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First order methods endowed with global convergence guarantees operate using global lower bounds on the objective. The tightening of the bounds has been shown to increase both the theoretical guarantees and the practical performance. In…

Optimization and Control · Mathematics 2024-04-30 Mihai I. Florea , Yurii Nesterov

Randomized smoothing is a popular way of providing robustness guarantees against adversarial attacks: randomly-smoothed functions have a universal Lipschitz-like bound, allowing for robustness certificates to be easily computed. In this…

Machine Learning · Computer Science 2020-12-16 Alexander Levine , Aounon Kumar , Thomas Goldstein , Soheil Feizi

Noisy data are often viewed as a challenge for decision-making. This paper studies a distributionally robust optimization (DRO) that shows how such noise can be systematically incorporated. Rather than applying DRO to the noisy empirical…

Optimization and Control · Mathematics 2025-09-03 Chung-Han Hsieh , Rong Gan

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Optimization and Control · Mathematics 2022-10-06 Melinda Hagedorn , Florian Jarre

Deep neural networks achieve high prediction accuracy when the train and test distributions coincide. In practice though, various types of corruptions occur which deviate from this setup and cause severe performance degradations. Few…

Machine Learning · Computer Science 2023-05-30 Theodoros Tsiligkaridis , Athanasios Tsiligkaridis

In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…

Machine Learning · Statistics 2024-09-04 Andreas Christmann , Yunwen Lei

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

Optimization and Control · Mathematics 2025-05-15 Jun Hu , Chao Sun , Bo Chen , Jianzheng Wang , Zheming Wang

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss…

Statistics Theory · Mathematics 2023-05-12 Yinan Shen , Jingyang Li , Jian-Feng Cai , Dong Xia

Deep neural networks are known to be vulnerable to adversarial attacks. Current methods of defense from such attacks are based on either implicit or explicit regularization, e.g., adversarial training. Randomized smoothing, the averaging of…

A new, very general, robust procedure for combining estimators in metric spaces is introduced GROS. The method is reminiscent of the well-known median of means, as described in \cite{devroye2016sub}. Initially, the sample is divided into…

Statistics Theory · Mathematics 2024-02-26 Alejandro Cholaquidis , Emilien Joly , Leonardo Moreno

Recent empirical evidence indicates that many machine learning applications involve heavy-tailed gradient noise, which challenges the standard assumptions of bounded variance in stochastic optimization. Gradient clipping has emerged as a…

Optimization and Control · Mathematics 2025-07-10 Florian Hübler , Ilyas Fatkhullin , Niao He

In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…

Machine Learning · Computer Science 2020-05-04 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

Adding noises to artificial neural network(ANN) has been shown to be able to improve robustness in previous work. In this work, we propose a new technique to compute the pathwise stochastic gradient estimate with respect to the standard…

Machine Learning · Computer Science 2021-02-10 Li Xiao , Zeliang Zhang , Yijie Peng

With the increasing use of deep learning on data collected by non-perfect sensors and in non-perfect environments, the robustness of deep learning systems has become an important issue. A common approach for obtaining robustness to noise…

Machine Learning · Computer Science 2023-11-21 Xueqiong Yuan , Jipeng Li , Ercan Engin Kuruoğlu

Randomized smoothing is currently a state-of-the-art method to construct a certifiably robust classifier from neural networks against $\ell_2$-adversarial perturbations. Under the paradigm, the robustness of a classifier is aligned with the…

Machine Learning · Computer Science 2021-11-18 Jongheon Jeong , Sejun Park , Minkyu Kim , Heung-Chang Lee , Doguk Kim , Jinwoo Shin