7 papers
From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators
Karun Adusumilli, Maximilian Kasy, Ashia Wilson
We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by -fold cross-validation (CV). The out-of-sample prediction loss of suc…
Bridging Predictions and Interventions: An Integrated Framework for Automated Decision-Systems
Inioluwa Deborah Raji, Lydia T. Liu, Angela Zhou +27
Automated decision systems (ADS) leverage predictions about individual future outcomes to inform consequential decision-making in organizational settings. Across various settings -…
Accelerated Convex Optimization via Hamiltonian Dynamics with Deterministic Integration Time
Xiuyuan Wang, Vishwak Srinivasan, Qiang Fu +3
We develop Hamiltonian dynamics-based algorithms for smooth convex optimization that achieve accelerated rates of convergence. By exploiting contraction of averaged Hamiltonian flo…
The Fast Mixing Mechanism for Differential Privacy
Omri Lev, Moshe Shenfeld, Vishwak Srinivasan +2
Randomized sketching is a central tool for compressing large-scale optimization problems while preserving accuracy. In particular, sketches that are based on structured matrices, s…
Near-Optimal Private Linear Regression via Iterative Hessian Mixing
Omri Lev, Moshe Shenfeld, Vishwak Srinivasan +2
We study differentially private ordinary least squares (DP-OLS) with bounded data via sketching-based mechanisms. While Gaussian sketching approaches have been explored for…
The Gaussian Mixing Mechanism: Renyi Differential Privacy via Gaussian Sketches
Omri Lev, Vishwak Srinivasan, Moshe Shenfeld +3
Gaussian sketching, which consists of pre-multiplying the data with a random Gaussian matrix, is a widely used technique for multiple problems in data science and machine learning,…