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Approximate joint diagonalization of a set of matrices provides a powerful framework for numerous statistical signal processing applications. For non-unitary joint diagonalization (NUJD) based on the least-squares (LS) criterion, outliers,…

Signal Processing · Electrical Eng. & Systems 2021-07-14 Wenjuan Liu , Dazheng Feng , Bingnan Pei , Mengdao Xing , Xinhong Meng , Qianru Wei

Least-absolute-deviations (LAD) line fitting is robust to outliers but computationally more involved than least squares regression. Although the literature includes linear and near-linear time algorithms for the LAD line fitting problem,…

Machine Learning · Statistics 2025-12-25 Stefan Volz , Martin Storath , Andreas Weinmann

Learning to optimize (L2O) has recently emerged as a promising approach to solving optimization problems by exploiting the strong prediction power of neural networks and offering lower runtime complexity than conventional solvers. While L2O…

Machine Learning · Computer Science 2021-12-21 Zhihui Shao , Jianyi Yang , Cong Shen , Shaolei Ren

We study the Levenberg-Marquardt (L-M) method for solving the highly nonlinear and ill-posed inverse problem of identifying the Robin coefficients in elliptic and parabolic systems. The L-M method transforms the Tikhonov regularized…

Numerical Analysis · Mathematics 2016-08-03 Jiang Daijun , Feng Hui , Zou Jun

Machine learning and data analysis have been used in many robotics fields, especially for modelling. Data are usually the result of sensor measurements and, as such, they might be subjected to noise and outliers. The presence of outliers…

Robotics · Computer Science 2019-08-26 Francesco Cursi , Guang-Zhong Yang

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic

Most existing robust fitting methods are designed for classical models, such as lines, circles, and planes. In contrast, fewer methods have been developed to robustly handle non-classical models, such as spiral curves, procedural character…

Computer Vision and Pattern Recognition · Computer Science 2026-02-06 Zongliang Zhang , Shuxiang Li , Xingwang Huang , Zongyue Wang

There is a clear need for efficient algorithms to tune hyperparameters for statistical learning schemes, since the commonly applied search methods (such as grid search with N-fold cross-validation) are inefficient and/or approximate.…

Machine Learning · Computer Science 2020-04-07 Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…

Ordinary least squares (OLS) is the default method for fitting linear models, but is not applicable for problems with dimensionality larger than the sample size. For these problems, we advocate the use of a generalized version of OLS…

Methodology · Statistics 2016-06-17 Xiangyu Wang , David Dunson , Chenlei Leng

Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…

Optimization and Control · Mathematics 2017-05-30 Thanh Hieu Le

Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

Numerical Analysis · Mathematics 2018-12-03 Jeffrey M. Hokanson , Caleb C. Magruder

Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…

Optimization and Control · Mathematics 2022-03-09 Jelena Diakonikolas , Chenghui Li , Swati Padmanabhan , Chaobing Song

Policy optimization methods are powerful algorithms in Reinforcement Learning (RL) for their flexibility to deal with policy parameterization and ability to handle model misspecification. However, these methods usually suffer from slow…

Machine Learning · Computer Science 2023-06-19 Yunfan Li , Yiran Wang , Yu Cheng , Lin Yang

Robust optimization (RO) is one of the key paradigms for solving optimization problems affected by uncertainty. Two principal approaches for RO, the robust counterpart method and the adversarial approach, potentially lead to excessively…

Optimization and Control · Mathematics 2024-09-05 Krzysztof Postek , Shimrit Shtern

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

We investigate a robust penalized logistic regression algorithm based on a minimum distance criterion. Influential outliers are often associated with the explosion of parameter vector estimates, but in the context of standard logistic…

Methodology · Statistics 2014-02-21 Eric C. Chi , David W. Scott

We propose a deep learning approach to the obstacle problem inspired by the first-order system least-squares (FOSLS) framework. This method reformulates the problem as a convex minimization task; by simultaneously approximating the…

Numerical Analysis · Mathematics 2025-08-28 Gabriel Acosta , Eugenia Belén , Francisco M. Bersetche , Juan Pablo Borthagaray

Overparameterized models have recently challenged conventional learning theory by exhibiting improved generalization beyond the interpolation limit, a phenomenon known as benign overfitting. This work introduces Adaptive Benign Overfitting…

Statistical Finance · Quantitative Finance 2026-02-02 Luis Ontaneda Mijares , Nick Firoozye