Related papers: Algorithms and Hardness for Robust Subspace Recove…
In this paper, we study several important geometric optimization problems arising in machine learning. First, we revisit the Minimum Enclosing Ball (MEB) problem in Euclidean space $\mathbb{R}^d$. The problem has been extensively studied…
In this paper, we consider robust optimization problems in high dimensions. Because a real-world dataset may contain significant noise or even specially crafted samples from some attacker, we are particularly interested in the optimization…
Maximizing a monotone submodular function is a fundamental task in machine learning. In this paper, we study the deletion robust version of the problem under the classic matroids constraint. Here the goal is to extract a small size summary…
The concept of \emph{data depth} in non-parametric multivariate descriptive statistics is the generalization of the univariate rank method to multivariate data. \emph{Halfspace depth} is a measure of data depth. Given a set $S$ of points…
Current deep learning solutions are well known for not informing whether they can reliably classify an example during inference. One of the most effective ways to build more reliable deep learning solutions is to improve their performance…
In this paper, we consider deep neural networks for solving inverse problems that are robust to forward model mis-specifications. Specifically, we treat sensing problems with model mismatch where one wishes to recover a sparse…
The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considered. A new procedure for recovering the directions of the EDR…
Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…
We consider the problem of clustering datasets in the presence of arbitrary outliers. Traditional clustering algorithms such as k-means and spectral clustering are known to perform poorly for datasets contaminated with even a small number…
This paper considers various models of support vector machines with ramp loss, these being an efficient and robust tool in supervised classification for the detection of outliers. The exact solution approaches for the resulting optimization…
A new type of robust estimation problem is introduced where the goal is to recover a statistical model that has been corrupted after it has been estimated from data. Methods are proposed for "repairing" the model using only the design and…
We assume i.i.d. data sampled from a mixture distribution with K components along fixed d-dimensional linear subspaces and an additional outlier component. For p>0, we study the simultaneous recovery of the K fixed subspaces by minimizing…
It is often possible to perform reduced order modelling by specifying linear subspace which accurately captures the dynamics of the system. This approach becomes especially appealing when linear subspace explicitly depends on parameters of…
We study the classic $k$-means/median clustering, which are fundamental problems in unsupervised learning, in the setting where data are partitioned across multiple sites, and where we are allowed to discard a small portion of the data by…
We study computational aspects of a key problem in robust statistics -- the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large…
Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…
Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…
We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…
We study adversarially robust algorithms for insertion-deletion (turnstile) streams, where future updates may depend on past algorithm outputs. While robust algorithms exist for insertion-only streams with only a polylogarithmic overhead in…
We propose a robust approach for the registration of two sets of 3D points in the presence of a large amount of outliers. Our first contribution is to reformulate the registration problem using a Truncated Least Squares (TLS) cost that…