algorithms require data collection with abundant supervision for training. Safe exploration algorithms ensure the safety of this data collection process even when only partial knowledge is available. We present a new…
In this paper, we present a cross-entropy optimization method for hyperparameter optimization in stochastic gradient-based approaches to train deep neural networks. The value of a hyperparameter of a learning algorithm often has great…
In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
Sample average approximation (SAA), a popular method for tractably solving stochastic optimization problems, enjoys strong asymptotic performance guarantees in settings with independent training samples. However, these guarantees are not…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…
While machine learning has proven to be a powerful data-driven solution to many real-life problems, its use in sensitive domains has been limited due to privacy concerns. A popular approach known as **differential privacy** offers provable…
We introduce the notion of a reproducible algorithm in the context of learning. A reproducible learning algorithm is resilient to variations in its samples -- with high probability, it returns the exact same output when run on two samples…
Self-supervised learning (SSL) has emerged as a powerful technique for learning rich representations from unlabeled data. The data representations are able to capture many underlying attributes of data, and be useful in downstream…