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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

The study of statistical estimation without distributional assumptions on data values, but with knowledge of data collection methods was recently introduced by Chen, Valiant and Valiant (NeurIPS 2020). In this framework, the goal is to…

Data Structures and Algorithms · Computer Science 2021-12-28 Jonah Brown-Cohen

We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without…

Machine Learning · Computer Science 2020-10-13 Vatsal Sharan , Aaron Sidford , Gregory Valiant

We give a quasipolynomial-time algorithm for learning stochastic decision trees that is optimally resilient to adversarial noise. Given an $\eta$-corrupted set of uniform random samples labeled by a size-$s$ stochastic decision tree, our…

Machine Learning · Computer Science 2021-05-11 Guy Blanc , Jane Lange , Li-Yang Tan

We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…

Data Structures and Algorithms · Computer Science 2014-05-20 Constantinos Daskalakis , Gautam Kamath

We develop a technique to design efficiently computable estimators for sparse linear regression in the simultaneous presence of two adversaries: oblivious and adaptive. We design several robust algorithms that outperform the state of the…

Machine Learning · Computer Science 2024-11-01 Chih-Hung Liu , Gleb Novikov

We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or…

Machine Learning · Statistics 2018-04-04 Abubakar Abid , James Zou

We study the task of list-decodable linear regression using batches. A batch is called clean if it consists of i.i.d. samples from an unknown linear regression distribution. For a parameter $\alpha \in (0, 1/2)$, an unknown…

Machine Learning · Computer Science 2025-03-14 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Sihan Liu , Thanasis Pittas

We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too…

Machine Learning · Computer Science 2019-03-26 Weihao Kong , Gregory Valiant

We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…

Data Structures and Algorithms · Computer Science 2015-06-03 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

Machine Learning · Statistics 2024-02-26 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Estimating the density of a distribution from its samples is a fundamental problem in statistics. Hypothesis selection addresses the setting where, in addition to a sample set, we are given $n$ candidate distributions -- referred to as…

Data Structures and Algorithms · Computer Science 2025-10-23 Maryam Aliakbarpour , Zhan Shi , Ria Stevens , Vincent X. Wang

We consider a high dimensional linear regression problem where the goal is to efficiently recover an unknown vector $\beta^*$ from $n$ noisy linear observations $Y=X\beta^*+W \in \mathbb{R}^n$, for known $X \in \mathbb{R}^{n \times p}$ and…

Statistics Theory · Mathematics 2018-11-12 David Gamarnik , Ilias Zadik

We provide efficient replicable algorithms for the problem of learning large-margin halfspaces. Our results improve upon the algorithms provided by Impagliazzo, Lei, Pitassi, and Sorrell [STOC, 2022]. We design the first…

Machine Learning · Computer Science 2025-10-15 Alkis Kalavasis , Amin Karbasi , Kasper Green Larsen , Grigoris Velegkas , Felix Zhou

We consider the problem of heteroscedastic linear regression, where, given $n$ samples $(\mathbf{x}_i, y_i)$ from $y_i = \langle \mathbf{w}^{*}, \mathbf{x}_i \rangle + \epsilon_i \cdot \langle \mathbf{f}^{*}, \mathbf{x}_i \rangle$ with…

Machine Learning · Statistics 2023-07-04 Dheeraj Baby , Aniket Das , Dheeraj Nagaraj , Praneeth Netrapalli

Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…

Econometrics · Economics 2024-12-03 Zhewen Pan , Yifan Zhang

We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…

Machine Learning · Computer Science 2024-06-26 Rares-Darius Buhai , Jingqiu Ding , Stefan Tiegel

We study the problem of Differentially Private Stochastic Convex Optimization (DP-SCO) with heavy-tailed data. Specifically, we focus on the $\ell_1$-norm linear regression in the $\epsilon$-DP model. While most of the previous work focuses…

Machine Learning · Computer Science 2022-01-11 Di Wang , Jinhui Xu

We consider the task of privately obtaining prediction error guarantees in ordinary least-squares regression problems with Gaussian covariates (with unknown covariance structure). We provide the first sample-optimal polynomial time…

Data Structures and Algorithms · Computer Science 2025-04-01 Prashanti Anderson , Ainesh Bakshi , Mahbod Majid , Stefan Tiegel

The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…

Data Structures and Algorithms · Computer Science 2020-01-01 Jean Cardinal , Aurélien Ooms