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Quantile-based Loss Filtering for Outlier-Robust Stochastic Gradient Descent

Paper recorded by Signals 4 on 2026-09-11 in cs.LG. Abstract reproduced from arXiv; link to the original below.

Published 2026-09-11 on arXiv · recorded by Signals 4 on 2026-09-14

Category: cs.LG · 机器学习 · first seen 2026-09-14

Abstract

We study loss-based filtering for finite-sum optimization with a subset of corrupted component functions whose gradients may be highly unreliable. Motivated by minimum-loss-based SGD (min-$k$-loss) and quantile-based methods for corrupted linear systems, we propose and analyze a general loss-filtering framework -- Quantile-\(k\)-Loss SGD (Q\(k\)L-SGD) -- that samples \(k\) component losses at each

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#62 most recent of 215 cs.LG papers we have recorded · ↑ newer: Robust Policy Optimization via Adversarial Importance Sampling · ↓ older: Transfer Learning for Evolving Domains
Cite this page: Quantile-based Loss Filtering for Outlier-Robust Stochastic Gradient Descent: the #62 most recent of 215 cs.LG papers we have recorded (as of 2026-09-11). Source: Signals 4 (Signals API) — https://data.jiangzhang.ca/signals4/t/papers/quantile-based-loss-filtering-for-outlier-robust-stochastic-gradient-descent.html
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