We propose Shotgun, a parallel coordinate descent algorithm for minimizing L1regularized losses. Though coordinate descent seems inherently sequential, we prove convergence bounds...
Joseph K. Bradley, Aapo Kyrola, Danny Bickson, Car...
Algorithms such as Least Median of Squares (LMedS) and Random Sample Consensus (RANSAC) have been very successful for low-dimensional robust regression problems. However, the comb...
In the presence of a heavy-tail noise distribution, regression becomes much more di cult. Traditional robust regression methods assume that the noise distribution is symmetric and...
The least squares linear regression estimator is well-known to be highly sensitive to unusual observations in the data, and as a result many more robust estimators have been propo...
In this paper, we develop algorithms for robust linear regression by leveraging the connection between the problems of robust regression and sparse signal recovery. We explicitly ...