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The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are…

Machine Learning · Statistics 2015-03-13 Philipp Hennig

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

We explore why many recently proposed robust estimation problems are efficiently solvable, even though the underlying optimization problems are non-convex. We study the loss landscape of these robust estimation problems, and identify the…

Machine Learning · Statistics 2020-05-29 Banghua Zhu , Jiantao Jiao , Jacob Steinhardt

We study the pointwise maximum likelihood estimation rates for a class of Gaussian mixtures that are invariant under the action of some isometry group. This model is also known as multi-reference alignment, where random isometries of a…

Statistics Theory · Mathematics 2019-03-01 Victor-Emmanuel Brunel

In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…

Machine Learning · Statistics 2020-10-20 Di Wang , Xiangyu Guo , Shi Li , Jinhui Xu

The combination of machine learning with control offers many opportunities, in particular for robust control. However, due to strong safety and reliability requirements in many real-world applications, providing rigorous statistical and…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

This paper considers the problem of supervised learning with linear methods when both features and labels can be corrupted, either in the form of heavy tailed data and/or corrupted rows. We introduce a combination of coordinate gradient…

Machine Learning · Statistics 2022-02-01 Stéphane Gaïffas , Ibrahim Merad

We quantify the parameter stability of a spherical Gaussian Mixture Model (sGMM) under small perturbations in distribution space. Namely, we derive the first explicit bound to show that for a mixture of spherical Gaussian $P$ (sGMM) in a…

Machine Learning · Statistics 2023-02-02 Hanyu Zhang , Marina Meila

We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given $n$ i.i.d. samples from the distribution…

Information Theory · Computer Science 2022-11-08 Anand Jerry George , Clément L. Canonne

We study the problem of recovering Gaussian data under adversarial corruptions when the noises are low-rank and the corruptions are on the coordinate level. Concretely, we assume that the Gaussian noises lie in an unknown $k$-dimensional…

Data Structures and Algorithms · Computer Science 2023-11-29 Weihao Kong , Mingda Qiao , Rajat Sen

Although existing machine reading comprehension models are making rapid progress on many datasets, they are far from robust. In this paper, we propose an understanding-oriented machine reading comprehension model to address three kinds of…

Computation and Language · Computer Science 2022-07-04 Feiliang Ren , Yongkang Liu , Bochao Li , Shilei Liu , Bingchao Wang , Jiaqi Wang , Chunchao Liu , Qi Ma

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

Optimization and Control · Mathematics 2025-01-28 Tam Le , Jérôme Malick

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

We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…

Statistics Theory · Mathematics 2022-03-18 Ilsang Ohn , Lizhen Lin

In this paper we formulate a solution of the robust linear regression problem in a general framework of correntropy maximization. Our formulation yields a unified class of estimators which includes the Gaussian and Laplacian kernel-based…

Systems and Control · Computer Science 2017-09-04 Laurent Bako

Robustness in terms of outliers is an important topic and has been formally studied for a variety of problems in machine learning and computer vision. Generalized median computation is a special instance of consensus learning and a common…

Machine Learning · Computer Science 2025-03-10 Andreas Nienkötter , Sandro Vega-Pons , Xiaoyi Jiang

In many contexts Gaussian Mixtures (GM) are used to approximate probability distributions, possibly time-varying. In some applications the number of GM components exponentially increases over time, and reduction procedures are required to…

Machine Learning · Statistics 2021-04-27 A. D'Ortenzio , C. Manes

Metric learning is an important family of algorithms for classification and similarity search, but the robustness of learned metrics against small adversarial perturbations is less studied. In this paper, we show that existing metric…

Machine Learning · Computer Science 2020-12-22 Lu Wang , Xuanqing Liu , Jinfeng Yi , Yuan Jiang , Cho-Jui Hsieh

Replicability requires that algorithmic conclusions remain consistent when rerun on independently drawn data. A central structural question is composition: given $k$ problems each admitting a $\rho$-replicable algorithm with sample…

The total variation distance is a core statistical distance between probability measures that satisfies the metric axioms, with value always falling in $[0,1]$. This distance plays a fundamental role in machine learning and signal…

Machine Learning · Computer Science 2018-07-02 Frank Nielsen , Ke Sun