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The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…

Machine Learning · Computer Science 2025-06-03 Jingyuan Wang , Zhimei Ren , Ruohan Zhan , Zhengyuan Zhou

Many state-of-the-art adversarial training methods for deep learning leverage upper bounds of the adversarial loss to provide security guarantees against adversarial attacks. Yet, these methods rely on convex relaxations to propagate lower…

Machine Learning · Computer Science 2023-04-07 Dimitris Bertsimas , Xavier Boix , Kimberly Villalobos Carballo , Dick den Hertog

We study the problem of outlier robust high-dimensional mean estimation under a finite covariance assumption, and more broadly under finite low-degree moment assumptions. We consider a standard stability condition from the recent robust…

Statistics Theory · Mathematics 2021-03-17 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia

We describe an approach for estimating the statistical risk of deep networks that contain a mix of learned and known operators. Building on the maximal training error bounds previously established for known operator learning, we derive a…

Machine Learning · Computer Science 2026-05-12 Andreas Maier , Md Hasan , Paulina Conrad , Paula Andrea Perez-Toro

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

Deep neural networks bring in impressive accuracy in various applications, but the success often relies on the heavy network architecture. Taking well-trained heavy networks as teachers, classical teacher-student learning paradigm aims to…

Machine Learning · Computer Science 2018-08-01 Tianyu Guo , Chang Xu , Shiyi He , Boxin Shi , Chao Xu , Dacheng Tao

Real-world data is often unbalanced and long-tailed, but deep models struggle to recognize rare classes in the presence of frequent classes. To address unbalanced data, most studies try balancing the data, the loss, or the classifier to…

Machine Learning · Computer Science 2021-11-02 Dvir Samuel , Gal Chechik

Boosting is a popular algorithm in supervised machine learning with wide applications in regression and classification problems. It combines weak learners, such as regression trees, to obtain accurate predictions. However, in the presence…

Computation · Statistics 2025-02-06 Zhu Wang

Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression…

Methodology · Statistics 2026-05-11 Zihao Song , Jicai Liu , Heng Lian , Weihua Zhao

Labelling of data for supervised learning can be costly and time-consuming and the risk of incorporating label noise in large data sets is imminent. When training a flexible discriminative model using a strictly proper loss, such noise will…

Machine Learning · Statistics 2022-05-13 Amanda Olmin , Fredrik Lindsten

Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…

Machine Learning · Computer Science 2024-07-30 Noah Schutte , Krzysztof Postek , Neil Yorke-Smith

Data subject to heavy-tailed errors are commonly encountered in various scientific fields, especially in the modern era with explosion of massive data. To address this problem, procedures based on quantile regression and Least Absolute…

Statistics Theory · Mathematics 2014-10-09 Jianqing Fan , Quefeng Li , Yuyan Wang

\citet{farrell2021deep} establish non-asymptotic high-probability bounds for general deep feedforward neural network (with rectified linear unit activation function) estimators, with \citet[Theorem 1]{farrell2021deep} achieving a suboptimal…

Econometrics · Economics 2025-12-11 Zhaoji Tang

Robustness to outliers is a central issue in real-world machine learning applications. While replacing a model to a heavy-tailed one (e.g., from Gaussian to Student-t) is a standard approach for robustification, it can only be applied to…

Machine Learning · Statistics 2018-03-01 Futoshi Futami , Issei Sato , Masashi Sugiyama

We consider the nonparametric regression and the classification problems for $\psi$-weakly dependent processes. This weak dependence structure is more general than conditions such as, mixing, association, $\ldots$. A penalized estimation…

Machine Learning · Statistics 2023-03-03 William Kengne , Modou Wade

In this paper, we consider robust nonparametric regression using deep neural networks with ReLU activation function. While several existing theoretically justified methods are geared towards robustness against identical heavy-tailed noise…

Methodology · Statistics 2023-11-01 Juntong Chen

Generalized Linear Models are routinely used in data analysis. The classical procedures for estimation are based on Maximum Likelihood and it is well known that the presence of outliers can have a large impact on this estimator. Robust…

Computation · Statistics 2017-10-02 Marina Valdora , Claudio Agostinelli , Victor J. Yohai

Modern deep neural networks are well known to be brittle in the face of unknown data instances and recognition of the latter remains a challenge. Although it is inevitable for continual-learning systems to encounter such unseen concepts,…

Machine Learning · Computer Science 2022-04-04 Martin Mundt , Iuliia Pliushch , Sagnik Majumder , Yongwon Hong , Visvanathan Ramesh

Dynamical systems can confront one of two extreme types of disturbances: persistent zero-mean independent noise, and sparse nonzero-mean adversarial attacks, depending on the specific scenario being modeled. While mean-based estimators like…

Optimization and Control · Mathematics 2026-03-31 Jihun Kim , Javad Lavaei
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