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We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

We consider the problem of identifying significant predictors in large data bases, where the response variable depends on the linear combination of explanatory variables through an unknown link function, corrupted with the noise from the…

Methodology · Statistics 2019-11-19 Wojciech Rejchel , Malgorzata Bogdan

We present an algorithm for finding sparse solutions of the system of linear equations $\Phi\mathbf{x}=\mathbf{y}$ with rectangular matrices $\Phi$ of size $n\times N$, where $n<N$, when measurement vector $\mathbf{y}$ is corrupted by a…

Numerical Analysis · Mathematics 2013-04-16 Alexander Petukhov , Inna Kozlov

We consider the semi-random graph model of [Makarychev, Makarychev and Vijayaraghavan, STOC'12], where, given a random bipartite graph with $\alpha$ edges and an unknown bipartition $(A, B)$ of the vertex set, an adversary can add arbitrary…

Data Structures and Algorithms · Computer Science 2024-06-10 Vincent Cohen-Addad , Tommaso d'Orsi , Aida Mousavifar

We study the task of agnostic learning of multiclass linear classifiers under the Gaussian distribution. Given labeled examples $(x, y)$ from a distribution over $\mathbb{R}^d \times [k]$, with Gaussian $x$-marginal, the goal is to output a…

Machine Learning · Computer Science 2026-05-21 Ilias Diakonikolas , Giannis Iakovidis , Mingchen Ma

Linear regression studies the problem of estimating a model parameter $\beta^* \in \mathbb{R}^p$, from $n$ observations $\{(y_i,\mathbf{x}_i)\}_{i=1}^n$ from linear model $y_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i$. We…

Machine Learning · Statistics 2015-05-14 Xinyang Yi , Zhaoran Wang , Constantine Caramanis , Han Liu

We focus on the high-dimensional linear regression problem, where the algorithmic goal is to efficiently infer an unknown feature vector $\beta^*\in\mathbb{R}^p$ from its linear measurements, using a small number $n$ of samples. Unlike most…

Statistics Theory · Mathematics 2023-09-19 David Gamarnik , Eren C. Kızıldağ , Ilias Zadik

We obtain the first positive results for bounded sample compression in the agnostic regression setting with the $\ell_p$ loss, where $p\in [1,\infty]$. We construct a generic approximate sample compression scheme for real-valued function…

Machine Learning · Computer Science 2024-02-06 Idan Attias , Steve Hanneke , Aryeh Kontorovich , Menachem Sadigurschi

Can we analyze data without decompressing it? As our data keeps growing, understanding the time complexity of problems on compressed inputs, rather than in convenient uncompressed forms, becomes more and more relevant. Suppose we are given…

Computational Complexity · Computer Science 2018-03-05 Amir Abboud , Arturs Backurs , Karl Bringmann , Marvin Künnemann

We consider the problem of learning a discrete distribution in the presence of an $\epsilon$ fraction of malicious data sources. Specifically, we consider the setting where there is some underlying distribution, $p$, and each data source…

Machine Learning · Computer Science 2017-11-23 Mingda Qiao , Gregory Valiant

Multi-task learning (MTL) has emerged as a pivotal paradigm in machine learning by leveraging shared structures across multiple related tasks. Despite its empirical success, the development of likelihood-based efficiently solvable…

Machine Learning · Computer Science 2026-05-07 Shihong Ding , Fangyu Du , Cong Fang

We establish new exponential in dimension lower bounds for the Maximum Halfspace Discrepancy problem, which models linear classification. Both are fundamental problems in computational geometry and machine learning in their exact and…

Computational Geometry · Computer Science 2026-03-20 Alexander Munteanu , Simon Omlor , Jeff M. Phillips

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…

Machine Learning · Computer Science 2018-09-06 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

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

Linear Discriminant Analysis (LDA) is a fundamental method for classification. Its simple linear structure facilitates interpretation, and it is naturally suited to multi-class settings. LDA is also closely connected to several classical…

Methodology · Statistics 2026-04-09 Xin Bing , Bingqing Li , Marten Wegkamp

We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…

Statistics Theory · Mathematics 2021-10-01 Igor Silin , Jianqing Fan

In this paper, we consider a generalized multivariate regression problem where the responses are monotonic functions of linear transformations of predictors. We propose a semi-parametric algorithm based on the ordering of the responses…

Machine Learning · Statistics 2016-02-22 Milad Kharratzadeh , Mark Coates

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…

Machine Learning · Computer Science 2014-10-08 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…

Data Structures and Algorithms · Computer Science 2025-07-17 Michał Dereziński , Aaron Sidford

We consider regression scenarios where it is natural to impose an order constraint on the coefficients. We propose an order-constrained version of L1-regularized regression for this problem, and show how to solve it efficiently using the…

Applications · Statistics 2017-06-01 Xiaotong Suo , Robert Tibshirani