Talk
Being Robust (in High Dimensions) Can Be Practical
Ilias Diakonikolas · Gautam Kamath · Daniel Kane · Jerry Li · Ankur Moitra · Alistair Stewart

Wed Aug 9th 10:30 -- 10:48 AM @ C4.4

Robust estimation is much more challenging in high-dimensions than it is in one-dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in theoretical computer science has shown that, in appropriate distributional models, it is possible to robustly estimate the mean and covariance with polynomial time algorithms that can tolerate a constant fraction of corruptions, independent of the dimension. However, the sample and time complexity of these algorithms is prohibitively large for high-dimensional applications. In this work, we address both of these issues by establishing sample complexity bounds that are optimal, up to logarithmic factors, as well as giving various refinements that allow the algorithms to tolerate a much larger fraction of corruptions. Finally, we show on both synthetic and real data that our algorithms have state-of-the-art performance and suddenly make high-dimensional robust estimation a realistic possibility.

Author Information

Ilias Diakonikolas (USC)

Ilias Diakonikolas is an Assistant Professor and Andrew and Erna Viterbi Early Career Chair in the Department of Computer Science at USC. He obtained a Diploma in electrical and computer engineering from the National Technical University of Athens and a Ph.D. in computer science from Columbia University where he was advised by Mihalis Yannakakis. Before moving to USC, he was a faculty member at the University of Edinburgh, and prior to that he was the Simons postdoctoral fellow in theoretical computer science at the University of California, Berkeley. His research is on the algorithmic foundations of massive data sets, in particular on designing efficient algorithms for fundamental problems in machine learning. He is a recipient of a Sloan Fellowship, an NSF CAREER Award, a Google Faculty Research Award, a Marie Curie Fellowship, the IBM Research Pat Goldberg Best Paper Award, and an honorable mention in the George Nicholson competition from the INFORMS society.

Gautam Kamath (MIT)
Daniel Kane (UCSD)
Jerry Li (MIT)
Ankur Moitra
Alistair Stewart (USC)

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