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Choosing the Sample with Lowest Loss makes SGD Robust

AISTATS, pp.2120-2130, (2020)

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Abstract

The presence of outliers can potentially significantly skew the parameters of machine learning models trained via stochastic gradient descent (SGD). In this paper we propose a simple variant of the simple SGD method: in each step, first choose a set of k samples, then from these choose the one with the smallest current loss, and do an S...More

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Shah Vatsal
Shah Vatsal
Wu Xiaoxia
Wu Xiaoxia
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