Performance Analysis
Outlier-Robust High-Dimensional Sparse Estimation via Iterative Filtering
Ilias Diakonikolas, Daniel Kane, Sushrut Karmalkar, Eric Price, Alistair Stewart
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.
Multi-body SE(3) Equivariance for Unsupervised Rigid Segmentation and Motion Estimation (Supplementary Material)
Differently, our unsupervised multi-body task requires the model's ability to handle part-level local equivariance, Figure 1: Structure of our feature extractor based on EPN. "EPNConv" is the SE(3)-equivariant convolution proposed in the vanilla EPN network. Part-level SE(3)-equivariance is desirable for motion analysis, especially rotation estimation. Song and Y ang utilized the methodology proposed by Choy et al . All other objects were considered part of the background.
Supplementary material for " Towards a Unified Analysis of Kernel-based Methods Under Covariate Shift "
The supplemental material is organized as follows. Section A provides the results of all the additional synthetic experiments and real data results for various kernel-based methods and the detailed settings. Section B describes the algorithm details we use in Section A. In Section C, we provide some useful lemmas and all the technical proofs of the theoretical results in the main text. In this section, we provide more experiment results, including KRR (Section A.1), KQR for various Section A.7. A.1 Kernel ridge regression For the squared loss, we consider the following two examples. TIRW estimator still performs significantly better. A.2 Kernel quantile regression For the check loss, we consider the following two examples.