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相关论文: Robust Regression via Hard Thresholding

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In this work we revisit two classic high-dimensional online learning problems, namely linear regression and contextual bandits, from the perspective of adversarial robustness. Existing works in algorithmic robust statistics make strong…

机器学习 · 计算机科学 2021-06-14 Sitan Chen , Frederic Koehler , Ankur Moitra , Morris Yau

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

统计理论 · 数学 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

信息论 · 计算机科学 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

Low-rank tensor completion recovers missing entries based on different tensor decompositions. Due to its outstanding performance in exploiting some higher-order data structure, low rank tensor ring has been applied in tensor completion. To…

机器学习 · 计算机科学 2020-07-14 Huyan Huang , Yipeng Liu , Ce Zhu

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…

机器学习 · 计算机科学 2022-06-30 Eric Price , Sandeep Silwal , Samson Zhou

The recently established RPCA method provides us a convenient way to restore low-rank matrices from grossly corrupted observations. While elegant in theory and powerful in reality, RPCA may be not an ultimate solution to the low-rank matrix…

统计方法学 · 统计学 2014-07-17 Guangcan Liu , Ping Li

This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…

统计理论 · 数学 2020-07-28 Jose Blanchet , Peter W. Glynn , Jun Yan , Zhengqing Zhou

A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…

统计方法学 · 统计学 2015-02-05 L. A. Garcia-Escudero , A. Gordaliza , F. Greselin , S. Ingrassia , A. Mayo-Iscar

Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…

机器学习 · 计算机科学 2023-02-07 Robi Bhattacharjee , Max Hopkins , Akash Kumar , Hantao Yu , Kamalika Chaudhuri

Robust tensor completion (RTC) aims to recover a low-rank tensor from its incomplete observation with outlier corruption. The recently proposed tensor ring (TR) model has demonstrated superiority in solving the RTC problem. However, the…

机器学习 · 计算机科学 2023-02-16 Zhenhao Huang , Yuning Qiu , Xinqi Chen , Weijun Sun , Guoxu Zhou

We investigate statistical properties for a broad class of modern kernel-based regression (KBR) methods. These kernel methods were developed during the last decade and are inspired by convex risk minimization in infinite-dimensional Hilbert…

统计理论 · 数学 2009-09-29 Andreas Christmann , Ingo Steinwart

Adversarial examples have been shown to be the severe threat to deep neural networks (DNNs). One of the most effective adversarial defense methods is adversarial training (AT) through minimizing the adversarial risk $R_{adv}$, which…

机器学习 · 计算机科学 2020-06-17 Yiming Li , Baoyuan Wu , Yan Feng , Yanbo Fan , Yong Jiang , Zhifeng Li , Shutao Xia

This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated…

机器学习 · 计算机科学 2019-10-15 Konstantinos Slavakis , Sinjini Banerjee

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

机器学习 · 计算机科学 2023-11-02 Thodoris Lykouris , Max Simchowitz , Aleksandrs Slivkins , Wen Sun

This paper addresses online learning with ``corrupted'' feedback. Our learner is provided with potentially corrupted gradients $\tilde g_t$ instead of the ``true'' gradients $g_t$. We make no assumptions about how the corruptions arise:…

机器学习 · 计算机科学 2025-06-17 Jiujia Zhang , Ashok Cutkosky

In this paper, we investigate a multivariate multi-response (MVMR) linear regression problem, which contains multiple linear regression models with differently distributed design matrices, and different regression and output vectors. The…

机器学习 · 计算机科学 2013-07-31 Weiguang Wang , Yingbin Liang , Eric P. Xing

In this paper, we study the trace regression when a matrix of parameters B* is estimated via the convex relaxation of a rank-regularized regression or via regularized non-convex optimization. It is known that these estimators satisfy…

机器学习 · 计算机科学 2023-08-31 Nima Hamidi , Mohsen Bayati

We consider robust estimation when outputs are adversarially contaminated. Nguyen and Tran (2012) proposed an extended Lasso for robust parameter estimation and then they showed the convergence rate of the estimation error. Recently,…

统计理论 · 数学 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

In this paper we formulate a solution of the robust linear regression problem in a general framework of correntropy maximization. Our formulation yields a unified class of estimators which includes the Gaussian and Laplacian kernel-based…

系统与控制 · 计算机科学 2017-09-04 Laurent Bako

Recently, adversarial imitation learning has shown a scalable reward acquisition method for inverse reinforcement learning (IRL) problems. However, estimated reward signals often become uncertain and fail to train a reliable statistical…

机器学习 · 计算机科学 2023-01-06 Dong-Sig Han , Hyunseo Kim , Hyundo Lee , Je-Hwan Ryu , Byoung-Tak Zhang