high probability
A Single Stepsize Suffices for Unprojected Linear TD(0): Simultaneous Robust and Fast Rates via Polyak--Ruppert Averaging
Lee, Wei-Cheng, Orabona, Francesco
We study linear TD(0) under Markovian sampling, where data are generated along a single trajectory. We provide high-probability guarantees for a plain unprojected TD(0) algorithm with Polyak-Ruppert (PR) averaging, using a single stepsize schedule $ฮท_t \propto \frac{1}{ฯ_{\mathrm{mix}}\log(t)\sqrt{t}}$ that depends on the mixing time but requires no prior knowledge of the curvature parameter $ฯ$. Our first result shows that such a choice of the stepsize guarantees that the TD(0) iterates are automatically and uniformly bounded with high probability, without projections and without any stability argument based on $ฯ$. Building on this result, we establish a simultaneous high-probability convergence guarantee for the PR average: the same stepsize yields both a robust curvature-free $\widetilde{\mathcal{O}}\!\left(\frac{ฯ_{\mathrm{mix}}}{\sqrt{T}}\right)$ rate and a fast curvature-dependent $\widetilde{\mathcal{O}}\!\left(\frac{ฯ_{\mathrm{mix}}^2}{ฯT}\right)$rate, with the bound taking the minimum of the two. The core technical ingredient is a Poisson-equation toolkit for geometrically mixing Markov chains, which decomposes Markov noise into a martingale term plus a controlled remainder and enables a new self-bounding inductive argument for pathwise stability.
Efficiently Verifiable Proofs of Data Attribution
Data attribution methods aim to answer useful counterfactual questions like "what would a ML model's prediction be if it were trained on a different dataset?" However, estimation of data attribution models through techniques like empirical influence or "datamodeling" remains very computationally expensive. This causes a critical trust issue: if only a few computationally rich parties can obtain data attributions, how can resource-constrained parties trust that the provided attributions are indeed "good," especially when they are used for important downstream applications (e.g., data pricing)? In this paper, we address this trust issue by proposing an interactive verification paradigm for data attribution. An untrusted and computationally powerful Prover learns data attributions, and then engages in an interactive proof with a resource-constrained Verifier.
Differentially Private Gomory-Hu Trees
Given an undirected, weighted n-vertex graph G = (V,E,w), a Gomory-Hu tree T is a weighted tree on V that preserves the Min-s-t-Cut between any pair of vertices s,t V. Finding cuts in graphs is a key primitive in problems such as bipartite matching, spectral and correlation clustering, and community detection. We design a differentially private (DP) algorithm that computes an approximate Gomory-Hu tree. Our algorithm is ฮต-DP, runs in polynomial time, and can be used to compute s-tcuts that are O(n/ฮต)-additive approximations of the Min-s-t-Cuts in Gfor all distinct s,t V with high probability. Our error bound is essentially optimal, since [29] showed that privately outputting a single Min-s-t-Cut requires โฆ(n) additive error even with (ฮต,ฮด)-DP and allowing for multiplicative error. Prior to our work, the best additive error bounds for approximate all-pairs Min-s-t-Cuts were O(n3/2/ฮต)for ฮต-DP [47] and O( mn/ฮต)for (ฮต,ฮด)-DP [66], both achieved by DP algorithms that preserve all cuts in the graph. To achieve our result, we develop an ฮต-DP algorithm for the Minimum Isolating Cuts problem with near-linear error, and introduce a novel privacy composition technique combining elements of both parallel and basic composition to handle'bounded overlap' computational branches in recursive algorithms, which maybe of independent interest.
Replicable Online Learning
In our model, the input sequence received by the online learner is generated from timevarying distributions chosen by an adversary (obliviously). Our objective is to design low-regret online algorithms that, with high probability, produce the exact same sequence of actions when run on two independently sampled input sequences generated as described above. We refer to such algorithms as adversarially replicable. Previous works (such as Esfandiari et al. [2022]) explored replicability in the online setting under inputs generated independently from a fixed distribution; we term this notion as iid-replicability. Our model generalizes to capture both adversarial and iid input sequences, as well as their mixtures, which can be modeled by setting certain distributions as point-masses. We demonstrate adversarially replicable online learning algorithms for online linear optimization and the experts problem that achieve sub-linear regret. Additionally, we propose a general framework for converting an online learner into an adversarially replicable one within our setting, bounding the new regret in terms of the original algorithms regret. We also present a nearly optimal (in terms of regret) iid-replicable online algorithm for the experts problem, highlighting the distinction between the iid and adversarial notions of replicability. Finally, we establish lower bounds on the regret (in terms of the replicability parameter and time) that any replicable online algorithm must incur.
Efficient Kernelized Learning in Polyhedral Games beyond Full Information: From Colonel Blotto to Congestion Games
We examine the problem of efficiently learning coarse correlated equilibria (CCE) in polyhedral games, that is, normal-form games with an exponentially large number of actions per player and an underlying combinatorial structure--such as the classic Colonel Blotto game or congestion games. Achieving computational efficiency in this setting requires learning algorithms whose regret and per-iteration complexity scale at most polylogarithmically with the size of the players' action sets. This challenge has recently been addressed in the full-information setting, primarily through the use of kernelization; however, in the more realistic partial information setting, the situation is much more challenging, and existing approaches result in suboptimal and impractical runtime complexity to learn CCE. We address this gap via a novel kernelization-based framework for payoff-based learning in polyhedral games, which we then apply to certain key classes of polyhedral games--namely Colonel Blotto, graphic matroid and network congestion games. In so doing, we obtain a range of computationally efficient payoff-based learning algorithms which significantly improve upon prior work in terms of the runtime for learning CCE.
Nearly-Linear Time and Massively Parallel Algorithms for k-Anonymity
Previous algorithms with provable guarantees either (1) achieve the same O(k)approximation ratio but require at least O(n2k) runtime, or (2) provide a better O(logk) approximation ratio at the cost of an impractical O(n2k) worst-case runtime for general d and k. Our algorithm extends to the Massively Parallel Computation (MPC) model, where it gives an MPC algorithm requiring eO(log1+ฮต n) rounds and total space O(n1+ฮณ(d+k)). Empirically, we also demonstrate that our algorithmic ideas can be adapted to existing heuristic methods, leading to significant speed-ups while preserving comparable performance. On the hardness side, we study the related single-point k-anonymity problem, where the goal is to select k 1 additional records to make a given record indistinguishable. Assuming the dense vs random conjecture in complexity theory, we show that for n = kc, no algorithm can achieve a k1 O(1/c) approximation in poly(n) time, providing evidence for the inherent hardness of the k-anonymity problem.
Differentially Private High-dimensional Variable Selection via Integer Programming
Sparse variable selection improves interpretability and generalization in highdimensional learning by selecting a small subset of informative features. Recent advances in Mixed Integer Programming (MIP) have enabled solving large-scale nonprivate sparse regression--known as Best Subset Selection (BSS)--with millions of variables in minutes. However, extending these algorithmic advances to the setting of Differential Privacy (DP) has remained largely unexplored. In this paper, we introduce two new pure differentially private estimators for sparse variable selection, levering modern MIP techniques. Our framework is general and applies broadly to problems like sparse regression or classification, and we provide theoretical support recovery guarantees in the case of BSS. Inspired by the exponential mechanism, we develop structured sampling procedures that efficiently explore the non-convex objective landscape, avoiding the exhaustive combinatorial search in the exponential mechanism. We complement our theoretical findings with extensive numerical experiments, using both least squares and hinge loss for our objective function, and demonstrate that our methods achieve state-of-the-art empirical support recovery, outperforming competing algorithms in settings with up to p = 104.
Robust learning of halfspaces under log-concave marginals
We say that a classifier is adversarially robust to perturbations of norm r if, with high probability over a point xdrawn from the input distribution, there is no point within distance rfrom xthat is classified differently. The boundary volume is the probability that a point falls within distance r of a point with a different label. This work studies the task of computationally efficient learning of hypotheses with small boundary volume, where the input is distributed as a subgaussian isotropic log-concave distribution over Rd. Linear threshold functions are adversarially robust; they have boundary volume proportional to r. Such concept classes are efficiently learnable by polynomial regression, which produces a polynomial threshold function (PTF), but PTFs in general may have boundary volume โฆ(1), even for r 1. We give an algorithm that agnostically learns linear threshold functions and returns a classifier with boundary volume O(r+ฮต)at radius of perturbation r.
Median Selection with Noisy and Structural Information
We study the problem of computing the exact median by leveraging side information to minimize costly, exact comparisons. We analyze this problem in two key settings: (1) using predictions from unreliable "weak" oracles, and (2) exploiting known structural information in the form of a partial order. In the classical setting, we introduce a modified LazySelect algorithm that combines weak comparisons with occasional strong comparisons through majority voting. We show that this hybrid strategy has near-linear running time and can achieve high-probability correctness using only sublinear strong comparisons, even when the weak oracle is only slightly better than random guessing. Our theoretical results hold under the persistent comparison model, where resampling will not amplify the probability of correctness. In the partially ordered setting, we generalize the notion of median to directed acyclic graphs (DAGs) and show that the complexity of median selection depends heavily on the DAG's width. We complement our analysis with extensive experiments on synthetic data.