相关论文: Sharper Utility Bounds for Differentially Private …

Motivated by personalized healthcare and other applications involving sensitive data, we study online exploration in reinforcement learning with differential privacy (DP) constraints. Existing work on this problem established that no-regret…

We propose a scalable, policy-centric framework for continuous-time multi-asset portfolio-consumption optimization under inequality constraints. Our method integrates neural policies with Pontryagin's Maximum Principle (PMP) and enforces…

We study nonparametric regression by an over-parameterized two-layer neural network trained by gradient descent (GD) in this paper. We show that, if the neural network is trained by GD with early stopping, then the trained network renders a…

This paper generalizes the optimized gradient method (OGM) that achieves the optimal worst-case cost function bound of first-order methods for smooth convex minimization. Specifically, this paper studies a generalized formulation of OGM and…

First-order algorithms have been popular for solving convex and non-convex optimization problems. A key assumption for the majority of these algorithms is that the gradient of the objective function is globally Lipschitz continuous, but…

We propose novel optimal and parameter-free algorithms for computing an approximate solution with small (projected) gradient norm. Specifically, for computing an approximate solution such that the norm of its (projected) gradient does not…

We consider the problem of minimizing a convex risk with stochastic subgradients guaranteeing $\epsilon$-locally differentially private ($\epsilon$-LDP). While it has been shown that stochastic optimization is possible with $\epsilon$-LDP…

Differential privacy (DP) has become an essential framework for privacy-preserving machine learning. Existing DP learning methods, however, often have disparate impacts on model predictions, e.g., for minority groups. Gradient clipping,…

We study the complexity of finding the global solution to stochastic nonconvex optimization when the objective function satisfies global Kurdyka-Lojasiewicz (KL) inequality and the queries from stochastic gradient oracles satisfy mild…

Algorithm-dependent generalization error bounds are central to statistical learning theory. A learning algorithm may use a large hypothesis space, but the limited number of iterations controls its model capacity and generalization error.…

Differential privacy (DP) is a class of mathematical standards for assessing the privacy provided by a data-release mechanism. This work concerns two important flavors of DP that are related yet conceptually distinct: pure…

User-level differentially private stochastic convex optimization (DP-SCO) has garnered significant attention due to the paramount importance of safeguarding user privacy in modern large-scale machine learning applications. Current methods,…

We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…

We study the canonical statistical estimation problem of linear regression from $n$ i.i.d.~examples under $(\varepsilon,\delta)$-differential privacy when some response variables are adversarially corrupted. We propose a variant of the…

We study mean estimation for Gaussian distributions under \textit{personalized differential privacy} (PDP), where each record has its own privacy budget. PDP is commonly considered in two variants: \textit{bounded} and \textit{unbounded}…

In this paper, we propose a new covering technique localized for the trajectories of SGD. This localization provides an algorithm-specific complexity measured by the covering number, which can have dimension-independent cardinality in…

We design differentially private algorithms for the problem of online linear optimization in the full information and bandit settings with optimal $\tilde{O}(\sqrt{T})$ regret bounds. In the full-information setting, our results demonstrate…

This paper considers the generalization performance of differentially private convex learning. We demonstrate that the convergence analysis of Langevin algorithms can be used to obtain new generalization bounds with differential privacy…

We study the problem of differentially private continual counting in the unbounded setting where the input size $n$ is not known in advance. Current state-of-the-art algorithms based on optimal instantiations of the matrix mechanism cannot…

We study the problem of releasing the weights of all-pair shortest paths in a weighted undirected graph with differential privacy (DP). In this setting, the underlying graph is fixed and two graphs are neighbors if their edge weights differ…