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In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

Machine Learning · Computer Science 2021-06-14 Sitan Chen , Frederic Koehler , Ankur Moitra , Morris Yau

In linear regression, the least squares (LS) estimator has certain optimality properties if the errors are normally distributed. This assumption is often violated in practice, partly caused by data outliers. Robust estimators can cope with…

Methodology · Statistics 2020-07-01 Sukru Acitas , Peter Filzmoser , Birdal Senoglu

Let $i=1,\ldots,N$ index a simple random sample of units drawn from some large population. For each unit we observe the vector of regressors $X_{i}$ and, for each of the $N\left(N-1\right)$ ordered pairs of units, an outcome $Y_{ij}$. The…

Statistics Theory · Mathematics 2021-03-05 Bryan S. Graham , Fengshi Niu , James L. Powell

We study the problem of estimating a $p$-dimensional $s$-sparse vector in a linear model with Gaussian design and additive noise. In the case where the labels are contaminated by at most $o$ adversarial outliers, we prove that the…

Statistics Theory · Mathematics 2019-11-20 Arnak S. Dalalyan , Philip Thompson

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

This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonconvex regularization. When the additive errors in linear…

Statistics Theory · Mathematics 2021-01-01 Xiaoou Pan , Qiang Sun , Wen-Xin Zhou

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 propose a general approach to evaluating the performance of robust estimators based on adversarial losses under misspecified models. We first show that adversarial risk is equivalent to the risk induced by a distributional adversarial…

Machine Learning · Statistics 2023-09-06 Changyu Liu , Yuling Jiao , Junhui Wang , Jian Huang

Data poisoning is a training-time attack that undermines the trustworthiness of learned models. In a targeted data poisoning attack, an adversary manipulates the training dataset to alter the classification of a targeted test point. Given…

Machine Learning · Computer Science 2025-11-18 Nakshatra Gupta , Sumanth Prabhu , Supratik Chakraborty , R Venkatesh

Many results have been proved for various nuclear norm penalized estimators of the uniform sampling matrix completion problem. However, most of these estimators are not robust: in most of the cases the quadratic loss function and its…

Statistics Theory · Mathematics 2017-07-25 Andreas Elsener , Sara van de Geer

Heavy-tailed errors impair the accuracy of the least squares estimate, which can be spoiled by a single grossly outlying observation. As argued in the seminal work of Peter Huber in 1973 [{\it Ann. Statist.} {\bf 1} (1973) 799--821], robust…

Statistics Theory · Mathematics 2017-11-16 Wen-Xin Zhou , Koushiki Bose , Jianqing Fan , Han Liu

We consider the problem of robust state estimation in the presence of integrity attacks. There are $m$ sensors monitoring a dynamical process. Subject to the integrity attacks, $p$ out of $m$ measurements can be arbitrarily manipulated. The…

Information Theory · Computer Science 2016-01-19 Duo Han , Yilin Mo , Lihua Xie

Evaluating adversarial robustness amounts to finding the minimum perturbation needed to have an input sample misclassified. The inherent complexity of the underlying optimization requires current gradient-based attacks to be carefully…

Machine Learning · Computer Science 2021-11-22 Maura Pintor , Fabio Roli , Wieland Brendel , Battista Biggio

Minimax $L_2$ risks for high-dimensional nonparametric regression are derived under two sparsity assumptions: (1) the true regression surface is a sparse function that depends only on $d=O(\log n)$ important predictors among a list of $p$…

Statistics Theory · Mathematics 2015-04-02 Yun Yang , Surya T. Tokdar

We study the error of linear regression in the face of adversarial attacks. In this framework, an adversary changes the input to the regression model in order to maximize the prediction error. We provide bounds on the prediction error in…

Machine Learning · Statistics 2023-03-29 Antônio H. Ribeiro , Thomas B. Schön

We consider a robust estimation of linear regression coefficients. In this note, we focus on the case where the covariates are sampled from an $L$-subGaussian distribution with unknown covariance, the noises are sampled from a distribution…

Statistics Theory · Mathematics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

Regression models, which are widely used from engineering applications to financial forecasting, are vulnerable to targeted malicious attacks such as training data poisoning, through which adversaries can manipulate their predictions.…

Machine Learning · Computer Science 2020-08-24 Sandamal Weerasinghe , Sarah M. Erfani , Tansu Alpcan , Christopher Leckie , Justin Kopacz

Learning a robust classifier from a few samples remains a key challenge in machine learning. A major thrust of research has been focused on developing $k$-nearest neighbor ($k$-NN) based algorithms combined with metric learning that…

Machine Learning · Statistics 2022-02-17 Shixiang Zhu , Liyan Xie , Minghe Zhang , Rui Gao , Yao Xie

In this paper, we construct a parameter estimation framework for robust low-rank tensor regression based on a truncation method and Huber loss, specifically focusing on models with random noise having only finite second-order moments.…

Statistics Theory · Mathematics 2025-12-05 Kangqiang Li , Bingqi Liu , Yang Yang , Li Wang

We study minimax convergence rates of nonparametric density estimation in the Huber contamination model, in which a proportion of the data comes from an unknown outlier distribution. We provide the first results for this problem under a…

Statistics Theory · Mathematics 2021-09-08 Ananya Uppal , Shashank Singh , Barnabas Poczos