Related papers: Online Updating Huber Robust Regression for Big Da…
The paper explores the challenges of regression analysis in evolving data streams, an area that remains relatively underexplored compared to classification. We propose a standardized evaluation process for regression and prediction interval…
This paper presents a fast methodology, called ROBOUT, to identify outliers in a response variable conditional on a set of linearly related predictors, retrieved from a large granular dataset. ROBOUT is shown to be effective and…
We present a novel algorithm for anomaly detection on very large datasets and data streams. The method, named EXPected Similarity Estimation (EXPoSE), is kernel-based and able to efficiently compute the similarity between new data points…
Monitoring the performance of large shared computing systems such as the cloud computing infrastructure raises many challenging algorithmic problems. One common problem is to track users with the largest deviation from the norm (outliers),…
In the contemporary context of rapid advancements in information technology and the exponential growth of data volume, language models are confronted with significant challenges in effectively navigating the dynamic and ever-evolving…
Many applications from various disciplines are now required to analyze fast evolving big data in real time. Various approaches for incremental processing of queries have been proposed over the years. Traditional approaches rely on updating…
The amount of data moved over dedicated and non-dedicated network links increases much faster than the increase in the network capacity, but the current solutions fail to guarantee even the promised achievable transfer throughputs. In this…
In online learning from non-stationary data streams, it is necessary to learn robustly to outliers and to adapt quickly to changes in the underlying data generating mechanism. In this paper, we refer to the former attribute of online…
In this work, we focus on distance-based outliers in a metric space, where the status of an entity as to whether it is an outlier is based on the number of other entities in its neighborhood. In recent years, several solutions have tackled…
We provide a new computationally-efficient class of estimators for risk minimization. We show that these estimators are robust for general statistical models: in the classical Huber epsilon-contamination model and in heavy-tailed settings.…
We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…
This paper develops an incremental learning algorithm based on quadratic inference function (QIF) to analyze streaming datasets with correlated outcomes such as longitudinal data and clustered data. We propose a renewable QIF (RenewQIF)…
Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…
We propose an online inference method for censored quantile regression with streaming data sets. A key strategy is to approximate the martingale-based unsmooth objective function with a quadratic loss function involving a well-justified…
In an era of ubiquitous large-scale streaming data, the availability of data far exceeds the capacity of expert human analysts. In many settings, such data is either discarded or stored unprocessed in datacenters. This paper proposes a…
This study presents an efficient incremental/decremental approach for big streams based on Kernel Ridge Regression (KRR), a frequently used data analysis in cloud centers. To avoid reanalyzing the whole dataset whenever sensors receive new…
In this paper, we introduce adversarially robust streaming algorithms for central machine learning and algorithmic tasks, such as regression and clustering, as well as their more general counterparts, subspace embedding, low-rank…
Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…
We propose an online data compression approach for efficiently solving distributionally robust optimization (DRO) problems with streaming data while maintaining out-of-sample performance guarantees. Our method dynamically constructs…
Deep learning benefits from the growing abundance of available data. Meanwhile, efficiently dealing with the growing data scale has become a challenge. Data publicly available are from different sources with various qualities, and it is…