Iterative thresholding for non-linear learning in the strong $\varepsilon$-contamination model
<|reference_start|>Iterative thresholding for non-linear learning in the strong $\varepsilon$-contamination model: We derive approximation bounds for learning single neuron models using thresholded gradient descent when both the labels and the covariates are possibly corrupted adversarially. We assume the data follows the model $y = \sigma(\mathbf{w}^{*} \cdot \mathbf{x}) + \xi,$ where $\sigma$ is a nonlinear activation function, the noise $\xi$ is Gaussian, and the covariate vector $\mathbf{x}$ is sampled from a sub-Gaussian distribution. We study sigmoidal, leaky-ReLU, and ReLU activation functions and derive a $O(\nu\sqrt{\epsilon\log(1/\epsilon)})$ approximation bound in $\ell_{2}$-norm, with sample complexity $O(d/\epsilon)$ and failure probability $e^{-\Omega(d)}$.   We also study the linear regression problem, where $\sigma(\mathbf{x}) = \mathbf{x}$. We derive a $O(\nu\epsilon\log(1/\epsilon))$ approximation bound, improving upon the previous $O(\nu)$ approximation bounds for the gradient-descent based iterative thresholding algorithms of Bhatia et al. (NeurIPS 2015) and Shen and Sanghavi (ICML 2019). Our algorithm has a $O(\textrm{polylog}(N,d)\log(R/\epsilon))$ runtime complexity when $\|\mathbf{w}^{*}\|_2 \leq R$, improving upon the $O(\text{polylog}(N,d)/\epsilon^2)$ runtime complexity of Awasthi et al. (NeurIPS 2022).<|reference_end|>
@article{rathnashyam2024iterative,
    title={Iterative thresholding for non-linear learning in the strong
  $\varepsilon$-contamination model},
    author={Arvind Rathnashyam and Alex Gittens},
    journal={arXiv preprint arXiv:2409.03703},
    year={2024},
    archivePrefix={arXiv},
    eprint={2409.03703},
    primaryClass={stat.ML cs.LG}
}