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This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…

Statistics Theory · Mathematics 2015-09-21 Heather Battey , Jianqing Fan , Han Liu , Junwei Lu , Ziwei Zhu

In this article we investigate consistency of selection in regression models via the popular Lasso method. Here we depart from the traditional linear regression assumption and consider approximations of the regression function $f$ with…

Statistics Theory · Mathematics 2008-12-18 Florentina Bunea

Communication compression has become a key strategy to speed up distributed optimization. However, existing decentralized algorithms with compression mainly focus on compressing DGD-type algorithms. They are unsatisfactory in terms of…

Machine Learning · Computer Science 2021-03-22 Xiaorui Liu , Yao Li , Rongrong Wang , Jiliang Tang , Ming Yan

The effective resistance between a pair of nodes in a weighted undirected graph is defined as the potential difference induced between them when a unit current is injected at the first node and extracted at the second node, treating edge…

Optimization and Control · Mathematics 2017-08-25 Necdet Serhat Aybat , Mert Gurbuzbalaban

A large set of signals can sometimes be described sparsely using a dictionary, that is, every element can be represented as a linear combination of few elements from the dictionary. Algorithms for various signal processing applications,…

Machine Learning · Statistics 2013-02-06 Daniel Vainsencher , Shie Mannor , Alfred M. Bruckstein

We show that for unconstrained Deep Linear Discriminant Analysis (LDA) classifiers, maximum-likelihood training admits pathological solutions in which class means drift together, covariances collapse, and the learned representation becomes…

Machine Learning · Statistics 2026-01-06 Maxat Tezekbayev , Rustem Takhanov , Arman Bolatov , Zhenisbek Assylbekov

Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. Recently, there are robust learning methods aiming at this…

Machine Learning · Computer Science 2021-05-12 Jiashuo Liu , Zheyan Shen , Peng Cui , Linjun Zhou , Kun Kuang , Bo Li , Yishi Lin

We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…

Machine Learning · Computer Science 2019-06-12 Yu Cheng , Ilias Diakonikolas , Rong Ge , David Woodruff

We investigate robust nonparametric regression in the presence of heavy-tailed noise, where the hypothesis class may contain unbounded functions and robustness is ensured via a robust loss function $\ell_\sigma$. Using Huber regression as a…

Machine Learning · Computer Science 2025-10-14 Yunlong Feng , Qiang Wu

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

Machine Learning · Computer Science 2018-09-05 Magda Gregorová , Jason Ramapuram , Alexandros Kalousis , Stéphane Marchand-Maillet

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…

Data Structures and Algorithms · Computer Science 2024-06-10 Michał Dereziński , Jiaming Yang

Recent work has developed methods for learning deep network classifiers that are provably robust to norm-bounded adversarial perturbation; however, these methods are currently only possible for relatively small feedforward networks. In this…

Machine Learning · Computer Science 2018-11-26 Eric Wong , Frank R. Schmidt , Jan Hendrik Metzen , J. Zico Kolter

We consider the problem of learning an unknown product distribution $X$ over $\{0,1\}^n$ using samples $f(X)$ where $f$ is a \emph{known} transformation function. Each choice of a transformation function $f$ specifies a learning problem in…

Machine Learning · Computer Science 2011-03-04 Constantinos Daskalakis , Ilias Diakonikolas , Rocco A. Servedio

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…

Methodology · Statistics 2018-02-14 Takayuki Kawashima , Hironori Fujisawa

We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. When $\varepsilon$ is at most some sufficiently small constant, previous works can…

Data Structures and Algorithms · Computer Science 2024-11-22 Hongjie Chen , Deepak Narayanan Sridharan , David Steurer

We derive computationally tractable methods to select a small subset of experiment settings from a large pool of given design points. The primary focus is on linear regression models, while the technique extends to generalized linear models…

Machine Learning · Statistics 2017-12-21 Yining Wang , Adams Wei Yu , Aarti Singh

We study the problem of robust multivariate polynomial regression: let $p\colon\mathbb{R}^n\to\mathbb{R}$ be an unknown $n$-variate polynomial of degree at most $d$ in each variable. We are given as input a set of random samples…

Data Structures and Algorithms · Computer Science 2024-03-15 Vipul Arora , Arnab Bhattacharyya , Mathews Boban , Venkatesan Guruswami , Esty Kelman

We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x} \|x\|_{p}$ such that $A x=b,$ for all $p \in (1,2) \cup (2,\infty).$ Our algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}})…

Data Structures and Algorithms · Computer Science 2024-12-20 Deeksha Adil , Rasmus Kyng , Richard Peng , Sushant Sachdeva