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arXiv 1902.01729cs.LGstat.ML
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对抗性数据破坏下基于在线特征选择的鲁棒回归

Robust Regression via Online Feature Selection under Adversarial Data Corruption

Virginia Tech(弗吉尼亚理工大学);George Mason University(乔治梅森大学);U. S. Army Corps of Engineers(美国陆军工程兵团)

Xuchao Zhang, Shuo Lei, Liang Zhao, Arnold P. Boedihardjo, Chang-Tien Lu

摘要:

用户生成的流数据(如社交媒体)中存在数据损坏,这激发了一个新的基本问题,即当特征不能一次完全访问时,学习可靠的回归系数。到目前为止,几个重要的挑战仍然无法同时处理:1)当只有部分特征可访问时,损坏的数据估计; 2)当数据包含对抗性损坏时,在线特征选择;以及3)扩展到大规模数据集。本文提出了一种新的RObust回归算法通过在线特征选择(\textit{RoOFS}),同时解决所有上述挑战。具体地说,该算法通过一个强大的在线特征替换方法迭代地更新回归系数和未损坏的集合。我们还证明了我们的算法有一个有限的误差界相比,最优解。在合成数据集和真实数据集上的大量实验表明,该方法在恢复特征选择和回归系数方面均优于现有方法,具有非常有竞争力的效率.

英文摘要:

The presence of data corruption in user-generated streaming data, such as social media, motivates a new fundamental problem that learns reliable regression coefficient when features are not accessible entirely at one time. Until now, several important challenges still cannot be handled concurrently: 1) corrupted data estimation when only partial features are accessible; 2) online feature selection when data contains adversarial corruption; and 3) scaling to a massive dataset. This paper proposes a novel RObust regression algorithm via Online Feature Selection (\textit{RoOFS}) that concurrently addresses all the above challenges. Specifically, the algorithm iteratively updates the regression coefficients and the uncorrupted set via a robust online feature substitution method. We also prove that our algorithm has a restricted error bound compared to the optimal solution. Extensive empirical experiments in both synthetic and real-world datasets demonstrated that the effectiveness of our new method is superior to that of existing methods in the recovery of both feature selection and regression coefficients, with very competitive efficiency.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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