MBGDT:Robust Mini-Batch Gradient Descent

Code

• github.com/WHMHammer/robust-mini-batch-gradient-descent
  Officialnone★ 1
• github.com/WHMHammer/496-final-project
  Officialnone★ 0

Abstract

In high dimensions, most machine learning method perform fragile even there are a little outliers. To address this, we hope to introduce a new method with the base learner, such as Bayesian regression or stochastic gradient descent to solve the problem of the vulnerability in the model. Because the mini-batch gradient descent allows for a more robust convergence than the batch gradient descent, we work a method with the mini-batch gradient descent, called Mini-Batch Gradient Descent with Trimming (MBGDT). Our method show state-of-art performance and have greater robustness than several baselines when we apply our method in designed dataset.

Tasks

Reproductions