BriefGPT.xyz
Sep, 2020
当没有预警的异常值压倒时的连贯回归
Regress Consistently when Oblivious Outliers Overwhelm
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Tommaso d'Orsi, Gleb Novikov, David Steurer
TL;DR
研究了具有重尾噪声分布的健壮线性回归模型,提出了Huber损失估计器,证明其在样本量近线性和异常值分数倒数多项式情况下具有一致性。
Abstract
We give a novel analysis of the
huber loss
estimator for consistent
robust
linear regression
proving that it simultaneously achieves an op
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