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We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…

Machine Learning · Computer Science 2018-11-26 Yu Cheng , Ilias Diakonikolas , Rong Ge

We introduce the notion of a reproducible algorithm in the context of learning. A reproducible learning algorithm is resilient to variations in its samples -- with high probability, it returns the exact same output when run on two samples…

Machine Learning · Computer Science 2023-04-17 Russell Impagliazzo , Rex Lei , Toniann Pitassi , Jessica Sorrell

We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly…

Machine Learning · Computer Science 2019-03-21 Arun Sai Suggala , Kush Bhatia , Pradeep Ravikumar , Prateek Jain

We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm…

Machine Learning · Statistics 2019-07-30 Kush Bhatia , Yi-An Ma , Anca D. Dragan , Peter L. Bartlett , Michael I. Jordan

We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…

Statistics Theory · Mathematics 2016-03-31 Mathieu Sart

We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each…

Data Structures and Algorithms · Computer Science 2021-05-04 Lunjia Hu , Omer Reingold

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…

Machine Learning · Computer Science 2021-03-01 Elita A. Lobo , Mohammad Ghavamzadeh , Marek Petrik

Neural networks achieve outstanding accuracy in classification and regression tasks. However, understanding their behavior still remains an open challenge that requires questions to be addressed on the robustness, explainability and…

Machine Learning · Computer Science 2021-05-13 Anna-Kathrin Kopetzki , Stephan Günnemann

Neural networks are becoming increasingly prevalent in software, and it is therefore important to be able to verify their behavior. Because verifying the correctness of neural networks is extremely challenging, it is common to focus on the…

Machine Learning · Computer Science 2019-02-19 Ravi Mangal , Aditya V. Nori , Alessandro Orso

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…

Artificial Intelligence · Computer Science 2013-06-14 Kenji Kawaguchi , Mauricio Araya

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…

Statistics Theory · Mathematics 2026-04-21 Alejandro Cholaquidis , Emilien Joly , Leonardo Moreno

Real data are rarely pure. Hence the past half-century has seen great interest in robust estimation algorithms that perform well even when part of the data is corrupt. However, their vast majority approach optimal accuracy only when given a…

Machine Learning · Computer Science 2022-02-14 Ayush Jain , Alon Orlitsky , Vaishakh Ravindrakumar

We investigate the problem of learning Bayesian networks in a robust model where an $\epsilon$-fraction of the samples are adversarially corrupted. In this work, we study the fully observable discrete case where the structure of the network…

Data Structures and Algorithms · Computer Science 2018-10-30 Yu Cheng , Ilias Diakonikolas , Daniel Kane , Alistair Stewart

A fundamental problem in adversarial machine learning is to quantify how much training data is needed in the presence of evasion attacks. In this paper we address this issue within the framework of PAC learning, focusing on the class of…

Machine Learning · Computer Science 2022-05-13 Pascale Gourdeau , Varun Kanade , Marta Kwiatkowska , James Worrell

We study robust estimators of the mean of a probability measure $P$, called robust empirical mean estimators. This elementary construction is then used to revisit a problem of aggregation and a problem of estimator selection, extending…

Statistics Theory · Mathematics 2021-07-05 M. Lerasle , R. I. Oliveira

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

Data Structures and Algorithms · Computer Science 2016-06-10 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…

Machine Learning · Computer Science 2021-06-15 Zhao-Zhou Li , Lu Li , Zhengyi Shao

We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this…

Optimization and Control · Mathematics 2014-10-03 Zizhuo Wang , Peter Glynn , Yinyu Ye