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We develop a technique to design efficiently computable estimators for sparse linear regression in the simultaneous presence of two adversaries: oblivious and adaptive. We design several robust algorithms that outperform the state of the…

Machine Learning · Computer Science 2024-11-01 Chih-Hung Liu , Gleb Novikov

We consider a robust linear regression model $y=X\beta^* + \eta$, where an adversary oblivious to the design $X\in \mathbb{R}^{n\times d}$ may choose $\eta$ to corrupt all but an $\alpha$ fraction of the observations $y$ in an arbitrary…

Machine Learning · Computer Science 2021-05-26 Tommaso d'Orsi , Gleb Novikov , David Steurer

Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…

Statistics Theory · Mathematics 2023-09-19 Mona Azadkia , Fadoua Balabdaoui

We study the problem of estimating the means of well-separated mixtures when an adversary may add arbitrary outliers. While strong guarantees are available when the outlier fraction is significantly smaller than the minimum mixing weight,…

We consider the problem of linear regression with self-selection bias in the unknown-index setting, as introduced in recent work by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [STOC 2023]. In this model, one observes $m$ i.i.d.…

Statistics Theory · Mathematics 2024-02-23 Jason Gaitonde , Elchanan Mossel

We study the task of noiseless linear regression under Gaussian covariates in the presence of additive oblivious contamination. Specifically, we are given i.i.d.\ samples from a distribution $(x, y)$ on $\mathbb{R}^d \times \mathbb{R}$ with…

Data Structures and Algorithms · Computer Science 2025-10-14 Ilias Diakonikolas , Chao Gao , Daniel M. Kane , John Lafferty , Ankit Pensia

We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…

Machine Learning · Statistics 2020-12-07 Ainesh Bakshi , Adarsh Prasad

We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…

A set of high dimensional points $X=\{x_1, x_2,\ldots, x_n\} \subset R^d$ in isotropic position is said to be $\delta$-anti concentrated if for every direction $v$, the fraction of points in $X$ satisfying $|\langle x_i,v \rangle |\leq…

Data Structures and Algorithms · Computer Science 2024-10-29 Ainesh Bakshi , Pravesh Kothari , Goutham Rajendran , Madhur Tulsiani , Aravindan Vijayaraghavan

We give the first dimension-efficient algorithms for learning Rectified Linear Units (ReLUs), which are functions of the form $\mathbf{x} \mapsto \max(0, \mathbf{w} \cdot \mathbf{x})$ with $\mathbf{w} \in \mathbb{S}^{n-1}$. Our algorithm…

Machine Learning · Computer Science 2016-12-06 Surbhi Goel , Varun Kanade , Adam Klivans , Justin Thaler

We consider the task of privately obtaining prediction error guarantees in ordinary least-squares regression problems with Gaussian covariates (with unknown covariance structure). We provide the first sample-optimal polynomial time…

Data Structures and Algorithms · Computer Science 2025-04-01 Prashanti Anderson , Ainesh Bakshi , Mahbod Majid , Stefan Tiegel

In online classification, a learner is presented with a sequence of examples and aims to predict their labels in an online fashion so as to minimize the total number of mistakes. In the self-directed variant, the learner knows in advance…

Machine Learning · Computer Science 2023-08-08 Ilias Diakonikolas , Vasilis Kontonis , Christos Tzamos , Nikos Zarifis

We consider the sample complexity of learning with adversarial robustness. Most prior theoretical results for this problem have considered a setting where different classes in the data are close together or overlapping. Motivated by some…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Somesh Jha , Kamalika Chaudhuri

We study the problem, introduced by Qiao and Valiant, of learning from untrusted batches. Here, we assume $m$ users, all of whom have samples from some underlying distribution $p$ over $1, \ldots, n$. Each user sends a batch of $k$ i.i.d.…

Data Structures and Algorithms · Computer Science 2019-11-07 Sitan Chen , Jerry Li , Ankur Moitra

Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…

Methodology · Statistics 2019-09-18 Alain Desgagné

We study the learnability of linear separators in $\Re^d$ in the presence of bounded (a.k.a Massart) noise. This is a realistic generalization of the random classification noise model, where the adversary can flip each example $x$ with…

Machine Learning · Computer Science 2015-03-13 Pranjal Awasthi , Maria-Florina Balcan , Nika Haghtalab , Ruth Urner

We consider the problem of estimating the number of distinct elements in a large data set (or, equivalently, the support size of the distribution induced by the data set) from a random sample of its elements. The problem occurs in many…

Machine Learning · Computer Science 2021-06-17 Talya Eden , Piotr Indyk , Shyam Narayanan , Ronitt Rubinfeld , Sandeep Silwal , Tal Wagner

We consider the problem of robust polynomial regression, where one receives samples $(x_i, y_i)$ that are usually within $\sigma$ of a polynomial $y = p(x)$, but have a $\rho$ chance of being arbitrary adversarial outliers. Previously, it…

Data Structures and Algorithms · Computer Science 2017-08-11 Daniel Kane , Sushrut Karmalkar , Eric Price

Error-correcting codes are one of the most fundamental objects in pseudorandomness, with applications in communication, complexity theory, and beyond. Codes are useful because of their ability to support decoding, which is the task of…

Information Theory · Computer Science 2024-08-28 Shashank Srivastava

In this paper, we propose an abstract procedure for debiasing constrained or regularized potentially high-dimensional linear models. It is elementary to show that the proposed procedure can produce $\frac{1}{\sqrt{n}}$-confidence intervals…

Methodology · Statistics 2023-01-12 Yufei Yi , Matey Neykov