{"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/robust-variance-regularized-risk-minimization","title":"Robust variance-regularized risk minimization with concomitant scaling","arxiv_id":"2301.11584","date":"2023-01-27","proceeding":null,"authors":["Matthew J. Holland"],"abstract":"Under losses which are potentially heavy-tailed, we consider the task of minimizing sums of the loss mean and standard deviation, without trying to accurately estimate the variance. By modifying a technique for variance-free robust mean estimation to fit our problem setting, we derive a simple learning procedure which can be easily combined with standard gradient-based solvers to be used in traditional machine learning workflows. Empirically, we verify that our proposed approach, despite its simplicity, performs as well or better than even the best-performing candidates derived from alternative criteria such as CVaR or DRO risks on a variety of datasets.","url_abs":"https://arxiv.org/abs/2301.11584v2","url_pdf":"https://arxiv.org/pdf/2301.11584v2.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":"robust-variance-regularized-risk-minimization","repo_url":"https://github.com/feedbackward/bdd-mv","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}