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This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…

Optimization and Control · Mathematics 2019-03-19 Andrei Mukhin , Aleksey Khlyupin

A continuing challenge for machine learning is providing methods to perform computation on data while ensuring the data remains private. In this paper we build on the provable privacy guarantees of differential privacy which has been…

Machine Learning · Computer Science 2019-09-23 Michael Thomas Smith , Mauricio A. Alvarez , Neil D. Lawrence

This work studies the distributed empirical risk minimization (ERM) problem under differential privacy (DP) constraint. Standard distributed algorithms achieve DP typically by perturbing all local subgradients with noise, leading to…

Optimization and Control · Mathematics 2023-07-04 Changxin Liu , Karl H. Johansson , Yang Shi

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

We study a basic private estimation problem: each of $n$ users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential…

Machine Learning · Computer Science 2019-10-29 Matthew Joseph , Janardhan Kulkarni , Jieming Mao , Zhiwei Steven Wu

Prior work on differential privacy analysis of randomized SGD algorithms relies on composition theorems, where the implicit (unrealistic) assumption is that the internal state of the iterative algorithm is revealed to the adversary. As a…

Machine Learning · Statistics 2022-10-18 Jiayuan Ye , Reza Shokri

We study differentially private mean estimation in a high-dimensional setting. Existing differential privacy techniques applied to large dimensions lead to computationally intractable problems or estimators with excessive privacy loss.…

Machine Learning · Computer Science 2020-07-23 Aditya Dhar , Jason Huang

This paper addresses the challenge of efficient principal component analysis (PCA) in high-dimensional spaces by analyzing a compressively sampled variant of Oja's algorithm with adaptive sensing. Traditional PCA methods incur substantial…

Machine Learning · Computer Science 2025-05-19 Alex Saad-Falcon , Brighton Ancelin , Justin Romberg

Gradient clipping is a fundamental tool in Deep Learning, improving the high-probability convergence of stochastic first-order methods like SGD, AdaGrad, and Adam under heavy-tailed noise, which is common in training large language models.…

Machine Learning · Computer Science 2025-09-30 Saleh Vatan Khah , Savelii Chezhegov , Shahrokh Farahmand , Samuel Horváth , Eduard Gorbunov

We study the problem of recovering Gaussian data under adversarial corruptions when the noises are low-rank and the corruptions are on the coordinate level. Concretely, we assume that the Gaussian noises lie in an unknown $k$-dimensional…

Data Structures and Algorithms · Computer Science 2023-11-29 Weihao Kong , Mingda Qiao , Rajat Sen

Constructing a differentially private (DP) estimator requires deriving the maximum influence of an observation, which can be difficult in the absence of exogenous bounds on the input data or the estimator, especially in high dimensional…

Machine Learning · Statistics 2022-07-27 Ryan Cumings-Menon

We provide the first study of the problem of finding differentially private (DP) second-order stationary points (SOSP) in stochastic (non-convex) minimax optimization. Existing literature either focuses only on first-order stationary points…

Machine Learning · Computer Science 2026-02-03 Difei Xu , Youming Tao , Meng Ding , Chenglin Fan , Di Wang

In the study of differential privacy, composition theorems (starting with the original paper of Dwork, McSherry, Nissim, and Smith (TCC'06)) bound the degradation of privacy when composing several differentially private algorithms. Kairouz,…

Computational Complexity · Computer Science 2016-06-01 Jack Murtagh , Salil Vadhan

We consider the privacy amplification properties of a sampling scheme in which a user's data is used in k steps chosen randomly and uniformly from a sequence (or set) of t steps. This sampling scheme has been recently applied in the context…

Machine Learning · Computer Science 2026-01-16 Vitaly Feldman , Moshe Shenfeld

We study differentially private stochastic convex optimization (DP-SCO) under user-level privacy, where each user may hold multiple data items. Existing work for user-level DP-SCO either requires super-polynomial runtime [Ghazi et al.…

Machine Learning · Computer Science 2023-11-08 Hilal Asi , Daogao Liu

In today's data-driven world, the sensitivity of information has been a significant concern. With this data and additional information on the person's background, one can easily infer an individual's private data. Many differentially…

Machine Learning · Computer Science 2023-01-10 Devvrat Joshi , Janvi Thakkar

We study the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations. We establish a lower bound on the minimax risk of estimators under the $l_2$ loss, in…

Statistics Theory · Mathematics 2012-03-06 Aharon Birnbaum , Iain M. Johnstone , Boaz Nadler , Debashis Paul

Differentially private distributed stochastic optimization has become a hot topic due to the urgent need of privacy protection in distributed stochastic optimization. In this paper, two-time scale stochastic approximation-type algorithms…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Jimin Wang , Ji-Feng Zhang

We consider the problem of principal component analysis (PCA) in a streaming stochastic setting, where our goal is to find a direction of approximate maximal variance, based on a stream of i.i.d. data points in $\reals^d$. A simple and…

Machine Learning · Computer Science 2016-01-05 Ohad Shamir
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