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We consider the problem of robustifying high-dimensional structured estimation. Robust techniques are key in real-world applications which often involve outliers and data corruption. We focus on trimmed versions of structurally regularized…

Machine Learning · Statistics 2017-08-22 Eunho Yang , Aurelie Lozano , Aleksandr Aravkin

A graph-based classification method is proposed for semi-supervised learning in the case of Euclidean data and for classification in the case of graph data. Our manifold learning technique is based on a convex optimization problem involving…

Machine Learning · Computer Science 2019-01-29 Carlos M. Alaíz , Michaël Fanuel , Johan A. K. Suykens

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

We study learning to learn for regression problems through the lens of hyperparameter tuning. We propose the Langevin Gradient Descent Algorithm (LGD), which approximates the mean of the posterior distribution defined by the loss function…

Machine Learning · Computer Science 2026-04-16 Saumya Goyal , Rohith Rongali , Ritabrata Ray , Barnabás Póczos

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

Under normality and homoscedasticity assumptions, Linear Discriminant Analysis (LDA) is known to be optimal in terms of minimising the Bayes error for binary classification. In the heteroscedastic case, LDA is not guaranteed to minimise…

Machine Learning · Computer Science 2017-03-27 Kojo Sarfo Gyamfi , James Brusey , Andrew Hunt , Elena Gaura

We study scalable alternatives to robust gradient descent (RGD) techniques that can be used when the losses and/or gradients can be heavy-tailed, though this will be unknown to the learner. The core technique is simple: instead of trying to…

Machine Learning · Statistics 2020-12-15 Matthew J. Holland

Gaussian Graphical Models (GGMs) are widely used in high-dimensional data analysis to synthesize the interaction between variables. In many applications, such as genomics or image analysis, graphical models rely on sparsity and clustering…

Machine Learning · Statistics 2026-03-25 Do Edmond Sanou , Christophe Ambroise , Geneviève Robin

In this paper, we study decentralized online stochastic non-convex optimization over a network of nodes. Integrating a technique called gradient tracking in decentralized stochastic gradient descent, we show that the resulting algorithm,…

Optimization and Control · Mathematics 2021-04-21 Ran Xin , Usman A. Khan , Soummya Kar

Real-world data is laden with outlying values. The challenge for machine learning is that the learner typically has no prior knowledge of whether the feedback it receives (losses, gradients, etc.) will be heavy-tailed or not. In this work,…

Machine Learning · Statistics 2020-12-16 Matthew J. Holland

Unsupervised graph alignment aims to find the node correspondence across different graphs without any anchor node pairs. Despite the recent efforts utilizing deep learning-based techniques, such as the embedding and optimal transport…

Machine Learning · Computer Science 2026-03-10 Songyang Chen , Youfang Lin , Yu Liu , Shuai Zheng , Lei Zou

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

Rank regression offers robustness to outliers and heavy-tailed response distributions, invariance to monotonic transformations, and improved efficiency under non-Gaussian errors, making it a versatile tool for analyzing complex data. This…

Methodology · Statistics 2026-05-25 Jiyuan Tu , Suqi Wu , Yichen Zhang , Wen-Xin Zhou

A new approach in stochastic optimization via the use of stochastic gradient Langevin dynamics (SGLD) algorithms, which is a variant of stochastic gradient decent (SGD) methods, allows us to efficiently approximate global minimizers of…

Portfolio Management · Quantitative Finance 2020-07-06 Sotirios Sabanis , Ying Zhang

Due to the over-smoothing issue, most existing graph neural networks can only capture limited dependencies with their inherently finite aggregation layers. To overcome this limitation, we propose a new kind of graph convolution, called…

Machine Learning · Computer Science 2022-06-30 Qi Chen , Yifei Wang , Yisen Wang , Jiansheng Yang , Zhouchen Lin

In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…

Machine Learning · Computer Science 2025-09-01 Bodu Gong , Gustavo Enrique Batista , Pierre Lafaye de Micheaux

Traditional single-task image restoration methods excel in handling specific degradation types but struggle with multiple degradations. To address this limitation, we propose Grouped Restoration with Image Degradation Similarity (GRIDS), a…

Computer Vision and Pattern Recognition · Computer Science 2024-07-18 Shuo Cao , Yihao Liu , Wenlong Zhang , Yu Qiao , Chao Dong

Text-to-image flow matching transformers degrade sharply in long-tail settings: tail-class outputs collapse in fidelity and diversity, limiting their value as synthetic augmentation for rare conditions. We trace this to low head-versus-tail…

Computer Vision and Pattern Recognition · Computer Science 2026-05-13 Felix Nützel , Mischa Dombrowski , Bernhard Kainz

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

The multivariate generalised Gaussian distribution (MGGD) is commonly used to model high-dimensional vectors with non-Gaussian radial behaviour, ranging from sharp-peaked to heavy-tailed profiles. However, because many classical…

Methodology · Statistics 2026-04-22 Mehmet Sıddık Çadırcı , Yener Ünal
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