mlsanityData to 14 Oct 2026

Median-of-Means as an Extremal Convex Estimator and a Nonconvex Route to the Trimmed Oracle

arXiv 2609.01689 ↗First posted 1 Sep 2026cs.LGcited by 0

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Abstract (arXiv)

We revisit median-of-means estimation from a deterministic optimization viewpoint and develop a family of block-Lp estimators for robust learning with heavy-tailed and adversarially corrupted data. In a block contamination model with at least a fraction 1 minus epsilon of good blocks, we first show that every convex block M-estimator has worst-case robustness constant at least 1 divided by 1 minus 2 epsilon. This matches the classical median-of-means bound and proves that the trimmed-block oracle constant 1 divided by 1 minus epsilon cannot be attained within the convex class. We then introduce a nonconvex block-Lp family for p between 0 and 1 and derive finite-sample deterministic robustness bounds for all global minimizers. As p decreases from 1 toward 0, these bounds continuously approach the trimmed-block oracle constant. For sufficiently small p, the global minimizers coincide with those of the oracle under a mild separation condition. We also show that the block-Lp objectives have a benign landscape, with all local minima remaining close to the truth and no bad basins. Combining these results with block-level concentration yields sub-Gaussian deviation bounds under finite 2 plus delta moments and high-dimensional extensions to robust mean estimation and sparse regression.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 8 of its 27 references that are in the map. First posted on arXiv 1 Sep 2026.

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References · 8

  1. 2016Robust Estimators in High Dimensions without the Computational Intractabilitycited by 209
  2. 2019Mean estimation and regression under heavy-tailed distributions--a surveycited by 136
  3. 2013Loss minimization and parameter estimation with heavy tailscited by 50
  4. 2017Sub-Gaussian estimators of the mean of a random vectorcited by 47
  5. 2014Empirical risk minimization for heavy-tailed lossescited by 37
  6. 2023A Huber Loss Minimization Approach to Byzantine Robust Federated Learningcited by 16
  7. 2023Efficient median of means estimatorcited by 7
  8. 2024Federated Learning Resilient to Byzantine Attacks and Data Heterogeneitycited by 4

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