Related papers: Robust classification via MOM minimization

Learning models that are robust to distribution shifts is a key concern in the context of their real-life applicability. Invariant Risk Minimization (IRM) is a popular framework that aims to learn robust models from multiple environments.…

We study first-order algorithms that are uniformly stable for empirical risk minimization (ERM) problems that are convex and smooth with respect to $p$-norms, $p \geq 1$. We propose a black-box reduction method that, by employing properties…

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

We study the differentially private Empirical Risk Minimization (ERM) and Stochastic Convex Optimization (SCO) problems for non-smooth convex functions. We get a (nearly) optimal bound on the excess empirical risk and excess population loss…

Few-shot meta-learning presents a challenge for gradient descent optimization due to the limited number of training samples per task. To address this issue, we propose an episodic memory optimization for meta-learning, we call EMO, which is…

Stochastic majorization-minimization (SMM) is a class of stochastic optimization algorithms that proceed by sampling new data points and minimizing a recursive average of surrogate functions of an objective function. The surrogates are…

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

In this paper, we introduce a robust nonparametric density estimator combining the popular Kernel Density Estimation method and the Median-of-Means principle (MoM-KDE). This estimator is shown to achieve robustness to any kind of anomalous…

Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…

Large language models (LLMs) with mixture-of-experts (MoE) architectures achieve remarkable scalability by sparsely activating a subset of experts per token, yet their frequent expert switching creates memory bandwidth bottlenecks that…

We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…

In this work, we study the weighted empirical risk minimization (weighted ERM) schema, in which an additional data-dependent weight function is incorporated when the empirical risk function is being minimized. We show that under a general…

Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples…

We consider the problem of training a classification model with group annotated training data. Recent work has established that, if there is distribution shift across different groups, models trained using the standard empirical risk…

Obtaining accurate class labels is often costly or unreliable, and may also be limited by privacy or other practical conditions. Compared with asking an annotator to provide the exact class, it is often easier to ask whether the true label…

This study introduces an iterative Bayesian Robbins--Monro (IBRM) sequence, which unites the classical Robbins--Monro sequence with statistical estimation for faster root-finding under noisy observations. Although the standard…

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…

A fundamental challenge in machine learning is the choice of a loss as it characterizes our learning task, is minimized in the training phase, and serves as an evaluation criterion for estimators. Proper losses are commonly chosen, ensuring…

Expectation propagation (EP) is a family of algorithms for performing approximate inference in probabilistic models. The updates of EP involve the evaluation of moments -- expectations of certain functions -- which can be estimated from…