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Example: Covariance estimation
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Classroom Contents
Designing Robust Learners
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- 1 Intro
- 2 Motivation
- 3 The Difficulty
- 4 Context and Overview
- 5 Setting
- 6 Warm-up: TV, mean estimation
- 7 Modulus: Examples
- 8 Finite-sample estimation
- 9 General TV case
- 10 Resilience: Arbitrary loss
- 11 Example: Linear regression
- 12 Example: Covariance estimation
- 13 Extension to other perturbations (W)
- 14 Friendly perturbation: formal definition
- 15 Resilience for W
