We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time algorithms with optimal error guarantees for both these problems. Specifically, for Gaussian robust mean estimation on $\mathbb R^d$ with contamination parameter $\epsilon \in (0, \epsilon_0)$ for a small absolute constant $\epsilon_0$, we give an algorithm with sample complexity $n = \tilde{O}(d/\epsilon^2)$ and almost linear runtime that approximates the target mean within $\ell_2$-error $O(\epsilon)$. This improves on prior work that achieved this error guarantee with polynomially suboptimal sample and time complexity. For robust linear regression, we give the first algorithm with sample complexity $n = \tilde{O}(d/\epsilon^2)$ and almost linear runtime that approximates the target regressor within $\ell_2$-error $O(\epsilon)$. This is the first polynomial sample and time algorithm achieving the optimal error guarantee, answering an open question in the literature. At the technical level, we develop a methodology that yields almost-linear time algorithms for multi-directional filtering that may be of broader interest.

We focus on bilevel problems where the lower level subproblem is strongly-convex and the upper level objective function is smooth. Unlike prior works which rely on \emph{two-timescale} or \emph{double loop} techniques, we design a stochastic momentum-assisted gradient estimator for both the upper and lower level updates. The latter allows us to control the error in the stochastic gradient updates due to inaccurate solution to both subproblems. If the upper objective function is smooth but possibly non-convex, we show that {SUSTAIN}~requires $O(\epsilon^{-3/2})$ iterations (each using $O(1)$ samples) to find an $\epsilon$-stationary solution. The $\epsilon$-stationary solution is defined as the point whose squared norm of the gradient of the outer function is less than or equal to $\epsilon$. The total number of stochastic gradient samples required for the upper and lower level objective functions matches the best-known complexity for single-level stochastic gradient algorithms. We also analyze the case when the upper level objective function is strongly-convex.

We present a scalable post-processing algorithm for debiasing trained models, including deep neural networks (DNNs), which we prove to be near-optimal by bounding its excess Bayes risk. We empirically validate its advantages on standard benchmark datasets across both classical algorithms as well as modern DNN architectures and demonstrate that it outperforms previous post-processing methods while performing on par with in-processing. In addition, we show that the proposed algorithm is particularly effective for models trained at scale where post-processing is a natural and practical choice.

The performance of industrial robotic work cells depends on optimizing various hyperparameters referring to the cell layout, such as robot base placement, tool placement, and kinematic design. Achieving this requires a bilevel optimization approach, where the high-level optimization adjusts these hyperparameters, and the low-level optimization computes robot motions. However, computing the optimal robot motion is computationally infeasible, introducing trade-offs in motion planning to make the problem tractable. These trade-offs significantly impact the overall performance of the bilevel optimization, but their effects still need to be systematically evaluated. In this paper, we introduce metrics to assess these trade-offs regarding optimality, time gain, robustness, and consistency. Through extensive simulation studies, we investigate how simplifications in motion-level optimization affect the high-level optimization outcomes, balancing computational complexity with solution quality. The proposed algorithms are applied to find the time-optimal kinematic design for a modular robot in two palletization scenarios.

We study a stochastic multi-armed bandit setting where arms are partitioned into known clusters, such that the mean rewards of arms within a cluster differ by at most a known threshold. While the clustering structure is known a priori, the arm means are unknown. We derive an asymptotic lower bound on the regret that improves upon the classical bound of Lai & Robbins (1985). We then propose Clus-UCB, an efficient algorithm that closely matches this lower bound asymptotically. Clus-UCB is designed to exploit the clustering structure and introduces a new index to evaluate an arm, which depends on other arms within the cluster. In this way, arms share information among each other. We present simulation results of our algorithm and compare its performance against KL-UCB and other well-known algorithms for bandits with dependent arms. Finally, we address some limitations of this work and conclude by mentioning some possible future research.

We study the problem of PAC learning \gamma -margin halfspaces in the presence of Massart noise. Without computational considerations, the sample complexity of this learning problem is known to be \widetilde{\Theta}(1/(\gamma 2 \epsilon)) . Prior computationally efficient algorithms for the problem incur sample complexity \tilde{O}(1/(\gamma 4 \epsilon 3)) and achieve 0-1 error of \eta \epsilon, where \eta 1/2 is the upper bound on the noise rate.Recent work gave evidence of an information-computation tradeoff, suggesting that a quadratic dependence on 1/\epsilon is required for computationally efficient algorithms. Our main result is a computationally efficient learner with sample complexity \widetilde{\Theta}(1/(\gamma 2 \epsilon 2)), nearly matching this lower bound. In addition, our algorithm is simple and practical, relying on online SGD on a carefully selected sequence of convex losses.

We present a scalable post-processing algorithm for debiasing trained models, including deep neural networks (DNNs), which we prove to be near-optimal by bounding its excess Bayes risk. We empirically validate its advantages on standard benchmark datasets across both classical algorithms as well as modern DNN architectures and demonstrate that it outperforms previous post-processing methods while performing on par with in-processing. In addition, we show that the proposed algorithm is particularly effective for models trained at scale where post-processing is a natural and practical choice.

We focus on bilevel problems where the lower level subproblem is strongly-convex and the upper level objective function is smooth. Unlike prior works which rely on \emph{two-timescale} or \emph{double loop} techniques, we design a stochastic momentum-assisted gradient estimator for both the upper and lower level updates. The latter allows us to control the error in the stochastic gradient updates due to inaccurate solution to both subproblems. If the upper objective function is smooth but possibly non-convex, we show that {SUSTAIN} requires O(\epsilon {-3/2}) iterations (each using O(1) samples) to find an \epsilon -stationary solution. The \epsilon -stationary solution is defined as the point whose squared norm of the gradient of the outer function is less than or equal to \epsilon . The total number of stochastic gradient samples required for the upper and lower level objective functions matches the best-known complexity for single-level stochastic gradient algorithms.

We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time algorithms with optimal error guarantees for both these problems. Specifically, for Gaussian robust mean estimation on \mathbb R d with contamination parameter \epsilon \in (0, \epsilon_0) for a small absolute constant \epsilon_0, we give an algorithm with sample complexity n \tilde{O}(d/\epsilon 2) and almost linear runtime that approximates the target mean within \ell_2 -error O(\epsilon) . This improves on prior work that achieved this error guarantee with polynomially suboptimal sample and time complexity. For robust linear regression, we give the first algorithm with sample complexity n \tilde{O}(d/\epsilon 2) and almost linear runtime that approximates the target regressor within \ell_2 -error O(\epsilon) . This is the first polynomial sample and time algorithm achieving the optimal error guarantee, answering an open question in the literature.

We present a scalable post-processing algorithm for debiasing trained models, including deep neural networks (DNNs), which we prove to be near-optimal by bounding its excess Bayes risk. We empirically validate its advantages on standard benchmark datasets across both classical algorithms as well as modern DNN architectures and demonstrate that it outperforms previous post-processing methods while performing on par with in-processing. In addition, we show that the proposed algorithm is particularly effective for models trained at scale where post-processing is a natural and practical choice.