相关论文: $H$-Consistency Guarantees for Regression

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

We revisit the sequential variants of linear regression with the squared loss, classification problems with hinge loss, and logistic regression, all characterized by unbounded losses in the setup where no assumptions are made on the…

We propose an extended generalization of the pseudo Huber loss formulation. We show that using the log-exp transform together with the logistic function, we can create a loss which combines the desirable properties of the strictly convex…

We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…

This paper aims to understand whether machine learning models should be trained using cost-sensitive surrogates or cost-agnostic ones (e.g., cross-entropy). Analyzing this question through the lens of $\mathcal{H}$-calibration, we find that…

Minimizing an adversarial surrogate risk is a common technique for learning robust classifiers. Prior work showed that convex surrogate losses are not statistically consistent in the adversarial context -- or in other words, a minimizing…

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…

Linear regression estimators are known to be sensitive to outliers, and one alternative to obtain a robust and efficient estimator of the regression parameter is to model the error with Student's $t$ distribution. In this article, we…

We study confidence interval construction for linear regression under Huber's contamination model, where an unknown fraction of noise variables is arbitrarily corrupted. While robust point estimation in this setting is well understood,…

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…

Hypothesis transfer learning (HTL) contrasts domain adaptation by allowing for a previous task leverage, named the source, into a new one, the target, without requiring access to the source data. Indeed, HTL relies only on a hypothesis…

The choice of loss function in classification involves a fundamental trade-off: smooth losses (like Cross-Entropy) enable fast optimization rates but yield slow square-root consistency bounds, while piecewise-linear losses (like Hinge)…

We study high-dimensional least-squares regression within a subgaussian statistical learning framework with heterogeneous noise. It includes $s$-sparse and $r$-low-rank least-squares regression when a fraction $\epsilon$ of the labels are…

The top-$k$ error is often employed to evaluate performance for challenging classification tasks in computer vision as it is designed to compensate for ambiguity in ground truth labels. This practical success motivates our theoretical…

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…

We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…

This paper revisits a fundamental problem in statistical inference from a non-asymptotic theoretical viewpoint $\unicode{x2013}$ the construction of confidence sets. We establish a finite-sample bound for the estimator, characterizing its…

In this paper, we investigate the impact of compression on stochastic gradient algorithms for machine learning, a technique widely used in distributed and federated learning. We underline differences in terms of convergence rates between…

In this paper, we construct a parameter estimation framework for robust low-rank tensor regression based on a truncation method and Huber loss, specifically focusing on models with random noise having only finite second-order moments.…