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Training deep neural models in the presence of corrupted supervision is challenging as the corrupted data points may significantly impact the generalization performance. To alleviate this problem, we present an efficient robust algorithm…

Deep neural networks are vulnerable to adversarial noise. Adversarial Training (AT) has been demonstrated to be the most effective defense strategy to protect neural networks from being fooled. However, we find AT omits to learning robust…

Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…

We propose two robust methods for testing hypotheses on unknown parameters of predictive regression models under heterogeneous and persistent volatility as well as endogenous, persistent and/or fat-tailed regressors and errors. The proposed…

High dimensional Vector Autoregressions (VAR) have received a lot of interest recently due to novel applications in health, engineering, finance and the social sciences. Three issues arise when analyzing VAR's: (a) The high dimensional…

Convex regression (CR) is the problem of fitting a convex function to a finite number of noisy observations of an underlying convex function. CR is important in many domains and one of its workhorses is the non-parametric least square…

Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being…

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

We study the problem of learning predictors that are robust to adversarial examples with respect to an unknown perturbation set, relying instead on interaction with an adversarial attacker or access to attack oracles, examining different…

The problem of identifying the most discriminating features when performing supervised learning has been extensively investigated. In particular, several methods for variable selection in model-based classification have been proposed.…

In learning problems, the noise inherent to the task at hand hinders the possibility to infer without a certain degree of uncertainty. Quantifying this uncertainty, regardless of its wide use, assumes high relevance for security-sensitive…

We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line…

Adversarially robust PAC learning has proved to be challenging, with the currently best known learners [Montasser et al., 2021a] relying on improper methods based on intricate compression schemes, resulting in sample complexity exponential…

We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…

We study a new linear up to quadratic time algorithm for linear regression in the absence of strong assumptions on the underlying distributions of samples, and in the presence of outliers. The goal is to design a procedure which comes with…

We consider the problem of robustly fitting a model to data that includes outliers by formulating a percentile optimization problem. This problem is non-smooth and non-convex, hence hard to solve. We derive properties that the minimizers of…

In this paper we formulate a solution of the robust linear regression problem in a general framework of correntropy maximization. Our formulation yields a unified class of estimators which includes the Gaussian and Laplacian kernel-based…

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

We study the robustness of accelerated first-order algorithms to stochastic uncertainties in gradient evaluation. Specifically, for unconstrained, smooth, strongly convex optimization problems, we examine the mean-squared error in the…