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We study the problem of detection of a p-dimensional sparse vector of parameters in the linear regression model with Gaussian noise. We establish the detection boundary, i.e., the necessary and sufficient conditions for the possibility of…

Statistics Theory · Mathematics 2010-09-13 Yuri I. Ingster , Alexandre B. Tsybakov , Nicolas Verzelen

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix $X \in \mathbb{R}^{N \times d}$ and measurements or labels ${y} \in \mathbb{R}^N$ where ${y} = {X}…

Machine Learning · Computer Science 2025-11-11 Gautam Chandrasekaran , Raghu Meka , Konstantinos Stavropoulos

We consider the high-dimensional linear regression model and assume that a fraction of the measurements are altered by an adversary with complete knowledge of the data and the underlying distribution. We are interested in a scenario where…

Statistics Theory · Mathematics 2023-12-11 Stanislav Minsker , Mohamed Ndaoud , Lang Wang

We consider the most common variants of linear regression, including Ridge, Lasso and Support-vector regression, in a setting where the learner is allowed to observe only a fixed number of attributes of each example at training time. We…

Machine Learning · Computer Science 2015-03-19 Elad Hazan , Tomer Koren

A binary code Enc$:\{0,1\}^k \to \{0,1\}^n$ is $(0.5-\epsilon,L)$-list decodable if for all $w \in \{0,1\}^n$, the set List$(w)$ of all messages $m \in \{0,1\}^k$ such that the relative Hamming distance between Enc$(m)$ and $w$ is at most…

Computational Complexity · Computer Science 2024-09-04 Noga Ron-Zewi , Ronen Shaltiel , Nithin Varma

We study linear programming and general LP-type problems in several big data (streaming and distributed) models. We mainly focus on low dimensional problems in which the number of constraints is much larger than the number of variables. Low…

Data Structures and Algorithms · Computer Science 2019-03-14 Sepehr Assadi , Nikolai Karpov , Qin Zhang

We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interest is a crucial step towards performing statistical…

Statistics Theory · Mathematics 2021-07-30 Michael Celentano , Andrea Montanari

This paper proposes the capped least squares regression with an adaptive resistance parameter, hence the name, adaptive capped least squares regression. The key observation is, by taking the resistant parameter to be data dependent, the…

Methodology · Statistics 2021-07-02 Qiang Sun , Rui Mao , Wen-Xin Zhou

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa

The theory underlying robust distributed learning algorithms, designed to resist adversarial machines, matches empirical observations when data is homogeneous. Under data heterogeneity however, which is the norm in practical scenarios,…

Machine Learning · Computer Science 2023-10-31 Youssef Allouah , Rachid Guerraoui , Nirupam Gupta , Rafaël Pinot , Geovani Rizk

Robust and sparse estimation of linear regression coefficients is investigated. The situation addressed by the present paper is that covariates and noises are sampled from heavy-tailed distributions, and the covariates and noises are…

Machine Learning · Statistics 2022-10-11 Takeyuki Sasai

Learning from data in the presence of outliers is a fundamental problem in statistics. Until recently, no computationally efficient algorithms were known to compute the mean of a high dimensional distribution under natural assumptions in…

Data Structures and Algorithms · Computer Science 2021-01-22 Yeshwanth Cherapanamjeri , Sidhanth Mohanty , Morris Yau

We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. When the input…

Machine Learning · Statistics 2010-07-06 Jean-Yves Audibert , Olivier Catoni

We consider the distributed single-winner metric voting problem on a line, where agents and alternative are represented by points on the line of real numbers, the agents are partitioned into disjoint districts, and the goal is to choose a…

Computer Science and Game Theory · Computer Science 2023-01-05 Alexandros A. Voudouris

We prove the first superpolynomial lower bounds for learning one-layer neural networks with respect to the Gaussian distribution using gradient descent. We show that any classifier trained using gradient descent with respect to square-loss…

Machine Learning · Computer Science 2020-10-26 Surbhi Goel , Aravind Gollakota , Zhihan Jin , Sushrut Karmalkar , Adam Klivans

We consider regression scenarios where it is natural to impose an order constraint on the coefficients. We propose an order-constrained version of L1-regularized regression for this problem, and show how to solve it efficiently using the…

Applications · Statistics 2017-06-01 Xiaotong Suo , Robert Tibshirani

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 derive computationally tractable methods to select a small subset of experiment settings from a large pool of given design points. The primary focus is on linear regression models, while the technique extends to generalized linear models…

Machine Learning · Statistics 2017-12-21 Yining Wang , Adams Wei Yu , Aarti Singh

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
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