English
Related papers

Related papers: Robust polynomial regression up to the information…

200 papers

We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…

Data Structures and Algorithms · Computer Science 2021-06-08 Ainesh Bakshi , Ilias Diakonikolas , He Jia , Daniel M. Kane , Pravesh K. Kothari , Santosh S. Vempala

The reliable fraction of information is an attractive score for quantifying (functional) dependencies in high-dimensional data. In this paper, we systematically explore the algorithmic implications of using this measure for optimization. We…

Artificial Intelligence · Computer Science 2018-09-17 Panagiotis Mandros , Mario Boley , Jilles Vreeken

We study the probability that a random polynomial with integer coefficients is reducible when factored over the rational numbers. Using computer-generated data, we investigate a number of different models, including both monic and non-monic…

Cellwise outliers are likely to occur together with casewise outliers in modern data sets with relatively large dimension. Recent work has shown that traditional robust regression methods may fail for data sets in this paradigm. The…

Statistics Theory · Mathematics 2016-12-28 Andy Leung , Hongyang Zhang , Ruben H. Zamar

Robust reinforcement learning (RL) under the average-reward criterion is essential for long-term decision-making, particularly when the environment may differ from its specification. However, a significant gap exists in understanding the…

Machine Learning · Computer Science 2025-09-26 Zachary Roch , Chi Zhang , George Atia , Yue Wang

Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here…

Statistics Theory · Mathematics 2016-08-14 Juan A. Cuesta-Albertos , Carlos Matrán , Agustín Mayo-Iscar

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…

Data Structures and Algorithms · Computer Science 2019-11-15 Ilias Diakonikolas , Daniel M. Kane

We consider a robust estimation of linear regression coefficients. In this note, we focus on the case where the covariates are sampled from an $L$-subGaussian distribution with unknown covariance, the noises are sampled from a distribution…

Statistics Theory · Mathematics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…

Statistics Theory · Mathematics 2017-01-23 Yannick Baraud , Lucien Birgé , Mathieu Sart

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type approach and an on-line approach following algorithms recently…

Statistics Theory · Mathematics 2018-01-30 Ana Karina Fermin , Carenne Ludeña

We compute the integral of a function or the expectation of a random variable with minimal cost and use, for our new algorithm and for upper bounds of the complexity, i.i.d. samples. Under certain assumptions it is possible to select a…

Numerical Analysis · Mathematics 2018-10-24 Robert J. Kunsch , Erich Novak , Daniel Rudolf

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

We say that a classifier is \emph{adversarially robust} to perturbations of norm $r$ if, with high probability over a point $x$ drawn from the input distribution, there is no point within distance $\le r$ from $x$ that is classified…

Data Structures and Algorithms · Computer Science 2025-05-21 Jane Lange , Arsen Vasilyan

Strip packing is a classical packing problem, where the goal is to pack a set of rectangular objects into a strip of a given width, while minimizing the total height of the packing. The problem has multiple applications, e.g. in scheduling…

Data Structures and Algorithms · Computer Science 2016-10-26 Anna Adamaszek , Tomasz Kociumaka , Marcin Pilipczuk , Michał Pilipczuk

Whole robustness is a nice property to have for statistical models. It implies that the impact of outliers gradually vanishes as they approach plus or minus infinity. So far, the Bayesian literature provides results that ensure whole…

Methodology · Statistics 2018-08-14 Alain Desgagné , Philippe Gagnon

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Thomas Lew , Marco Pavone

There are several methods for obtaining very robust estimates of regression parameters that asymptotically resist 50% of outliers in the data. Differences in the behaviour of these algorithms depend on the distance between the regression…

Methodology · Statistics 2014-05-21 Marco Riani , Anthony C. Atkinson , Domenico Perrotta

We study the efficient learnability of high-dimensional Gaussian mixtures in the outlier-robust setting, where a small constant fraction of the data is adversarially corrupted. We resolve the polynomial learnability of this problem when the…

Data Structures and Algorithms · Computer Science 2020-05-14 Ilias Diakonikolas , Samuel B. Hopkins , Daniel Kane , Sushrut Karmalkar