Sever: A Robust Meta-Algorithm for Stochastic Optimization

By Ilias Diakonikolas, Gautam Kamath, Daniel M. Kane, Jerry Zheng Li, Jacob Steinhardt, Alistair Stewart. 2018

319 citations recorded by the source corpus.

In high dimensions, most machine learning methods are brittle to even a small fraction of structured outliers. To address this, we introduce a new meta-algorithm that can take in a base learner such as least squares or stochastic gradient descent, and harden the learner to be resistant to outliers. Our method, Sever, possesses strong theoretical guarantees yet is also highly scalable -- beyond running the base learner itself, it only requires computing the top singular vector of a certain $n \times d$ matrix. We apply Sever on a drug design dataset and a spam classification dataset, and find that in both cases it has substantially greater robustness than several baselines. On the spam dataset, with $1\%$ corruptions, we achieved $7.4\%$ test error, compared to $13.4\%-20.5\%$ for the baselines, and $3\%$ error on the uncorrupted dataset. Similarly, on the drug design dataset, with $10\%$ corruptions, we achieved $1.42$ mean-squared error test error, compared to $1.51$-$2.33$ for the baselines, and $1.23$ error on the uncorrupted dataset.

Subfields: Artificial Intelligence, Optimization & Training

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The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

  1. Martin Jaggi
  2. Peter Richtárik
  3. Jakub Konecný
  4. Qiang Yang
  5. Sai Praneeth Karimireddy
  6. Virginia Smith
  7. Sebastian U. Stich
  8. Percy Liang

In Optimization & Training

  1. Peter Richtárik
  2. Jakub Konecný
  3. Martin Jaggi
  4. Sebastian U. Stich
  5. Oluwasanmi Koyejo
  6. Jianyu Wang
  7. Virginia Smith
  8. Cong Xie

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