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We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time…

Data Structures and Algorithms · Computer Science 2023-12-05 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas

We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…

Machine Learning · Computer Science 2018-06-04 Ilias Diakonikolas , Weihao Kong , Alistair Stewart

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…

Machine Learning · Computer Science 2018-11-26 Yu Cheng , Ilias Diakonikolas , Rong Ge

We study the fundamental problem of learning the parameters of a high-dimensional Gaussian in the presence of noise -- where an $\varepsilon$-fraction of our samples were chosen by an adversary. We give robust estimators that achieve…

Data Structures and Algorithms · Computer Science 2017-11-07 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…

Machine Learning · Statistics 2020-12-07 Ainesh Bakshi , Adarsh Prasad

We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…

We study the problem of learning Bayesian networks where an $\epsilon$-fraction of the samples are adversarially corrupted. We focus on the fully-observable case where the underlying graph structure is known. In this work, we present the…

Machine Learning · Computer Science 2021-05-13 Yu Cheng , Honghao Lin

We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number $\kappa$. For this fundamental problem, significant gaps remain in our understanding of the trade-offs among…

Data Structures and Algorithms · Computer Science 2026-05-19 Deeksha Adil , Jarosław Błasiok , Hongjie Chen , Deepak Narayanan Sridharan

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

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

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

Robust covariance estimation is the following, well-studied problem in high dimensional statistics: given $N$ samples from a $d$-dimensional Gaussian $\mathcal{N}(\boldsymbol{0}, \Sigma)$, but where an $\varepsilon$-fraction of the samples…

Data Structures and Algorithms · Computer Science 2020-06-25 Jerry Li , Guanghao Ye

We consider a robust linear regression model $y=X\beta^* + \eta$, where an adversary oblivious to the design $X\in \mathbb{R}^{n\times d}$ may choose $\eta$ to corrupt all but an $\alpha$ fraction of the observations $y$ in an arbitrary…

Machine Learning · Computer Science 2021-05-26 Tommaso d'Orsi , Gleb Novikov , David Steurer

We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly…

Machine Learning · Computer Science 2019-03-21 Arun Sai Suggala , Kush Bhatia , Pradeep Ravikumar , Prateek Jain

We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…

Machine Learning · Computer Science 2017-05-18 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We study Gaussian sparse estimation tasks in Huber's contamination model with a focus on mean estimation, PCA, and linear regression. For each of these tasks, we give the first sample and computationally efficient robust estimators with…

Machine Learning · Computer Science 2024-03-18 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

We study the problem of robust estimation under heterogeneous corruption rates, where each sample may be independently corrupted with a known but non-identical probability. This setting arises naturally in distributed and federated…

Machine Learning · Computer Science 2025-10-02 Syomantak Chaudhuri , Jerry Li , Thomas A. Courtade

We study the task of agnostically learning halfspaces under the Gaussian distribution. Specifically, given labeled examples $(\mathbf{x},y)$ from an unknown distribution on $\mathbb{R}^n \times \{ \pm 1\}$, whose marginal distribution on…

Machine Learning · Computer Science 2023-02-14 Ilias Diakonikolas , Daniel M. Kane , Lisheng Ren

We consider the problem of robust polynomial regression, where one receives samples $(x_i, y_i)$ that are usually within $\sigma$ of a polynomial $y = p(x)$, but have a $\rho$ chance of being arbitrary adversarial outliers. Previously, it…

Data Structures and Algorithms · Computer Science 2017-08-11 Daniel Kane , Sushrut Karmalkar , Eric Price

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov
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