Universal robust regression via maximum mean discrepancy
基于最大均值差异的通用稳健回归
Abstract Many modern datasets are collected automatically and are thus easily contaminated by outliers. This has led to a renewed interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the data. However, most robust estimation methods are designed for a specific model. Notably, many methods were proposed recently to obtain robust estimators in linear models, or generalized linear models, and a few were developed…