Optimization and learning with randomly compressed gradient updates
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Cites work
- 10.1162/153244302760200704
- A convex formulation for high-dimensional sparse sliced inverse regression
- An elementary proof of a theorem of Johnson and Lindenstrauss
- Convexity, Classification, and Risk Bounds
- Differential Privacy
- Differentially private SGD with non-smooth losses
- Distribution-free performance bounds for potential function rules
- scientific article; zbMATH DE number 6670747 (Why is no real title available?)
- scientific article; zbMATH DE number 4061904 (Why is no real title available?)
- Large-scale distributed sparse class-imbalance learning
- Learnability, stability and uniform convergence
- Optimization methods for large-scale machine learning
- Private empirical risk minimization: efficient algorithms and tight error bounds
- Stability of randomized learning algorithms
- Structured sparsity through convex optimization
- The algorithmic foundations of differential privacy
- Theory of Cryptography
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