Robust Machine Learning: Heavy-Tailed Distributions, Sparse Optimization, and Semi-Supervised Learning

Report on Current Developments in the Research Area

General Direction of the Field

The recent developments in the research area are marked by a significant shift towards enhancing the robustness and applicability of machine learning models, particularly in the presence of heavy-tailed data distributions and adversarial noise. The field is witnessing a growing interest in understanding and mitigating overfitting, especially in scenarios where traditional assumptions about data distribution do not hold. This is being addressed through the exploration of new regularization techniques and optimization algorithms that can handle sparsity and noise more effectively.

One of the key themes emerging is the extension of benign overfitting theory to more general and robust input distributions, such as sub-exponential and heavy-tailed distributions. This work is crucial for advancing the theoretical underpinnings of machine learning, ensuring that models can generalize well even when the data does not conform to the idealized sub-gaussian assumptions. The focus on heavy-tailed distributions is particularly important for real-world applications where data often exhibits skewness and outliers.

Another notable trend is the development of novel optimization methods for sparse learning, particularly in high-dimensional settings. These methods aim to exploit the inherent sparsity in the data to improve model accuracy and interpretability. The use of L0 regularization and iterative thresholding techniques is gaining traction, as they provide a more direct way to enforce sparsity compared to traditional L1 or L2 regularization. These approaches are being applied to a variety of problems, including deep reinforcement learning and semi-supervised learning, where sparsity can lead to more efficient and effective models.

Semi-supervised learning is also a focal point, with researchers exploring the theoretical benefits of combining labeled and unlabeled data. The goal is to identify regimes where semi-supervised learning can outperform purely supervised or unsupervised methods, particularly in high-dimensional settings. This work is important for leveraging large amounts of unlabeled data, which is often more readily available than labeled data, to improve model performance.

Noteworthy Papers

  • Benign Overfitting for $α$ Sub-exponential Input: This paper significantly extends the understanding of benign overfitting to heavy-tailed distributions, demonstrating that the phenomenon persists even with heavier-tailed inputs than previously studied.

  • Probabilistic Iterative Hard Thresholding for Sparse Learning: The introduction of a probabilistic approach to iterative hard thresholding provides a robust solution for sparse learning in high-dimensional settings, with proven convergence properties.

  • Semi-Supervised Sparse Gaussian Classification: Provable Benefits of Unlabeled Data: This work identifies regimes where semi-supervised learning is guaranteed to be advantageous, highlighting the theoretical benefits of combining labeled and unlabeled data for feature selection and classification.

Sources

Benign Overfitting for $α$ Sub-exponential Input

Probabilistic Iterative Hard Thresholding for Sparse Learning

Sparsifying Parametric Models with L0 Regularization

Semi-Supervised Sparse Gaussian Classification: Provable Benefits of Unlabeled Data

Iterative thresholding for non-linear learning in the strong $\varepsilon$-contamination model

Overfitting Behaviour of Gaussian Kernel Ridgeless Regression: Varying Bandwidth or Dimensionality

Over-parameterized regression methods and their application to semi-supervised learning