**List-Decodable Sparse Mean Estimation via Difference-of-Pairs Filtering**

with Ilias Diakonikolas, Daniel M. Kane, Sushrut Karmalkar, and Ankit Pensia

* Advances in Neural Information Processing Systems (NeurIPS), 2022*

**Oral Presentation**

[Abstract] [arXiv]We study the problem of list-decodable sparse mean estimation. Specifically, for a parameter $\alpha \in (0, 1/2)$, we are given $m$ points in $\mathbb{R}^n$,
$\lfloor \alpha m \rfloor$ of which are i.i.d. samples from a distribution $D$ with unknown $k$-sparse mean $\mu$. No assumptions are made on the remaining points, which form the majority of the dataset. The goal is to return a small list of candidates containing a vector $\hat \mu$ such that $\| \hat \mu - \mu \|_2$ is small. Prior work had studied the problem of list-decodable mean estimation in the dense setting. In this work, we develop a novel, conceptually simpler technique for list-decodable mean estimation. As the main application of our approach, we provide the first sample and computationally efficient algorithm for list-decodable sparse mean estimation. In particular, for distributions with
''certifiably bounded'' $t$-th moments in $k$-sparse directions and sufficiently light tails, our algorithm achieves error of $(1/\alpha)^{O(1/t)}$ with sample complexity $m = (k\log(n))^{O(t)}/\alpha$ and running time $\mathrm{poly}(mn^t)$. For the special case of Gaussian inliers, our algorithm achieves the optimal error guarantee of $\Theta (\sqrt{\log(1/\alpha)})$ with quasi-polynomial sample and computational complexity. We complement our upper bounds with nearly-matching statistical query and low-degree polynomial testing lower bounds.

**Robust Sparse Mean Estimation via Sum of Squares**

with Ilias Diakonikolas, Daniel M. Kane, Sushrut Karmalkar, and Ankit Pensia

* Conference on Learning Theory (COLT), 2022*

[Abstract] [arXiv] [Conference version]We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance subgaussian distributions. In this work, we develop the first efficient algorithms for robust sparse mean estimation without a priori knowledge of the covariance. For distributions on $\mathbb{R}^d$ with `certifiably bounded' $t$-th moments and sufficiently light tails, our algorithm achieves error of $O(\epsilon^{1-1/t})$ with sample complexity $m = (k\log(d))^{O(t)}/\epsilon^{2-2/t}$. For the special case of the Gaussian distribution, our algorithm achieves near-optimal error of $\tilde O(\epsilon)$ with sample complexity $m = O(k^4 \mathrm{polylog}(d))/\epsilon^2$. Our algorithms follow the Sum-of-Squares based proofs to algorithms approach. We complement our upper bounds with Statistical Query and low-degree polynomial testing lower bounds, providing evidence that the sample-time-error tradeoffs achieved by our algorithms are qualitatively best possible.

**Streaming Algorithms for High-Dimensional Robust Statistics**

with Ilias Diakonikolas, Daniel M. Kane, and Ankit Pensia

* International Conference on Machine Learning (ICML), 2022*

[Abstract] [arXiv] [Conference version]We study high-dimensional robust statistics tasks in the streaming model. A recent line of work obtained computationally efficient algorithms for a range of high-dimensional robust estimation tasks. Unfortunately, all previous algorithms require storing the entire dataset, incurring memory at least quadratic in the dimension. In this work, we develop the first efficient streaming algorithms for high-dimensional robust statistics with near-optimal memory requirements (up to logarithmic factors). Our main result is for the task of high-dimensional robust mean estimation in (a strengthening of) Huber's contamination model. We give an efficient single-pass streaming algorithm for this task with near-optimal error guarantees and space complexity nearly-linear in the dimension. As a corollary, we obtain streaming algorithms with near-optimal space complexity for several more complex tasks, including robust covariance estimation, robust regression, and more generally robust stochastic optimization.

**Statistical Query Lower Bounds for List-Decodable Linear Regression**

with Ilias Diakonikolas, Daniel M. Kane, Ankit Pensia, and Alistair Stewart

* Advances in Neural Information Processing Systems (NeurIPS), 2021*

**Spotlight Presentation**

[Abstract] [arXiv]
[Conference version]We study the problem of list-decodable linear regression, where an adversary can corrupt a majority of the examples. Specifically, we are given a set $T$ of labeled examples $(x, y) \in \mathbb{R}^d \times \mathbb{R}$ and a parameter $0< \alpha < 1/2$ such that an $\alpha$-fraction of the points in $T$ are i.i.d. samples from a linear regression model with Gaussian covariates, and the remaining $(1-\alpha)$-fraction of the points are drawn from an arbitrary noise distribution. The goal is to output a small list of hypothesis vectors such that at least one of them is close to the target regression vector. Our main result is a Statistical Query (SQ) lower bound of $d^{\mathrm{poly}(1/\alpha)}$ for this problem. Our SQ lower bound qualitatively matches the performance of previously developed algorithms, providing evidence that current upper bounds for this task are nearly best possible.

**The Optimality of Polynomial Regression for Agnostic Learning under Gaussian Marginals**

with Ilias Diakonikolas, Daniel M. Kane, and Nikos Zarifis

* Conference on Learning Theory (COLT), 2021*

[Abstract] [arXiv] [Conference version]
We study the problem of agnostic learning under the Gaussian distribution. We develop a method for finding hard families of examples for a wide class of problems by using LP duality. For Boolean-valued concept classes, we show that the $L^1$-regression algorithm is essentially best possible, and therefore that the computational difficulty of agnostically learning a concept class is closely related to the polynomial degree required to approximate any function from the class in $L^1$-norm. Using this characterization along with additional analytic tools, we obtain optimal SQ lower bounds for agnostically learning linear threshold functions and the first non-trivial SQ lower bounds for polynomial threshold functions and intersections of halfspaces. We also develop an analogous theory for agnostically learning real-valued functions, and as an application prove near-optimal SQ lower bounds for agnostically learning ReLUs and sigmoids.

**Estimating the Number of Induced Subgraphs from Incomplete Data and Neighborhood Queries**

with Dimitris Fotakis and Stratis Skoulakis

* AAAI Conference on Artificial Intelligence, 2021*

[Abstract] [Conference version]
We consider a natural setting where network parameters are estimated from noisy and incomplete information about the network. More specifically, we investigate how we can efficiently estimate the number of small subgraphs (e.g., edges, triangles, etc.) based on full access to one or two noisy and incomplete samples of a large underlying network and on few queries revealing the neighborhood of carefully selected vertices. After specifying a random generator which removes edges from the underlying graph, we present estimators with strong provable performance guarantees, which exploit information from the noisy network samples and query a constant number of the most important vertices for the estimation. Our experimental evaluation shows that, in practice, a single noisy network sample and a couple of hundreds neighborhood queries suffice for accurately estimating the number of triangles in networks with millions of vertices and edges.