Related papers: Online Updating Huber Robust Regression for Big Da…
Nowadays, every device connected to the Internet generates an ever-growing stream of data (formally, unbounded). Machine Learning on unbounded data streams is a grand challenge due to its resource constraints. In fact, standard machine…
Recent developments on deep learning established some theoretical properties of deep neural networks estimators. However, most of the existing works on this topic are restricted to bounded loss functions or (sub)-Gaussian or bounded input.…
In this paper, we develop connections between two seemingly disparate, but central, models in robust statistics: Huber's epsilon-contamination model and the heavy-tailed noise model. We provide conditions under which this connection…
We study robust regression under a contamination model in which covariates are clean while the responses may be corrupted in an adaptive manner. Unlike the classical Huber's contamination model, where both covariates and responses may be…
We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse…
In the adversarially robust streaming model, a stream of elements is presented to an algorithm and is allowed to depend on the output of the algorithm at earlier times during the stream. In the classic insertion-only model of data streams,…
We present FQN (Fast $Q_n$), a novel algorithm for fast detection of outliers in data streams. The algorithm works in the sliding window model, checking if an item is an outlier by cleverly computing the $Q_n$ scale estimator in the current…
In many machine learning tasks, a common approach for dealing with large-scale data is to build a small summary, {\em e.g.,} coreset, that can efficiently represent the original input. However, real-world datasets usually contain outliers…
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…
Modern online services continuously generate data at very fast rates. This continuous flow of data encompasses content - e.g., posts, news, products, comments -, but also user feedback - e.g., ratings, views, reads, clicks -, together with…
Stream processing has become a critical component in the architecture of modern applications. With the exponential growth of data generation from sources such as the Internet of Things, business intelligence, and telecommunications,…
Anomaly detection methods are part of the systems where rare events may endanger an operation's profitability, safety, and environmental aspects. Although many state-of-the-art anomaly detection methods were developed to date, their…
The need for accurate SQL progress estimation in the context of decision support administration has led to a number of techniques proposed for this task. Unfortunately, no single one of these progress estimators behaves robustly across the…
Count data with zero inflation and large outliers are ubiquitous in many scientific applications. However, posterior analysis under a standard statistical model, such as Poisson or negative binomial distribution, is sensitive to such…
Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…
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…
The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…
Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…
Automated machine learning techniques benefited from tremendous research progress in recently. These developments and the continuous-growing demand for machine learning experts led to the development of numerous AutoML tools. However, these…
Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…