Hyperparameter tuning using a robust simulation optimization framework
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Updated
May 18, 2021 - Python
Hyperparameter tuning using a robust simulation optimization framework
Geometric median (GM) is a classical method in statistics for achieving a robust estimation of the uncorrupted data; under gross corruption, it achieves the optimal breakdown point of 0.5. However, its computational complexity makes it infeasible for robustifying stochastic gradient descent (SGD) for high-dimensional optimization problems. In th…
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