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We study a new linear up to quadratic time algorithm for linear regression in the absence of strong assumptions on the underlying distributions of samples, and in the presence of outliers. The goal is to design a procedure which comes with…
Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…
We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD…
We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…
Outlier detection is a key field of machine learning for identifying abnormal data objects. Due to the high expense of acquiring ground truth, unsupervised models are often chosen in practice. To compensate for the unstable nature of…
Outlier detection is a fundamental data science task with applications ranging from data cleaning to network security. Given the fundamental nature of the task, this has been the subject of much research. Recently, a new class of outlier…
We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. When $\varepsilon$ is at most some sufficiently small constant, previous works can…
This paper considers inference in a linear regression model with random right censoring and outliers. The number of outliers can grow with the sample size while their proportion goes to zero. The model is semiparametric and we make only…
The Student-$t$ distribution is widely used in statistical modeling of datasets involving outliers since its longer-than-normal tails provide a robust approach to hand such data. Furthermore, data collected over time may contain censored or…
In linear regression, the least squares (LS) estimator has certain optimality properties if the errors are normally distributed. This assumption is often violated in practice, partly caused by data outliers. Robust estimators can cope with…
Outlier-robust estimation is a fundamental problem and has been extensively investigated by statisticians and practitioners. The last few years have seen a convergence across research fields towards "algorithmic robust statistics", which…
With the dramatic increase of dimensions in the data representation, extracting latent low-dimensional features becomes of the utmost importance for efficient classification. Aiming at the problems of unclear margin representation and…
Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust…
Enhancing the stability of machine learning algorithms under distributional shifts is at the heart of the Out-of-Distribution (OOD) Generalization problem. Derived from causal learning, recent works of invariant learning pursue strict…
In this paper, we study problem of estimating a sparse regression vector with correct support in the presence of outlier samples. The inconsistency of lasso-type methods is well known in this scenario. We propose a combinatorial version of…
In this paper, we address the problem of how to robustly train a ConvNet for regression, or deep robust regression. Traditionally, deep regression employs the L2 loss function, known to be sensitive to outliers, i.e. samples that either lie…
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…
Outlier detection is an important task in data mining and many technologies have been explored in various applications. However, due to the default assumption that outliers are non-concentrated, unsupervised outlier detection may not…
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…
The robustness and anomaly detection capability of neural networks are crucial topics for their safe adoption in the real-world. Moreover, the over-parameterization of recent networks comes with high computational costs and raises questions…