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We study influence maximization in general stochastic models, the observed cascades model, and the independent cascade (IC) model. For general stochastic models with only black-box sample access, we introduce a low-adaptivity optimization framework that improves sample complexity and running time over the prior work and is instrumental to all our results. We further introduce an adaptive algorithm guided by empirical variance, avoiding pessimistic worst-case bounds. Combining our optimization framework with sketching, we obtain the first algorithm with provable guarantees and nearly-linear running time for influence maximization on observed cascades, optimal up to logarithmic factors. For IC, we prove a novel tail bound replacing a factor n with 𝜏 (the number of diffusion steps) in sample complexity, improving over prior work when 𝜏 is small, as is common due to small-world phenomena. Experiments confirm substantial speedups while maintaining solution quality. 

Constrained k-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications, datasets are large or decisions need to be made in an online manner, which motivates the development of efficient streaming and online algorithms. In this work, we develop single-pass streaming and online algorithms for constrained k-submodular maximization with both monotone and general (possibly non-monotone) objectives subject to cardinality and knapsack constraints. Our algorithms achieve provable constant-factor approximation guarantees which improve upon the state of the art in almost all settings. Moreover, they achieve the fastest known running times and have optimal space usage. We experimentally evaluate our algorithms on instances for ad allocation and other applications, where we observe that our algorithms are practical and scalable, and construct solutions that are comparable in value even to offline greedy algorithms. 

Constrained k-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications, datasets are large or decisions need to be made in an online manner, which motivates the development of efficient streaming and online algorithms. In this work, we develop single-pass streaming and online algorithms for constrained k-submodular maximization with both monotone and general (possibly non-monotone) objectives subject to cardinality and knapsack constraints. Our algorithms achieve provable constant-factor approximation guarantees which improve upon the state of the art in almost all settings. Moreover, they achieve the fastest known running times and have optimal space usage. We experimentally evaluate our algorithms on instances for ad allocation and other applications, where we observe that our algorithms are practical and scalable, and construct solutions that are comparable in value even to offline greedy algorithms. 

In the maximum coverage problem we are given d subsets from a universe [n], and the goal is to output k subsets such that their union covers the largest possible number of distinct items. We present the first algorithm for maximum coverage in the turnstile streaming model, where updates which insert or delete an item from a subset come one-by-one. Notably our algorithm only uses polylogn update time. We also present turnstile streaming algorithms for targeted and general fingerprinting for risk management where the goal is to determine which features pose the greatest re-identification risk in a dataset. As part of our work, we give a result of independent interest: an algorithm to estimate the complement of the pth frequency moment of a vector for p ≥ 2. Empirical evaluation confirms the practicality of our fingerprinting algorithms demonstrating a speedup of up to 210x over prior work. 

Abstract: We study the problem of solving linear programs of the form Ax ≤ b, x ≥ 0 with differential privacy. For homogeneous LPs Ax ≥ 0, we give an efficient (ε,δ)-differentially private algorithm which with probability at least 1-β finds in polynomial time a solution that satisfies all but O(d²/ε log²(d/(δβ))√{log 1/ρ₀}) constraints, for problems with margin ρ₀ > 0. This improves the bound of O(d⁵/ε log^{1.5} 1/ρ₀ polylog(d,1/δ,1/β)) by [Kaplan-Mansour-Moran-Stemmer-Tur, STOC '25]. For general LPs Ax ≤ b, x ≥ 0 with potentially zero margin, we give an efficient (ε,δ)-differentially private algorithm that w.h.p drops O(d⁴/ε log^{2.5} d/δ √{log dU}) constraints, where U is an upper bound for the entries of A and b in absolute value. This improves the result by Kaplan et al. by at least a factor of d⁵. Our techniques build upon privatizing a rescaling perceptron algorithm by [Hoberg-Rothvoss, IPCO '17] and a more refined iterative procedure for identifying equality constraints by Kaplan et al. 

We study the densest subgraph problem and give algorithms via multiplicative weights update and area convexity that converge in $$O\left(\frac{\log m}{\epsilon^{2}}\right)$$ and $$O\left(\frac{\log m}{\epsilon}\right)$$ iterations, respectively, both with nearly-linear time per iteration. Compared with the work by Bahmani et al. (2014), our MWU algorithm uses a very different and much simpler procedure for recovering the dense subgraph from the fractional solution and does not employ a binary search. Compared with the work by Boob et al. (2019), our algorithm via area convexity improves the iteration complexity by a factor $$\Delta$$ — the maximum degree in the graph, and matches the fastest theoretical runtime currently known via flows (Chekuri et al., 2022) in total time. Next, we study the dense subgraph decomposition problem and give the first practical iterative algorithm with linear convergence rate $$O\left(mn\log\frac{1}{\epsilon}\right)$$ via accelerated random coordinate descent. This significantly improves over $$O\left(\frac{m\sqrt{mn\Delta}}{\epsilon}\right)$$ time of the FISTA-based algorithm by Harb et al. (2022). In the high precision regime $$\epsilon\ll\frac{1}{n}$$ where we can even recover the exact solution, our algorithm has a total runtime of $$O\left(mn\log n\right)$$, matching the state of the art exact algorithm via parametric flows (Gallo et al., 1989). Empirically, we show that this algorithm is very practical and scales to very large graphs, and its performance is competitive with widely used methods that have significantly weaker theoretical guarantees. 

Display Ads and the generalized assignment problem are two well-studied online packing problems with important applications in ad allocation and other areas. In both problems, ad impressions arrive online and have to be allocated immediately to budget-constrained advertisers. Worst-case algorithms that achieve the ideal competitive ratio are known for both problems, but might act overly conservative given the predictable and usually tame nature of real-world input. Given this discrepancy, we develop an algorithm for both problems that incorporate machine-learned predictions and can thus improve the performance beyond the worst-case. Our algorithm is based on the work of Feldman et al. (2009) and similar in nature to Mahdian et al. (2007) who were the first to develop a learning-augmented algorithm for the related, but more structured Ad Words problem. We use a novel analysis to show that our algorithm is able to capitalize on a good prediction, while being robust against poor predictions. We experimentally evaluate our algorithm on synthetic and real-world data on a wide range of predictions. Our algorithm is consistently outperforming the worst-case algorithm without predictions. 

In this work, we revisit the generalization error of stochastic mirror descent for quadratically bounded losses studied in Telgarsky (2022). Quadratically bounded losses is a broad class of loss functions, capturing both Lipschitz and smooth functions, for both regression and classification problems. We study the high probability generalization for this class of losses on linear predictors in both realizable and non-realizable cases when the data are sampled IID or from a Markov chain. The prior work relies on an intricate coupling argument between the iterates of the original problem and those projected onto a bounded domain. This approach enables blackbox application of concentration inequalities, but also leads to suboptimal guarantees due in part to the use of a union bound across all iterations. In this work, we depart significantly from the prior work of Telgarsky (2022), and introduce a novel approach for establishing high probability generalization guarantees. In contrast to the prior work, our work directly analyzes the moment generating function of a novel supermartingale sequence and leverages the structure of stochastic mirror descent. As a result, we obtain improved bounds in all aforementioned settings. Specifically, in the realizable case and non-realizable case with light-tailed sub-Gaussian data, we improve the bounds by a $$\log T$$ factor, matching the correct rates of $1/T$ and $$1/\sqrt{T}$$, respectively. In the more challenging case of heavy-tailed polynomial data, we improve the existing bound by a $$\mathrm{poly}\ T$$ factor. 

In this work, we revisit the generalization error of stochastic mirror descent for quadratically bounded losses studied in Telgarsky (2022). Quadratically bounded losses is a broad class of loss functions, capturing both Lipschitz and smooth functions, for both regression and classification problems. We study the high probability generalization for this class of losses on linear predictors in both realizable and non-realizable cases when the data are sampled IID or from a Markov chain. The prior work relies on an intricate coupling argument between the iterates of the original problem and those projected onto a bounded domain. This approach enables blackbox application of concentration inequalities, but also leads to suboptimal guarantees due in part to the use of a union bound across all iterations. In this work, we depart significantly from the prior work of Telgarsky (2022), and introduce a novel approach for establishing high probability generalization guarantees. In contrast to the prior work, our work directly analyzes the moment generating function of a novel supermartingale sequence and leverages the structure of stochastic mirror descent. As a result, we obtain improved bounds in all aforementioned settings. Specifically, in the realizable case and non-realizable case with light-tailed sub-Gaussian data, we improve the bounds by a $$\log T$$ factor, matching the correct rates of $1/T$ and $$1/\sqrt{T}$$, respectively. In the more challenging case of heavy-tailed polynomial data, we improve the existing bound by a $$\mathrm{poly}\ T$$ factor. 

In this work, we study the convergence in high probability of clipped gradient methods when the noise distribution has heavy tails, i.e., with bounded $$p$$th moments, for some $$1< p \leq 2$$. Prior works in this setting follow the same recipe of using concentration inequalities and an inductive argument with union bound to bound the iterates across all iterations. This method results in an increase in the failure probability by a factor of $$T$$, where $$T$$ is the number of iterations. We instead propose a new analysis approach based on bounding the moment generating function of a well chosen supermartingale sequence. We improve the dependency on $$T$$ in the convergence guarantee for a wide range of algorithms with clipped gradients, including stochastic (accelerated) mirror descent for convex objectives and stochastic gradient descent for nonconvex objectives. Our high probability bounds achieve the optimal convergence rates and match the best currently known in-expectation bounds. Our approach naturally allows the algorithms to use time-varying step sizes and clipping parameters when the time horizon is unknown, which appears difficult or even impossible using existing techniques from prior works. Furthermore, we show that in the case of clipped stochastic mirror descent, several problem constants, including the initial distance to the optimum, are not required when setting step sizes and clipping parameters.