惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

L
LangChain Blog
博客园_首页
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
月光博客
月光博客
S
SegmentFault 最新的问题
量子位
Apple Machine Learning Research
Apple Machine Learning Research
博客园 - 司徒正美
博客园 - Franky
Google DeepMind News
Google DeepMind News
Recent Announcements
Recent Announcements
B
Blog RSS Feed
C
Check Point Blog
The Cloudflare Blog
M
MIT News - Artificial intelligence
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
F
Fortinet All Blogs
Hugging Face - Blog
Hugging Face - Blog
博客园 - 叶小钗
V
Visual Studio Blog
V
V2EX
Microsoft Azure Blog
Microsoft Azure Blog
博客园 - 聂微东
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Robust regression with covariate filtering: Heavy tails a...
Ankit Pensia, Varun Jog, Po-Ling Loh · 2020-09-28 · via math.ST updates on arXiv.org

We study the problem of linear regression where both covariates and responses are potentially (i) heavy-tailed and (ii) adversarially contaminated. Several computationally efficient estimators have been proposed for the simpler setting where the covariates are sub-Gaussian and uncontaminated; however, these estimators may fail when the covariates are either heavy-tailed or contain outliers. In this work, we show how to modify the Huber regression, least trimmed squares, and least absolute deviation estimators to obtain estimators which are simultaneously computationally and statistically efficient in the stronger contamination model. Our approach is quite simple, and consists of applying a filtering algorithm to the covariates, and then applying the classical robust regression estimators to the remaining data. We show that the Huber regression estimator achieves near-optimal error rates in this setting, whereas the least trimmed squares and least absolute deviation estimators can be made to achieve near-optimal error after applying a postprocessing step.