相关论文: Robust Matrix Completion with Heavy-tailed Noise

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

Heavy-tailed stochastic gradient noise, commonly observed in transformer models, can destabilize the optimization process. Recent works mainly focus on developing and understanding approaches to address heavy-tailed noise in the centralized…

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly…

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…

Traditional fault diagnosis methods struggle to handle fault data, with complex data characteristics such as high dimensions and large noise. Deep learning is a promising solution, which typically works well only when labeled fault data are…

Robust loss minimization is an important strategy for handling robust learning issue on noisy labels. Current robust loss functions, however, inevitably involve hyperparameter(s) to be tuned, manually or heuristically through cross…

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Robust loss minimization is an important strategy for handling robust learning issue on noisy labels. Current approaches for designing robust losses involve the introduction of noise-robust factors, i.e., hyperparameters, to control the…

When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…

This paper studies the problem of robust signal detection in Gaussian noise under quadratically convex orthosymmetric (QCO) constraints. We consider a minimax testing framework where the signal belongs to a QCO set and is separated from…

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

A large body of work in the statistics and computer science communities dating back to Huber (Huber, 1960) has led to statistically and computationally efficient outlier-robust estimators. Two particular outlier models have received…

This paper considers the problem of asynchronous stochastic nonconvex optimization with heavy-tailed gradient noise and arbitrarily heterogeneous computation times across workers. We propose an asynchronous normalized stochastic gradient…

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

Distributional shifts pose a significant challenge to achieving robustness in contemporary machine learning. To overcome this challenge, robust satisficing (RS) seeks a robust solution to an unspecified distributional shift while achieving…

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Many tasks in modern machine learning are observed to involve heavy-tailed gradient noise during the optimization process. To manage this realistic and challenging setting, new mechanisms, such as gradient clipping and gradient…