Optimization
On the Gradient Complexity of Private Optimization with Private Oracles
Menart, Michael, Nikolov, Aleksandar
We study the running time, in terms of first order oracle queries, of differentially private empirical/population risk minimization of Lipschitz convex losses. We first consider the setting where the loss is non-smooth and the optimizer interacts with a private proxy oracle, which sends only private messages about a minibatch of gradients. In this setting, we show that expected running time $Ω(\min\{\frac{\sqrt{d}}{α^2}, \frac{d}{\log(1/α)}\})$ is necessary to achieve $α$ excess risk on problems of dimension $d$ when $d \geq 1/α^2$. Upper bounds via DP-SGD show these results are tight when $d>\tildeΩ(1/α^4)$. We further show our lower bound can be strengthened to $Ω(\min\{\frac{d}{\bar{m}α^2}, \frac{d}{\log(1/α)} \})$ for algorithms which use minibatches of size at most $\bar{m} < \sqrt{d}$. We next consider smooth losses, where we relax the private oracle assumption and give lower bounds under only the condition that the optimizer is private. Here, we lower bound the expected number of first order oracle calls by $\tildeΩ\big(\frac{\sqrt{d}}α + \min\{\frac{1}{α^2}, n\}\big)$, where $n$ is the size of the dataset. Modifications to existing algorithms show this bound is nearly tight. Compared to non-private lower bounds, our results show that differentially private optimizers pay a dimension dependent runtime penalty. Finally, as a natural extension of our proof technique, we show lower bounds in the non-smooth setting for optimizers interacting with information limited oracles. Specifically, if the proxy oracle transmits at most $Γ$-bits of information about the gradients in the minibatch, then $Ω\big(\min\{\frac{d}{α^2Γ}, \frac{d}{\log(1/α)}\}\big)$ oracle calls are needed. This result shows fundamental limitations of gradient quantization techniques in optimization.
Enhancing Machine Learning Model Efficiency through Quantization and Bit Depth Optimization: A Performance Analysis on Healthcare Data
Goswami, Mitul, Chatterjee, Romit
This research aims to optimize intricate learning models by implementing quantization and bit-depth optimization techniques. The objective is to significantly cut time complexity while preserving model efficiency, thus addressing the challenge of extended execution times in intricate models. Two medical datasets were utilized as case studies to apply a Logistic Regression (LR) machine learning model. Using efficient quantization and bit depth optimization strategies the input data is downscaled from float64 to float32 and int32. The results demonstrated a significant reduction in time complexity, with only a minimal decrease in model accuracy post-optimization, showcasing the state-of-the-art optimization approach. This comprehensive study concludes that the impact of these optimization techniques varies depending on a set of parameters.
Cross-view Joint Learning for Mixed-Missing Multi-view Unsupervised Feature Selection
Shen, Zongxin, Huang, Yanyong, Wang, Dongjie, Chang, Jinyuan, Lv, Fengmao, Li, Tianrui, Jiang, Xiaoyi
Incomplete multi-view unsupervised feature selection (IMUFS), which aims to identify representative features from unlabeled multi-view data containing missing values, has received growing attention in recent years. Despite their promising performance, existing methods face three key challenges: 1) by focusing solely on the view-missing problem, they are not well-suited to the more prevalent mixed-missing scenario in practice, where some samples lack entire views or only partial features within views; 2) insufficient utilization of consistency and diversity across views limits the effectiveness of feature selection; and 3) the lack of theoretical analysis makes it unclear how feature selection and data imputation interact during the joint learning process. Being aware of these, we propose CLIM-FS, a novel IMUFS method designed to address the mixed-missing problem. Specifically, we integrate the imputation of both missing views and variables into a feature selection model based on nonnegative orthogonal matrix factorization, enabling the joint learning of feature selection and adaptive data imputation. Furthermore, we fully leverage consensus cluster structure and cross-view local geometrical structure to enhance the synergistic learning process. We also provide a theoretical analysis to clarify the underlying collaborative mechanism of CLIM-FS. Experimental results on eight real-world multi-view datasets demonstrate that CLIM-FS outperforms state-of-the-art methods.
Aggregating Conformal Prediction Sets via α-Allocation
Xu, Congbin, Yu, Yue, Ren, Haojie, Wang, Zhaojun, Zou, Changliang
Conformal prediction offers a distribution-free framework for constructing prediction sets with finite-sample coverage. Yet, efficiently leveraging multiple conformity scores to reduce prediction set size remains a major open challenge. Instead of selecting a single best score, this work introduces a principled aggregation strategy, COnfidence-Level Allocation (COLA), that optimally allocates confidence levels across multiple conformal prediction sets to minimize empirical set size while maintaining provable coverage. Two variants are further developed, COLA-s and COLA-f, which guarantee finite-sample marginal coverage via sample splitting and full conformalization, respectively. In addition, we develop COLA-l, an individualized allocation strategy that promotes local size efficiency while achieving asymptotic conditional coverage. Extensive experiments on synthetic and real-world datasets demonstrate that COLA achieves considerably smaller prediction sets than state-of-the-art baselines while maintaining valid coverage.
Coordinate Descent for Network Linearization
Rakhlin, Vlad, Jevnisek, Amir, Avidan, Shai
ReLU activations are the main bottleneck in Private Inference that is based on ResNet networks. This is because they incur significant inference latency. Reducing ReLU count is a discrete optimization problem, and there are two common ways to approach it. Most current state-of-the-art methods are based on a smooth approximation that jointly optimizes network accuracy and ReLU budget at once. However, the last hard thresholding step of the optimization usually introduces a large performance loss. We take an alternative approach that works directly in the discrete domain by leveraging Coordinate Descent as our optimization framework. In contrast to previous methods, this yields a sparse solution by design. We demonstrate, through extensive experiments, that our method is State of the Art on common benchmarks.
From Small to Large: A Graph Convolutional Network Approach for Solving Assortment Optimization Problems
Li, Guokai, Gao, Pin, Jasin, Stefanus, Wang, Zizhuo
Assortment optimization seeks to select a subset of substitutable products, subject to constraints, to maximize expected revenue. The problem is NP-hard due to its combinatorial and nonlinear nature and arises frequently in industries such as e-commerce, where platforms must solve thousands of such problems each minute. We propose a graph convolutional network (GCN) framework to efficiently solve constrained assortment optimization problems. Our approach constructs a graph representation of the problem, trains a GCN to learn the mapping from problem parameters to optimal assortments, and develops three inference policies based on the GCN's output. Owing to the GCN's ability to generalize across instance sizes, patterns learned from small-scale samples can be transferred to large-scale problems. Numerical experiments show that a GCN trained on instances with 20 products achieves over 85% of the optimal revenue on problems with up to 2,000 products within seconds, outperforming existing heuristics in both accuracy and efficiency. We further extend the framework to settings with an unknown choice model using transaction data and demonstrate similar performance and scalability.
Learning Branching Policies for MILPs with Proximal Policy Optimization
Mhamed, Abdelouahed Ben, Kamal-Idrissi, Assia, Seghrouchni, Amal El Fallah
Branch-and-Bound (B\&B) is the dominant exact solution method for Mixed Integer Linear Programs (MILP), yet its exponential time complexity poses significant challenges for large-scale instances. The growing capabilities of machine learning have spurred efforts to improve B\&B by learning data-driven branching policies. However, most existing approaches rely on Imitation Learning (IL), which tends to overfit to expert demonstrations and struggles to generalize to structurally diverse or unseen instances. In this work, we propose Tree-Gate Proximal Policy Optimization (TGPPO), a novel framework that employs Proximal Policy Optimization (PPO), a Reinforcement Learning (RL) algorithm, to train a branching policy aimed at improving generalization across heterogeneous MILP instances. Our approach builds on a parameterized state space representation that dynamically captures the evolving context of the search tree. Empirical evaluations show that TGPPO often outperforms existing learning-based policies in terms of reducing the number of nodes explored and improving p-Primal-Dual Integrals (PDI), particularly in out-of-distribution instances. These results highlight the potential of RL to develop robust and adaptable branching strategies for MILP solvers.
Power Homotopy for Zeroth-Order Non-Convex Optimizations
We introduce GS-PowerHP, a novel zeroth-order method for non-convex optimization problems of the form $\max_{x \in \mathbb{R}^d} f(x)$. Our approach leverages two key components: a power-transformed Gaussian-smoothed surrogate $F_{N,σ}(μ) = \mathbb{E}_{x\sim\mathcal{N}(μ,σ^2 I_d)}[e^{N f(x)}]$ whose stationary points cluster near the global maximizer $x^*$ of $f$ for sufficiently large $N$, and an incrementally decaying $σ$ for enhanced data efficiency. Under mild assumptions, we prove convergence in expectation to a small neighborhood of $x^*$ with the iteration complexity of $O(d^2 \varepsilon^{-2})$. Empirical results show our approach consistently ranks among the top three across a suite of competing algorithms. Its robustness is underscored by the final experiment on a substantially high-dimensional problem ($d=150,528$), where it achieved first place on least-likely targeted black-box attacks against images from ImageNet, surpassing all competing methods.