ridge regression
Ridge Regression and Provable Deterministic Ridge Leverage Score Sampling
Ridge leverage scores provide a balance between low-rank approximation and regularization, and are ubiquitous in randomized linear algebra and machine learning. Deterministic algorithms are also of interest in the moderately big data regime, because deterministic algorithms provide interpretability to the practitioner by having no failure probability and always returning the same results. We provide provable guarantees for deterministic column sampling using ridge leverage scores. The matrix sketch returned by our algorithm is a column subset of the original matrix, yielding additional interpretability. Like the randomized counterparts, the deterministic algorithm provides $(1+\epsilon)$ error column subset selection, $(1+\epsilon)$ error projection-cost preservation, and an additive-multiplicative spectral bound.
Differentially Private Truncation of Unbounded Data via Public Second Moments
Cao, Zilong, Bi, Xuan, Zhang, Hai
Data privacy is important in the AI era, and differential privacy (DP) is one of the golden solutions. However, DP is typically applicable only if data have a bounded underlying distribution. We address this limitation by leveraging second-moment information from a small amount of public data. We propose Public-moment-guided Truncation (PMT), which transforms private data using the public second-moment matrix and applies a principled truncation whose radius depends only on non-private quantities: data dimension and sample size. This transformation yields a well-conditioned second-moment matrix, enabling its inversion with a significantly strengthened ability to resist the DP noise. Furthermore, we demonstrate the applicability of PMT by using penalized and generalized linear regressions. Specifically, we design new loss functions and algorithms, ensuring that solutions in the transformed space can be mapped back to the original domain. We have established improvements in the models' DP estimation through theoretical error bounds, robustness guarantees, and convergence results, attributing the gains to the conditioning effect of PMT. Experiments on synthetic and real datasets confirm that PMT substantially improves the accuracy and stability of DP models.
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OntheSaturationEffectsofSpectralAlgorithms inLargeDimensions
Manynon-parametric regression methods areproposed to solve the regression problem by assuming thatf falls into certain function classes, including polynomial splines Stone (1994), local polynomials Cleveland (1979); Stone (1977), the spectral algorithmsCaponnetto(2006);CaponnettoandDeVito(2007);CaponnettoandYao(2010),etc.
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