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Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the…

Machine Learning · Computer Science 2020-07-27 Satyen Kale , Zohar Karnin , Tengyuan Liang , Dávid Pál

We consider the sequential optimization of an unknown, continuous, and expensive to evaluate reward function, from noisy and adversarially corrupted observed rewards. When the corruption attacks are subject to a suitable budget $C$ and the…

Machine Learning · Statistics 2022-03-30 Ilija Bogunovic , Zihan Li , Andreas Krause , Jonathan Scarlett

We study the problem of list-decodable linear regression, where an adversary can corrupt a majority of the examples. Specifically, we are given a set $T$ of labeled examples $(x, y) \in \mathbb{R}^d \times \mathbb{R}$ and a parameter $0<…

Data Structures and Algorithms · Computer Science 2021-06-18 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas , Alistair Stewart

We study the problem of learning the topology of a directed Gaussian Graphical Model under the equal-variance assumption, where the graph has $n$ nodes and maximum in-degree $d$. Prior work has established that $O(d \log n)$ samples are…

Machine Learning · Computer Science 2025-11-11 Constantinos Daskalakis , Vardis Kandiros , Rui Yao

Given a source of iid samples of edges of an input graph $G$ with $n$ vertices and $m$ edges, how many samples does one need to compute a constant factor approximation to the maximum matching size in $G$? Moreover, is it possible to obtain…

Data Structures and Algorithms · Computer Science 2019-07-15 Michael Kapralov , Slobodan Mitrović , Ashkan Norouzi-Fard , Jakab Tardos

We investigate the problem of learning Bayesian networks in a robust model where an $\epsilon$-fraction of the samples are adversarially corrupted. In this work, we study the fully observable discrete case where the structure of the network…

Data Structures and Algorithms · Computer Science 2018-10-30 Yu Cheng , Ilias Diakonikolas , Daniel Kane , Alistair Stewart

We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…

Statistics Theory · Mathematics 2013-11-04 Adel Javanmard , Andrea Montanari

We consider the question of Gaussian mean testing, a fundamental task in high-dimensional distribution testing and signal processing, subject to adversarial corruptions of the samples. We focus on the relative power of different…

Data Structures and Algorithms · Computer Science 2023-07-21 Clément L. Canonne , Samuel B. Hopkins , Jerry Li , Allen Liu , Shyam Narayanan

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Fan et al. [$\mathit{Annals}$ $\mathit{of}$ $\mathit{Statistics}$ $\textbf{47}$(6) (2019) 3009-3031] constructed a distributed principal component analysis (PCA) algorithm to reduce the communication cost between multiple servers…

Statistics Theory · Mathematics 2021-10-07 Kangqiang Li , Han Bao , Lixin Zhang

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

Machine Learning · Computer Science 2019-03-22 Anastasios Tsiamis , George J. Pappas

We study the problem of efficient online multiclass linear classification with bandit feedback, where all examples belong to one of $K$ classes and lie in the $d$-dimensional Euclidean space. Previous works have left open the challenge of…

Perturbing a deterministic $n$-dimensional matrix with small Gaussian noise is a cornerstone of smoothed analysis of algorithms [Spielman and Teng, JACM 2004], as it reduces the condition number of the input to $O(n)$, and with it the…

Data Structures and Algorithms · Computer Science 2026-04-28 Shabarish Chenakkod , Michał Dereziński , Xiaoyu Dong , Mark Rudelson

Tensor completion exhibits an interesting computational-statistical gap in terms of the number of samples needed to perform tensor estimation. While there are only $\Theta(tn)$ degrees of freedom in a $t$-order tensor with $n^t$ entries,…

Machine Learning · Statistics 2025-07-29 Christina Lee Yu , Xumei Xi

Single-Index Models are high-dimensional regression problems with planted structure, whereby labels depend on an unknown one-dimensional projection of the input via a generic, non-linear, and potentially non-deterministic transformation. As…

Machine Learning · Computer Science 2024-03-14 Alex Damian , Loucas Pillaud-Vivien , Jason D. Lee , Joan Bruna

We begin the study of list-decodable linear regression using batches. In this setting only an $\alpha \in (0,1]$ fraction of the batches are genuine. Each genuine batch contains $\ge n$ i.i.d. samples from a common unknown distribution and…

Machine Learning · Computer Science 2022-11-24 Abhimanyu Das , Ayush Jain , Weihao Kong , Rajat Sen

Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…

Statistics Theory · Mathematics 2014-05-22 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan

Traditionally, robust statistics has focused on designing estimators tolerant to a minority of contaminated data. Robust list-decodable learning focuses on the more challenging regime where only a minority $\frac 1 k$ fraction of the…

Data Structures and Algorithms · Computer Science 2020-11-20 Ilias Diakonikolas , Daniel M. Kane , Daniel Kongsgaard , Jerry Li , Kevin Tian

We present a fast, differentially private algorithm for high-dimensional covariance-aware mean estimation with nearly optimal sample complexity. Only exponential-time estimators were previously known to achieve this guarantee. Given $n$…

Machine Learning · Computer Science 2025-11-26 Gavin Brown , Samuel B. Hopkins , Adam Smith

We study the optimization problem for decomposing $d$ dimensional fourth-order Tensors with $k$ non-orthogonal components. We derive \textit{deterministic} conditions under which such a problem does not have spurious local minima. In…

Machine Learning · Computer Science 2019-11-25 Maziar Sanjabi , Sina Baharlouei , Meisam Razaviyayn , Jason D. Lee