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This paper presents new first-order methods for achieving optimal oracle complexities in convex optimization with convex functional constraints. Oracle complexities are measured by the number of function and gradient evaluations. To achieve…

Optimization and Control · Mathematics 2026-04-17 Qi Deng , Guanghui Lan , Zhenwei Lin

Differential privacy is concerned about the prediction quality while measuring the privacy impact on individuals whose information is contained in the data. We consider differentially private risk minimization problems with regularizers…

Machine Learning · Computer Science 2019-05-14 K S Sesh Kumar , Marc Peter Deisenroth

Traditional approaches to differential privacy assume a fixed privacy requirement $\epsilon$ for a computation, and attempt to maximize the accuracy of the computation subject to the privacy constraint. As differential privacy is…

Machine Learning · Computer Science 2017-06-01 Katrina Ligett , Seth Neel , Aaron Roth , Bo Waggoner , Z. Steven Wu

We lower bound the complexity of finding $\epsilon$-stationary points (with gradient norm at most $\epsilon$) using stochastic first-order methods. In a well-studied model where algorithms access smooth, potentially non-convex functions…

Optimization and Control · Mathematics 2022-03-01 Yossi Arjevani , Yair Carmon , John C. Duchi , Dylan J. Foster , Nathan Srebro , Blake Woodworth

We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel information-theoretic lower bound on the regret of any algorithm,…

Machine Learning · Statistics 2025-02-25 Raymond Zhang , Hedi Hadiji , Richard Combes

We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…

Optimization and Control · Mathematics 2016-01-07 Jason D. Lee , Qihang Lin , Tengyu Ma , Tianbao Yang

In this paper we provide oracle complexity lower bounds for finding a point in a given set using a memory-constrained algorithm that has access to a separation oracle. We assume that the set is contained within the unit $d$-dimensional ball…

Optimization and Control · Mathematics 2024-04-11 Moise Blanchard

Convex optimization finds many real-life applications, where--optimized on real data--optimization results may expose private data attributes (e.g., individual health records, commercial information), thus leading to privacy breaches. To…

Optimization and Control · Mathematics 2024-06-25 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Pierre Pinson , Jalal Kazempour

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

We study the top-$k$ selection problem under the differential privacy model: $m$ items are rated according to votes of a set of clients. We consider a setting in which algorithms can retrieve data via a sequence of accesses, each either a…

Cryptography and Security · Computer Science 2023-05-31 Hao Wu , Olga Ohrimenko , Anthony Wirth

We investigate a problem of finding the minimum, in which each user has a real value and we want to estimate the minimum of these values under the local differential privacy constraint. We reveal that this problem is fundamentally…

Statistics Theory · Mathematics 2019-05-28 Kazuto Fukuchi , Chia-Mu Yu , Arashi Haishima , Jun Sakuma

The classical algorithms for online learning and decision-making have the benefit of achieving the optimal performance guarantees, but suffer from computational complexity limitations when implemented at scale. More recent sophisticated…

Machine Learning · Computer Science 2022-10-19 Guanghui Wang , Zihao Hu , Vidya Muthukumar , Jacob Abernethy

In this paper, we study the private and robust alignment of language models from a theoretical perspective by establishing upper bounds on the suboptimality gap in both offline and online settings. We consider preference labels subject to…

Machine Learning · Computer Science 2026-01-01 Wenqian Weng , Yi He , Xingyu Zhou

We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…

Machine Learning · Computer Science 2016-01-28 Elad Hazan , Tomer Koren

We design the first node-differentially private algorithm for approximating the number of connected components in a graph. Given a database representing an $n$-vertex graph $G$ and a privacy parameter $\varepsilon$, our algorithm runs in…

Data Structures and Algorithms · Computer Science 2023-04-17 Iden Kalemaj , Sofya Raskhodnikova , Adam Smith , Charalampos E. Tsourakakis

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…

Machine Learning · Computer Science 2024-03-07 Enayat Ullah , Michael Menart , Raef Bassily , Cristóbal Guzmán , Raman Arora

Convex programming with linear constraints plays an important role in the operation of a number of everyday systems. However, absent any additional protections, revealing or acting on the solutions to such problems may reveal information…

Optimization and Control · Mathematics 2024-09-16 Alexander Benvenuti , Brendan Bialy , Miriam Dennis , Matthew Hale

What is the information leakage of an iterative randomized learning algorithm about its training data, when the internal state of the algorithm is \emph{private}? How much is the contribution of each specific training epoch to the…

Machine Learning · Statistics 2022-09-12 Rishav Chourasia , Jiayuan Ye , Reza Shokri

The success of deep learning over the past decade mainly relies on gradient-based optimisation and backpropagation. This paper focuses on analysing the performance of first-order gradient-based optimisation algorithms, gradient descent and…

Optimization and Control · Mathematics 2022-12-08 Behnam Mafakheri , Iman Shames , Jonathan H. Manton

In recent years, nonconvex minimax problems have attracted significant attention due to their broad applications in machine learning, including generative adversarial networks, robust optimization and adversarial training. Most existing…

Optimization and Control · Mathematics 2026-03-06 Yan Gao , Yongchao Liu