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We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…

Data Structures and Algorithms · Computer Science 2023-11-09 Gleb Novikov , David Steurer , Stefan Tiegel

Optimization problems with an auxiliary latent variable structure in addition to the main model parameters occur frequently in computer vision and machine learning. The additional latent variables make the underlying optimization task…

Machine Learning · Computer Science 2020-03-13 Christopher Zach , Huu Le

To address the communication bottleneck challenge in distributed learning, our work introduces a novel two-stage quantization strategy designed to enhance the communication efficiency of distributed Stochastic Gradient Descent (SGD). The…

Machine Learning · Computer Science 2024-02-05 Guangfeng Yan , Tan Li , Yuanzhang Xiao , Congduan Li , Linqi Song

Truncated sum rules have been used to calculate the fundamental limits of the nonlinear susceptibilities; and, the results have been consistent with all measured molecules. However, given that finite-state models result in inconsistencies…

Optics · Physics 2016-09-08 Mark G. Kuzyk

We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…

Applications · Statistics 2018-08-02 Nassim Nicholas Taleb , Pasquale Cirillo

Distributions over rankings are used to model data in a multitude of real world settings such as preference analysis and political elections. Modeling such distributions presents several computational challenges, however, due to the…

Machine Learning · Computer Science 2014-01-27 Jonathan Huang , Ashish Kapoor , Carlos Guestrin

In Astronomy, Survival Analysis and Epidemiology, among many other fields, doubly truncated data often appear. Double truncation generally induces a sampling bias, so ordinary estimators may be inconsistent. In this paper, smoothing spline…

Methodology · Statistics 2026-01-15 David Bamio , Jacobo de Uña-Álvarez

A probability distribution over the Boolean cube is monotone if flipping the value of a coordinate from zero to one can only increase the probability of an element. Given samples of an unknown monotone distribution over the Boolean cube, we…

Data Structures and Algorithms · Computer Science 2020-02-11 Ronitt Rubinfeld , Arsen Vasilyan

We consider the following basic learning task: given independent draws from an unknown distribution over a discrete support, output an approximation of the distribution that is as accurate as possible in $\ell_1$ distance (i.e. total…

Machine Learning · Computer Science 2015-11-12 Gregory Valiant , Paul Valiant

Some high-dimensional data.sets can be modelled by assuming that there are many different linear constraints, each of which is Frequently Approximately Satisfied (FAS) by the data. The probability of a data vector under the model is then…

Machine Learning · Computer Science 2013-01-14 Geoffrey E. Hinton , Yee Whye Teh

We study zeroth-order optimization where solutions must minimize a cost $d(s)$ while maintaining high probability under a complex generative prior $L(s)$ (e.g., a parameterized model). This reduces to sampling from a target distribution…

Machine Learning · Computer Science 2026-05-06 Pranjal Awasthi , Sreenivas Gollapudi , Ravi Kumar , Kamesh Munagala

Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…

Machine Learning · Computer Science 2024-04-04 Nika Haghtalab , Michael I. Jordan , Eric Zhao

We study the problem of parameter estimation for time-series possessing two, widely separated, characteristic time scales. The aim is to understand situations where it is desirable to fit a homogenized singlescale model to such multiscale…

Statistics Theory · Mathematics 2009-11-11 G. A. Pavliotis , A. M. Stuart

Learning from label proportions (LLP) is a generalization of supervised learning in which the training data is available as sets or bags of feature-vectors (instances) along with the average instance-label of each bag. The goal is to train…

Machine Learning · Computer Science 2023-10-17 Anand Brahmbhatt , Rishi Saket , Aravindan Raghuveer

We consider the problem of estimating the parameters of a $d$-dimensional rectified Gaussian distribution from i.i.d. samples. A rectified Gaussian distribution is defined by passing a standard Gaussian distribution through a one-layer ReLU…

Machine Learning · Computer Science 2019-09-20 Shanshan Wu , Alexandros G. Dimakis , Sujay Sanghavi

Many large-scale stochastic optimization algorithms involve repeated solutions of linear systems or evaluations of log-determinants. In these regimes, computing exact solutions is often unnecessary; it is more computationally efficient to…

Numerical Analysis · Mathematics 2026-02-24 Tianshi Xu , Difeng Cai , Hua Huang , Edmond Chow , Yuanzhe Xi

In recent years, machine learning models have achieved success based on the independently and identically distributed assumption. However, this assumption can be easily violated in real-world applications, leading to the Out-of-Distribution…

Machine Learning · Computer Science 2024-03-27 Yifan Hao , Yong Lin , Difan Zou , Tong Zhang

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante

The analysis of rank ordered data has a long history in the statistical literature across a diverse range of applications. In this paper we consider the Extended Plackett-Luce model that induces a flexible (discrete) distribution over…

Applications · Statistics 2020-02-17 Stephen R. Johnson , Daniel A. Henderson , Richard J. Boys

A protocol for distributed estimation of discrete distributions is proposed. Each agent begins with a single sample from the distribution, and the goal is to learn the empirical distribution of the samples. The protocol is based on a simple…

Optimization and Control · Mathematics 2014-06-06 Anand D. Sarwate , Tara Javidi