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Robust Logistic Regression and Classification
Jiashi Feng · Huan Xu · Shie Mannor · Shuicheng Yan

Wed Dec 10 04:00 PM -- 08:59 PM (PST) @ Level 2, room 210D #None

We consider logistic regression with arbitrary outliers in the covariate matrix. We propose a new robust logistic regression algorithm, called RoLR, that estimates the parameter through a simple linear programming procedure. We prove that RoLR is robust to a constant fraction of adversarial outliers. To the best of our knowledge, this is the first result on estimating logistic regression model when the covariate matrix is corrupted with any performance guarantees. Besides regression, we apply RoLR to solving binary classification problems where a fraction of training samples are corrupted.

Author Information

Jiashi Feng (UC Berkeley)
Huan Xu (National University of Singapore)
Shie Mannor (Technion)
Shuicheng Yan (National University of Singapore)

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