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We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

In this work, we revisit the problem of estimating the mean and covariance of an unknown $d$-dimensional Gaussian distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. The pioneering work of [DKK+16] gave a…

Data Structures and Algorithms · Computer Science 2021-10-25 Pravesh K. Kothari , Peter Manohar , Brian Hu Zhang

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

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

We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. When $\varepsilon$ is at most some sufficiently small constant, previous works can…

Data Structures and Algorithms · Computer Science 2024-11-22 Hongjie Chen , Deepak Narayanan Sridharan , David Steurer

This work represents a natural coalescence of two important lines of work: learning mixtures of Gaussians and algorithmic robust statistics. In particular we give the first provably robust algorithm for learning mixtures of any constant…

Data Structures and Algorithms · Computer Science 2021-07-27 Allen Liu , Ankur Moitra

We revisit the problem of learning mixtures of spherical Gaussians. Given samples from mixture $\frac{1}{k}\sum_{j=1}^{k}\mathcal{N}(\mu_j, I_d)$, the goal is to estimate the means $\mu_1, \mu_2, \ldots, \mu_k \in \mathbb{R}^d$ up to a…

Machine Learning · Computer Science 2022-10-07 Mingda Qiao , Guru Guruganesh , Ankit Singh Rawat , Avinava Dubey , Manzil Zaheer

We develop efficient algorithms for estimating low-degree moments of unknown distributions in the presence of adversarial outliers. The guarantees of our algorithms improve in many cases significantly over the best previous ones, obtained…

Data Structures and Algorithms · Computer Science 2017-12-27 Pravesh K. Kothari , David Steurer

We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…

Data Structures and Algorithms · Computer Science 2014-05-20 Constantinos Daskalakis , Gautam Kamath

We consider the problem of efficiently learning mixtures of a large number of spherical Gaussians, when the components of the mixture are well separated. In the most basic form of this problem, we are given samples from a uniform mixture of…

Data Structures and Algorithms · Computer Science 2017-11-01 Oded Regev , Aravindan Vijayaraghavan

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient…

Machine Learning · Computer Science 2014-02-20 Jayadev Acharya , Ashkan Jafarpour , Alon Orlitsky , Ananda Theertha Suresh

Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has a running time, and data requirement polynomial in the dimension and…

Machine Learning · Computer Science 2010-04-27 Ankur Moitra , Gregory Valiant

We develop a new approach for clustering non-spherical (i.e., arbitrary component covariances) Gaussian mixture models via a subroutine, based on the sum-of-squares method, that finds a low-dimensional separation-preserving projection of…

Data Structures and Algorithms · Computer Science 2024-11-20 Prashanti Anderson , Mitali Bafna , Rares-Darius Buhai , Pravesh K. Kothari , David Steurer

In this work, we give a ${\rm poly}(d,k)$ time and sample algorithm for efficiently learning the parameters of a mixture of $k$ spherical distributions in $d$ dimensions. Unlike all previous methods, our techniques apply to heavy-tailed…

Data Structures and Algorithms · Computer Science 2026-05-22 Alkis Kalavasis , Pravesh K. Kothari , Shuchen Li , Manolis Zampetakis

We give the first outlier-robust efficient algorithm for clustering a mixture of $k$ statistically separated d-dimensional Gaussians (k-GMMs). Concretely, our algorithm takes input an $\epsilon$-corrupted sample from a $k$-GMM and whp in…

Data Structures and Algorithms · Computer Science 2020-12-15 Ainesh Bakshi , Pravesh Kothari

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer

We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…

Machine Learning · Computer Science 2022-11-15 Tommaso d'Orsi , Rajai Nasser , Gleb Novikov , David Steurer

We study the problem of list-decodable Gaussian mean estimation and the related problem of learning mixtures of separated spherical Gaussians. We develop a set of techniques that yield new efficient algorithms with significantly improved…

Data Structures and Algorithms · Computer Science 2017-11-21 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…

Data Structures and Algorithms · Computer Science 2019-08-07 Prasad Raghavendra , Tselil Schramm , David Steurer

We give the first polynomial-time algorithm to estimate the mean of a $d$-variate probability distribution with bounded covariance from $\tilde{O}(d)$ independent samples subject to pure differential privacy. Prior algorithms for this…

Data Structures and Algorithms · Computer Science 2022-06-06 Samuel B. Hopkins , Gautam Kamath , Mahbod Majid
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