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Paper · 1911.08085 · 2019

Outlier-Robust High-Dimensional Sparse Estimation via Iterative Filtering

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 6 functions out of this paper's own repositories and ran 6 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
sushrutk/robust_sparse_mean_estimation canonical 3 of 3
huihui0902/robust_mean_estimation pwc_unofficial 3 of 3
FunctionStatusWhere it lives
acc Ran huihui0902/robust_mean_estimation/robust_mean_estimate_acc.py
code served (permissive licence) · get_code("cf656e059d09ed94")
err Ran sushrutk/robust_sparse_mean_estimation/robustlib.py
code served (permissive licence) · get_code("88cf0fae09eb4f9c")
err Ran huihui0902/robust_mean_estimation/robustlib.py
code served (permissive licence) · get_code("7f4024450c5b5604")
err_rspca Ran sushrutk/robust_sparse_mean_estimation/robustlib.py
code served (permissive licence) · get_code("292414dc4e6ce863")
get_error Ran sushrutk/robust_sparse_mean_estimation/robustlib.py
code served (permissive licence) · get_code("88e19c4ec091c85b")
pre_processing Ran huihui0902/robust_mean_estimation/robust_mean_estimate_acc.py
code served (permissive licence) · get_code("3e161617d69a519f")

Repositories linked to this paper

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Abstract

We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse PCA. We give the first practically viable robust estimators for these problems. In more detail, our algorithms are sample and computationally efficient and achieve near-optimal robustness guarantees. In contrast to prior provable algorithms which relied on the ellipsoid method, our algorithms use spectral techniques to iteratively remove outliers from the dataset. Our experimental evaluation on synthetic data shows that our algorithms are scalable and significantly outperform a range of previous approaches, nearly matching the best error rate without corruptions.

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