no code implementations • 30 Jan 2023 • Eirini Ioannou, Muni Sreenivas Pydi, Po-Ling Loh
A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing literature on robust mean estimation for multivariate data.
