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In recent years, the success of deep learning has inspired many researchers to study the optimization of general smooth non-convex functions. However, recent works have established pessimistic worst-case complexities for this class…

Optimization and Control · Mathematics 2020-10-28 Jikai Jin

We study differentially private (DP) algorithms for stochastic non-convex optimization. In this problem, the goal is to minimize the population loss over a $p$-dimensional space given $n$ i.i.d. samples drawn from a distribution. We improve…

Machine Learning · Computer Science 2020-08-12 Yingxue Zhou , Xiangyi Chen , Mingyi Hong , Zhiwei Steven Wu , Arindam Banerjee

Bayesian methods lie at the heart of modern data science and provide a powerful scaffolding for estimation in data-constrained settings and principled quantification and propagation of uncertainty. Yet in many real-world use cases where…

Data Structures and Algorithms · Computer Science 2026-03-20 Sitan Chen , Jingqiu Ding , Mahbod Majid , Walter McKelvie

In this paper, the proximal point algorithm for quasi-convex minimization problem in nonpositive curvature metric spaces is studied. We prove $\Delta$-convergence of the generated sequence to a critical point (which is defined in the text)…

Functional Analysis · Mathematics 2016-11-08 Hadi Khatibzadeh , Vahid Mohebbi

We study the canonical statistical task of computing the principal component from $n$ i.i.d.~data in $d$ dimensions under $(\varepsilon,\delta)$-differential privacy. Although extensively studied in literature, existing solutions fall short…

Machine Learning · Computer Science 2022-05-30 Xiyang Liu , Weihao Kong , Prateek Jain , Sewoong Oh

We study a class of distributed convex constrained optimization problems where a group of agents aim to minimize the sum of individual objective functions while each desires that any information about its objective function is kept private.…

Optimization and Control · Mathematics 2016-09-30 Erfan Nozari , Pavankumar Tallapragada , Jorge Cortés

In this work, we develop new insights into the fundamental problem of convexity testing of real-valued functions over the domain $[n]$. Specifically, we present a nonadaptive algorithm that, given inputs $\eps \in (0,1), s \in \mathbb{N}$,…

Data Structures and Algorithms · Computer Science 2021-10-26 Abhiruk Lahiri , Ilan Newman , Nithin Varma

In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

By ensuring differential privacy in the learning algorithms, one can rigorously mitigate the risk of large models memorizing sensitive training data. In this paper, we study two algorithms for this purpose, i.e., DP-SGD and DP-NSGD, which…

Machine Learning · Computer Science 2022-06-28 Xiaodong Yang , Huishuai Zhang , Wei Chen , Tie-Yan Liu

We study the optimization of (strongly) quasar-convex functions, a class that arises naturally in many machine learning and data science applications due to its favorable properties. The fundamental properties of this class are first…

Optimization and Control · Mathematics 2026-04-30 Masoud Ahookhosh , Jose M. M. de Brito , Alireza Kabgani , Felipe Lara , Jinyun Yuan

We study the complexity of smoothed agnostic learning, recently introduced by~\cite{CKKMS24}, in which the learner competes with the best classifier in a target class under slight Gaussian perturbations of the inputs. Specifically, we focus…

Machine Learning · Computer Science 2026-02-25 Ilias Diakonikolas , Daniel M. Kane

Semidefinite relaxations of polynomial optimization have become a central tool for addressing the non-convex optimization problems over non-commutative operators that are ubiquitous in quantum information theory and, more in general,…

Quantum Physics · Physics 2025-12-22 Younes Naceur , Jie Wang , Victor Magron , Antonio Acín

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…

Machine Learning · Computer Science 2022-10-20 Liang Zhang , Kiran Koshy Thekumparampil , Sewoong Oh , Niao He

We study the differentially private Empirical Risk Minimization (ERM) and Stochastic Convex Optimization (SCO) problems for non-smooth convex functions. We get a (nearly) optimal bound on the excess empirical risk and excess population loss…

Machine Learning · Computer Science 2021-03-31 Janardhan Kulkarni , Yin Tat Lee , Daogao Liu

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…

Optimization and Control · Mathematics 2021-11-03 Arman Adibi , Aryan Mokhtari , Hamed Hassani

This paper considers the projection-free sparse convex optimization problem for the vector domain and the matrix domain, which covers a large number of important applications in machine learning and data science. For the vector domain…

Quantum Physics · Physics 2025-07-14 Jianhao He , John C. S. Lui

In stochastic zeroth-order optimization, a problem of practical relevance is understanding how to fully exploit the local geometry of the underlying objective function. We consider a fundamental setting in which the objective function is…

Machine Learning · Computer Science 2023-12-27 Qian Yu , Yining Wang , Baihe Huang , Qi Lei , Jason D. Lee

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

In this paper, we address the problem of approximating a multivariate function defined on a general domain in $d$ dimensions from sample points. We consider weighted least-squares approximation in an arbitrary finite-dimensional space $P$…

Numerical Analysis · Mathematics 2019-12-17 Ben Adcock , Juan M. Cardenas

Privacy preservation has become a critical concern in high-dimensional data analysis due to the growing prevalence of data-driven applications. Since its proposal, sliced inverse regression has emerged as a widely utilized statistical…

Machine Learning · Statistics 2025-04-08 Xintao Xia , Linjun Zhang , Zhanrui Cai