{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/outlier-robust-sparse-estimation-via-non","title":"Outlier-Robust Sparse Estimation via Non-Convex Optimization","arxiv_id":"2109.11515","date":"2021-09-23","proceeding":null,"authors":["Yu Cheng","Ilias Diakonikolas","Rong Ge","Shivam Gupta","Daniel M. Kane","Mahdi Soltanolkotabi"],"abstract":"We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA. We develop novel and simple optimization formulations for these problems such that any approximate stationary point of the associated optimization problem yields a near-optimal solution for the underlying robust estimation task. As a corollary, we obtain that any first-order method that efficiently converges to stationarity yields an efficient algorithm for these tasks. The obtained algorithms are simple, practical, and succeed under broader distributional assumptions compared to prior work.","url_abs":"https://arxiv.org/abs/2109.11515v2","url_pdf":"https://arxiv.org/pdf/2109.11515v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"outlier-robust-sparse-estimation-via-non","repo_url":"https://github.com/guptashvm/sparse-gd","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}}],"tasks":[],"methods":[{"method_slug":"pca","method_name":"PCA"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2109.11515","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}