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In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic…

Optimization and Control · Mathematics 2023-07-13 Andrés Gómez , José Neto

The Support Vector Machine using Privileged Information (SVM+) has been proposed to train a classifier to utilize the additional privileged information that is only available in the training phase but not available in the test phase. In…

Machine Learning · Computer Science 2016-04-07 Xinxing Xu , Joey Tianyi Zhou , IvorW. Tsang , Zheng Qin , Rick Siow Mong Goh , Yong Liu

This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…

Statistics Theory · Mathematics 2023-06-27 Jiaqi Li , Linglong Kong , Bei Jiang , Wei Tu

Loss functions drive the optimization of machine learning algorithms. The choice of a loss function can have a significant impact on the training of a model, and how the model learns the data. Binary classification is one of the major…

Machine Learning · Computer Science 2022-11-02 Rayan Wali

We introduce new estimators for robust machine learning based on median-of-means (MOM) estimators of the mean of real valued random variables. These estimators achieve optimal rates of convergence under minimal assumptions on the dataset.…

Statistics Theory · Mathematics 2017-12-04 Guillaume Lecué , Matthieu Lerasle

In this paper, a new video super-resolution reconstruction (SRR) method with improved robustness to outliers is proposed. Although the R-LMS is one of the SRR algorithms with the best reconstruction quality for its computational cost, and…

Computer Vision and Pattern Recognition · Computer Science 2018-08-21 Ricardo Augusto Borsoi , Guilherme Holsbach Costa , José Carlos Moreira Bermudez

This study introduces a novel formulation to enhance Support Vector Machines (SVMs) in handling class imbalance and noise. Unlike the conventional Soft Margin SVM, which penalizes the magnitude of constraint violations, the proposed model…

Machine Learning · Computer Science 2025-03-20 Seyed Mojtaba Mohasel , Hamidreza Koosha

This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…

Statistics Theory · Mathematics 2020-07-28 Jose Blanchet , Peter W. Glynn , Jun Yan , Zhengqing Zhou

Classification is the most important process in data analysis. However, due to the inherent non-convex and non-smooth structure of the zero-one loss function of the classification model, various convex surrogate loss functions such as hinge…

Machine Learning · Computer Science 2019-04-08 Hyenkyun Woo

This paper aims at refined error analysis for binary classification using support vector machine (SVM) with Gaussian kernel and convex loss. Our first result shows that for some loss functions such as the truncated quadratic loss and…

Machine Learning · Computer Science 2017-10-06 Shao-Bo Lin , Jinshan Zeng , Xiangyu Chang

We study the problem of estimating the means of well-separated mixtures when an adversary may add arbitrary outliers. While strong guarantees are available when the outlier fraction is significantly smaller than the minimum mixing weight,…

Support vector machines are widely used in machine learning classification tasks, but traditional SVM models suffer from sensitivity to outliers and instability in resampling, which limits their performance in practical applications. To…

Machine Learning · Statistics 2025-12-01 Shibo Diao

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

Optimization and Control · Mathematics 2021-06-09 Mert Gürbüzbalaban , Andrzej Ruszczyński , Landi Zhu

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…

Machine Learning · Computer Science 2022-01-24 Zixiu Wang , Yiwen Guo , Hu Ding

The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones.…

Optimization and Control · Mathematics 2017-02-14 Quanming Yao , James. T Kwok

M-estmators including the Welsch and Cauchy have been widely adopted for robustness against outliers, but they also down-weigh the uncontaminated data. To address this issue, we devise a framework to generate a class of nonconvex functions…

Machine Learning · Statistics 2023-10-10 Zhi-Yong Wang , Hing Cheung So

We generalized a modified exponentialized estimator by pushing the robust-optimal (RO) index $\lambda$ to $-\infty$ for achieving robustness to outliers by optimizing a quasi-Minimin function. The robustness is realized and controlled…

Machine Learning · Computer Science 2023-10-19 Zhiguang Wang , Tim Oates , James Lo

In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to…

Machine Learning · Computer Science 2019-05-16 Chen Huang , Shuangfei Zhai , Walter Talbott , Miguel Angel Bautista , Shih-Yu Sun , Carlos Guestrin , Josh Susskind

We propose an extended generalization of the pseudo Huber loss formulation. We show that using the log-exp transform together with the logistic function, we can create a loss which combines the desirable properties of the strictly convex…

Machine Learning · Statistics 2022-02-24 Kaan Gokcesu , Hakan Gokcesu

In many classification problems a classifier should be robust to small variations in the input vector. This is a desired property not only for particular transformations, such as translation and rotation in image classification problems,…

Machine Learning · Statistics 2016-01-18 Sergey Demyanov , James Bailey , Ramamohanarao Kotagiri , Christopher Leckie
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