Year
2020
Authors
LECUE Guillaume, LERASLE Matthieu
Abstract
Median-of-means (MOM) based procedures have been recently introduced in learning theory (Lugosi and Mendelson (2019); Lecué and Lerasle (2017)). These estimators outperform classical least-squares estimators when data are heavy-tailed and/or are corrupted. None of these procedures can be implemented, which is the major issue of current MOM procedures
LECUE, G. et LERASLE, M. (2020). Robust machine learning by median-of-means: Theory and practice. Annals of Statistics, 48(2).