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Creators/Authors contains: "Karmalkar, Sushrut"

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  1. Free, publicly-accessible full text available December 1, 2024
  2. Free, publicly-accessible full text available June 30, 2024
  3. Free, publicly-accessible full text available June 30, 2024
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  6. We prove the first superpolynomial lower bounds for learning one-layer neural networks with respect to the Gaussian distribution using gradient descent. We show that any classifier trained using gradient descent with respect to square-loss will fail to achieve small test error in polynomial time given access to samples labeled by a one-layer neural network. For classification, we give a stronger result, namely that any statistical query (SQ) algorithm (including gradient descent) will fail to achieve small test error in polynomial time. Prior work held only for gradient descent run with small batch sizes, required sharp activations, and applied to specific classes of queries. Our lower bounds hold for broad classes of activations including ReLU and sigmoid. The core of our result relies on a novel construction of a simple family of neural networks that are exactly orthogonal with respect to all spherically symmetric distributions. 
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    We give the first polynomial-time algorithm for robust regression in the list-decodable setting where an adversary can corrupt a greater than 1/2 fraction of examples. For any our algorithm takes as input a sample of n linear equations where (1- \alpha) n of the equations are {\em arbitrarily} chosen. It outputs a list that contains a linear function that is close to the truth. Our algorithm succeeds whenever the inliers are chosen from a \emph{certifiably} anti-concentrated distribution D. In particular, this gives an efficient algorithm to find an optimal size list when the inlier distribution is standard Gaussian. For discrete product distributions that are anti-concentrated only in \emph{regular} directions, we give an algorithm that achieves similar guarantee under the promise that the true linear function has all coordinates of the same magnitude. To complement our result, we prove that the anti-concentration assumption on the inliers is information-theoretically necessary. Our algorithm is based on a new framework for list-decodable learning that strengthens the `identifiability to algorithms' paradigm based on the sum-of-squares method. 
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  8. We consider the fundamental problem of ReLU regression, where the goal is to output the best fitting ReLU with respect to square loss given access to draws from some unknown distribution. We give the first efficient, constant-factor approximation algorithm for this problem assuming the underlying distribution satisfies some weak concentration and anti-concentration conditions (and includes, for example, all log-concave distributions). This solves the main open problem of Goel et al., who proved hardness results for any exact algorithm for ReLU regression (up to an additive ϵ). Using more sophisticated techniques, we can improve our results and obtain a polynomial-time approximation scheme for any subgaussian distribution. Given the aforementioned hardness results, these guarantees can not be substantially improved. Our main insight is a new characterization of surrogate losses for nonconvex activations. While prior work had established the existence of convex surrogates for monotone activations, we show that properties of the underlying distribution actually induce strong convexity for the loss, allowing us to relate the global minimum to the activation’s Chow parameters. 
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  9. 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. 
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