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We give the first polynomial time and sample $(\epsilon, \delta)$-differentially private (DP) algorithm to estimate the mean, covariance and higher moments in the presence of a constant fraction of adversarial outliers. Our algorithm…

Machine Learning · Statistics 2021-12-08 Pravesh K. Kothari , Pasin Manurangsi , Ameya Velingker

We consider the sample complexity of learning with adversarial robustness. Most prior theoretical results for this problem have considered a setting where different classes in the data are close together or overlapping. Motivated by some…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Somesh Jha , Kamalika Chaudhuri

We consider the problem of testing whether an unknown low-degree polynomial $p$ over $\mathbb{R}^n$ is sparse versus far from sparse, given access to noisy evaluations of the polynomial $p$ at \emph{randomly chosen points}. This is a…

Data Structures and Algorithms · Computer Science 2025-11-12 Yiqiao Bao , Anindya De , Shivam Nadimpalli , Rocco A. Servedio , Nathan White

The application of machine learning in safety-critical systems requires a reliable assessment of uncertainty. However, deep neural networks are known to produce highly overconfident predictions on out-of-distribution (OOD) data. Even if…

Machine Learning · Computer Science 2022-10-19 Alexander Meinke , Julian Bitterwolf , Matthias Hein

We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = \langle X,w^* \rangle + \epsilon$ (with $X \in \mathbb{R}^d$ and $\epsilon$ independent), in…

In this work, we study a random orthogonal projection based least squares estimator for the stable solution of a multivariate nonparametric regression (MNPR) problem. More precisely, given an integer $d\geq 1$ corresponding to the dimension…

Statistics Theory · Mathematics 2022-02-04 Asma BenSaber , Sophie Dabo-Niang , Abderrazek Karoui

We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…

Data Structures and Algorithms · Computer Science 2022-11-30 Ilias Diakonikolas , Daniel M. Kane , Jasper C. H. Lee , Ankit Pensia

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

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…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

When applying a statistical method in practice it often occurs that some observations deviate from the usual assumptions. However, many classical methods are sensitive to outliers. The goal of robust statistics is to develop methods that…

Methodology · Statistics 2008-08-06 Mia Hubert , Peter J. Rousseeuw , Stefan Van Aelst

We consider the problem of linear regression with self-selection bias in the unknown-index setting, as introduced in recent work by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [STOC 2023]. In this model, one observes $m$ i.i.d.…

Statistics Theory · Mathematics 2024-02-23 Jason Gaitonde , Elchanan Mossel

We consider the problem of learning from noisy data in practical settings where the size of data is too large to store on a single machine. More challenging, the data coming from the wild may contain malicious outliers. To address the…

Machine Learning · Computer Science 2017-01-03 Jiashi Feng , Huan Xu , Shie Mannor

We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampled from a heavy-tailed distribution. Our results present…

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

We study the problem of estimating multivariate log-concave probability density functions. We prove the first sample complexity upper bound for learning log-concave densities on $\mathbb{R}^d$, for all $d \geq 1$. Prior to our work, no…

Machine Learning · Computer Science 2017-06-07 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We propose a robust method for averaging numbers contaminated by a large proportion of outliers. Our method, dubbed RODIAN, is inspired by the key idea of MINPRAN [1]: We assume that the outliers are uniformly distributed within the range…

Methodology · Statistics 2022-11-22 Seong Hun Lee , Javier Civera

The sample covariance matrix is a cornerstone of multivariate statistics, but it is highly sensitive to outliers. These can be casewise outliers, such as cases belonging to a different population, or cellwise outliers, which are deviating…

Methodology · Statistics 2025-05-27 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Multi-distribution learning generalizes the classic PAC learning to handle data coming from multiple distributions. Given a set of $k$ data distributions and a hypothesis class of VC dimension $d$, the goal is to learn a hypothesis that…

Machine Learning · Computer Science 2024-01-30 Binghui Peng

We propose a robust variable selection procedure using a divergence based M-estimator combined with a penalty function. It produces robust estimates of the regression parameters and simultaneously selects the important explanatory…

Methodology · Statistics 2020-01-01 Abhijit Mandal , Samiran Ghosh

Consider a regression problem where the learner is given a large collection of $d$-dimensional data points, but can only query a small subset of the real-valued labels. How many queries are needed to obtain a $1+\epsilon$ relative error…

Machine Learning · Computer Science 2021-06-29 Xue Chen , Michał Dereziński

We study the problem of sampling from a distribution $\mu$ with density $\propto e^{-V}$ for some potential function $V:\mathbb R^d\to \mathbb R$ with query access to $V$ and $\nabla V$. We start with the following standard assumptions: (1)…

Data Structures and Algorithms · Computer Science 2026-02-10 Yuchen He , Zhehan Lei , Jianan Shao , Chihao Zhang