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Research map / Optimization / Nonconvex and smooth optimization

Better generalization with less data using robust gradient descent

ICML 2019 · Optimization › Nonconvex and smooth optimization · approach: Coordinate and Adam convergence analysis · 14 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace empirical-mean gradient (ERM-GD) with robust M-estimate gradientgradient descent · noisy quadratic minimization, log-Normal noise, n=500, d=2excess risk and variance of riskHelped
replace empirical-mean gradient with robust M-estimate gradientgradient descent · noisy quadratic minimization, Gaussian noiseexcess riskNo clear effect
robust gradient estimate instead of robust loss minimization (Brownlees et al.)robust learning · noisy quadratic, high dimension, heavy-tailed noiseexcess risk and computation timeHelped
robust gradient estimate instead of robust loss minimizationrobust learning · low dimension, Gaussian noiseexcess riskNo clear effect
run many more iterations than needed for convergencerobust gradient descent vs ERM-GD · noisy quadratic, small d, large nexcess riskHelped
use robust gradient descent initialized at OLS instead of OLS, median-of-means methodslinear regression · regression with log-logistic and log-Normal noiseexcess test RMSEHelped
use median-of-means based regression (HS, Minsker) instead of OLS at very small sample sizesregression · regression, small nexcess test RMSEHurt
use robust mini-batch gradient descent instead of SGD and SVRGmulti-class logistic regression · CIFAR-10, MNIST, protein homologytest misclassification rateMixed

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