Lam M. Nguyen

A Hybrid Stochastic Optimization Framework for Stochastic Composite Nonconvex Optimization

2019 · arXiv (Cornell University)

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid …

Bringing Differential Private SGD to Practice: On the Independence of Gaussian Noise and the Number of Training Rounds

2021 · arXiv (Cornell University)

In the context of DP-SGD each round communicates a local SGD update which leaks some new information about the underlying local data set to the outside world. In order to provide privacy, Gaussian noise is …

Multi-polytope Machine for Classification

2024 · Society for Industrial and Applied Mathematics eBooks

In numerous machine learning applications, there is a preference for classifiers characterized by a polyhedral description, as they are intended for utilization within optimization frameworks or for interpretability purposes. Here, we present a structured classifier …