37,267 research outputs found
Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
In this paper, we consider comparison-based adaptive stochastic algorithms
for solving numerical optimisation problems. We consider a specific subclass of
algorithms that we call comparison-based step-size adaptive randomized search
(CB-SARS), where the state variables at a given iteration are a vector of the
search space and a positive parameter, the step-size, typically controlling the
overall standard deviation of the underlying search distribution.We investigate
the linear convergence of CB-SARS on\emph{scaling-invariant} objective
functions. Scaling-invariantfunctions preserve the ordering of points with
respect to their functionvalue when the points are scaled with the same
positive parameter (thescaling is done w.r.t. a fixed reference point). This
class offunctions includes norms composed with strictly increasing functions
aswell as many non quasi-convex and non-continuousfunctions. On
scaling-invariant functions, we show the existence of ahomogeneous Markov
chain, as a consequence of natural invarianceproperties of CB-SARS (essentially
scale-invariance and invariance tostrictly increasing transformation of the
objective function). We thenderive sufficient conditions for \emph{global
linear convergence} ofCB-SARS, expressed in terms of different stability
conditions of thenormalised homogeneous Markov chain (irreducibility,
positivity, Harrisrecurrence, geometric ergodicity) and thus define a general
methodologyfor proving global linear convergence of CB-SARS algorithms
onscaling-invariant functions. As a by-product we provide aconnexion between
comparison-based adaptive stochasticalgorithms and Markov chain Monte Carlo
algorithms.Comment: SIAM Journal on Optimization, Society for Industrial and Applied
Mathematics, 201
What Can We Learn Privately?
Learning problems form an important category of computational tasks that
generalizes many of the computations researchers apply to large real-life data
sets. We ask: what concept classes can be learned privately, namely, by an
algorithm whose output does not depend too heavily on any one input or specific
training example? More precisely, we investigate learning algorithms that
satisfy differential privacy, a notion that provides strong confidentiality
guarantees in contexts where aggregate information is released about a database
containing sensitive information about individuals. We demonstrate that,
ignoring computational constraints, it is possible to privately agnostically
learn any concept class using a sample size approximately logarithmic in the
cardinality of the concept class. Therefore, almost anything learnable is
learnable privately: specifically, if a concept class is learnable by a
(non-private) algorithm with polynomial sample complexity and output size, then
it can be learned privately using a polynomial number of samples. We also
present a computationally efficient private PAC learner for the class of parity
functions. Local (or randomized response) algorithms are a practical class of
private algorithms that have received extensive investigation. We provide a
precise characterization of local private learning algorithms. We show that a
concept class is learnable by a local algorithm if and only if it is learnable
in the statistical query (SQ) model. Finally, we present a separation between
the power of interactive and noninteractive local learning algorithms.Comment: 35 pages, 2 figure
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