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We develop efficient algorithms for estimating low-degree moments of unknown distributions in the presence of adversarial outliers. The guarantees of our algorithms improve in many cases significantly over the best previous ones, obtained…

Data Structures and Algorithms · Computer Science 2017-12-27 Pravesh K. Kothari , David Steurer

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…

Data Structures and Algorithms · Computer Science 2025-10-07 Beatrice Bertolotti , Matteo Russo , Chris Schwiegelshohn , Sudarshan Shyam

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…

Data Structures and Algorithms · Computer Science 2019-11-15 Ilias Diakonikolas , Daniel M. Kane

Many real-world problems can be formulated as geometric optimization problems in high dimensions, especially in the fields of machine learning and data mining. Moreover, we often need to take into account of outliers when optimizing the…

Computational Geometry · Computer Science 2020-05-04 Hu Ding

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

Given a dataset an outlier can be defined as an observation that it is unlikely to follow the statistical properties of the majority of the data. Computation of the location estimate of is fundamental in data analysis, and it is well known…

Statistics Theory · Mathematics 2015-11-16 G. Zioutas , C. Chatzinakos , T. D. Nguyen , L. Pitsoulis

We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with…

Machine Learning · Computer Science 2020-05-05 Yu Cheng , Ilias Diakonikolas , Rong Ge , Mahdi Soltanolkotabi

We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each…

Data Structures and Algorithms · Computer Science 2021-05-04 Lunjia Hu , Omer Reingold

We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…

Data Structures and Algorithms · Computer Science 2022-11-30 Ilias Diakonikolas , Daniel M. Kane , Jasper C. H. Lee , Ankit Pensia

The study of statistical estimation without distributional assumptions on data values, but with knowledge of data collection methods was recently introduced by Chen, Valiant and Valiant (NeurIPS 2020). In this framework, the goal is to…

Data Structures and Algorithms · Computer Science 2021-12-28 Jonah Brown-Cohen

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

Machine Learning · Computer Science 2010-10-22 Kenneth L. Clarkson , Elad Hazan , David P. Woodruff

In list-decodable learning, we are given a set of data points such that an $\alpha$-fraction of these points come from a nice distribution $D$, for some small $\alpha \ll 1$, and the goal is to output a short list of candidate solutions,…

Machine Learning · Computer Science 2025-11-25 Ziyun Chen , Spencer Compton , Daniel Kane , Jerry Li

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

In the real world, a learning system could receive an input that is unlike anything it has seen during training. Unfortunately, out-of-distribution samples can lead to unpredictable behaviour. We need to know whether any given input belongs…

Machine Learning · Computer Science 2019-08-21 Alireza Shafaei , Mark Schmidt , James J. Little

In this work, we revisit the problem of estimating the mean and covariance of an unknown $d$-dimensional Gaussian distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. The pioneering work of [DKK+16] gave a…

Data Structures and Algorithms · Computer Science 2021-10-25 Pravesh K. Kothari , Peter Manohar , Brian Hu Zhang

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 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 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…

Machine Learning · Statistics 2020-07-14 Jules Depersin

Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…

Machine Learning · Statistics 2020-12-24 Qian Zhang , Xinyuan Zhao , Chao Ding