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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…

机器学习 · 计算机科学 2019-03-21 Arun Sai Suggala , Kush Bhatia , Pradeep Ravikumar , Prateek Jain

Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…

统计方法学 · 统计学 2017-03-29 Michael Amiguet , Alfio Marazzi , Marina Valdora , Victor Yohai

The fundamental theorem of statistical learning states that for binary classification problems, any Empirical Risk Minimization (ERM) learning rule has close to optimal sample complexity. In this paper we seek for a generic optimal learner…

机器学习 · 计算机科学 2014-05-13 Amit Daniely , Shai Shalev-Shwartz

This study tackles the challenges of adversarial corruption in model-based reinforcement learning (RL), where the transition dynamics can be corrupted by an adversary. Existing studies on corruption-robust RL mostly focus on the setting of…

机器学习 · 统计学 2024-07-23 Chenlu Ye , Jiafan He , Quanquan Gu , Tong Zhang

We extend the model of stochastic bandits with adversarial corruption (Lykouriset al., 2018) to the stochastic linear optimization problem (Dani et al., 2008). Our algorithm is agnostic to the amount of corruption chosen by the adaptive…

机器学习 · 计算机科学 2019-09-06 Yingkai Li , Edmund Y. Lou , Liren Shan

We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = \langle X,w^* \rangle + \epsilon$ (with $X \in \mathbb{R}^d$ and $\epsilon$ independent), in…

Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…

机器学习 · 统计学 2025-05-20 Yan Chen , Jose Blanchet , Krzysztof Dembczynski , Laura Fee Nern , Aaron Flores

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

机器学习 · 计算机科学 2020-10-09 Yu-Heng Hung , Ping-Chun Hsieh , Xi Liu , P. R. Kumar

We propose a new approach to address the text classification problems when learning with partial labels is beneficial. Instead of offering each training sample a set of candidate labels, we assign negative-oriented labels to the ambiguous…

We consider the problem of training a model under the presence of label noise. Current approaches identify samples with potentially incorrect labels and reduce their influence on the learning process by either assigning lower weights to…

机器学习 · 计算机科学 2019-06-04 Duc Tam Nguyen , Thi-Phuong-Nhung Ngo , Zhongyu Lou , Michael Klar , Laura Beggel , Thomas Brox

The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…

机器学习 · 计算机科学 2021-06-15 Zhao-Zhou Li , Lu Li , Zhengyi Shao

Algorithmic robust statistics has traditionally focused on the contamination model where a small fraction of the samples are arbitrarily corrupted. We consider a recent contamination model that combines two kinds of corruptions: (i) small…

数据结构与算法 · 计算机科学 2024-10-23 Thanasis Pittas , Ankit Pensia

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

统计方法学 · 统计学 2016-07-04 Abhik Ghosh , Ayanendranath Basu

The assumption that response and predictor belong to the same statistical unit may be violated in practice. Unbiased estimation and recovery of true label ordering based on unlabeled data are challenging tasks and have attracted increasing…

统计方法学 · 统计学 2022-06-24 Guanhua Fang , Ping Li

We study the extent to which standard machine learning algorithms rely on exchangeability and independence of data by introducing a monotone adversarial corruption model. In this model, an adversary, upon looking at a "clean" i.i.d.…

机器学习 · 计算机科学 2026-01-06 Kasper Green Larsen , Chirag Pabbaraju , Abhishek Shetty

Empirical risk minimization stands behind most optimization in supervised machine learning. Under this scheme, labeled data is used to approximate an expected cost (risk), and a learning algorithm updates model-defining parameters in search…

机器学习 · 统计学 2023-05-25 James Schmidt

Consider the problem of simultaneous estimation of location and variance matrix under Huber's contaminated Gaussian model. First, we study minimum $f$-divergence estimation at the population level, corresponding to a generative adversarial…

统计理论 · 数学 2022-08-09 Ziyue Wang , Zhiqiang Tan

We consider a stochastic linear bandit problem in which the rewards are not only subject to random noise, but also adversarial attacks subject to a suitable budget $C$ (i.e., an upper bound on the sum of corruption magnitudes across the…

机器学习 · 统计学 2020-10-29 Ilija Bogunovic , Arpan Losalka , Andreas Krause , Jonathan Scarlett

We consider the parameter estimation problem of a probabilistic generative model prescribed using a natural exponential family of distributions. For this problem, the typical maximum likelihood estimator usually overfits under limited…

机器学习 · 统计学 2020-10-13 Viet Anh Nguyen , Xuhui Zhang , Jose Blanchet , Angelos Georghiou

Federated Learning has emerged as a dominant computational paradigm for distributed machine learning. Its unique data privacy properties allow us to collaboratively train models while offering participating clients certain…

机器学习 · 计算机科学 2022-05-04 Dimitris Stripelis , Marcin Abram , Jose Luis Ambite