论文标题
对抗标志浪费的等渗回归
Adversarial Sign-Corrupted Isotonic Regression
论文作者
论文摘要
经典的同学回归涉及在真实信号的单调性约束下进行非参数估计。我们考虑了此生成过程的变体，我们将其称为对抗符号浪费的等渗（\ texttt {asci}）回归。在此\ texttt {asci}设置下，对手可以完全访问真实的等渗响应，并且可以自由签名。鉴于这些标志浪费的响应，估计真正的单调信号是一项高度挑战的任务。值得注意的是，标志腐败旨在违反单调性，并可能在损坏的响应术语之间引起严重的依赖。从这个意义上讲，\ texttt {asci}回归可以被视为同量回归的对抗性压力测试。我们的动机是通过理解在这种对抗性环境下对单调信号的有效稳健估计是否可行的驱动。我们开发\ texttt {ascifit}，这是\ texttt {asci}设置下的三步估计过程。 \ texttt {ascifit}过程在概念上是简单的，易于使用现有软件实现，并包括使用至关重要的预 - 和后处理更正应用\ texttt {pava}。我们对该程序进行了形式化，并以尖锐的高概率上限和最小值下限的形式证明了其理论保证。我们通过详细的模拟说明了我们的发现。
Classical univariate isotonic regression involves nonparametric estimation under a monotonicity constraint of the true signal. We consider a variation of this generating process, which we term adversarial sign-corrupted isotonic (\texttt{ASCI}) regression. Under this \texttt{ASCI} setting, the adversary has full access to the true isotonic responses, and is free to sign-corrupt them. Estimating the true monotonic signal given these sign-corrupted responses is a highly challenging task. Notably, the sign-corruptions are designed to violate monotonicity, and possibly induce heavy dependence between the corrupted response terms. In this sense, \texttt{ASCI} regression may be viewed as an adversarial stress test for isotonic regression. Our motivation is driven by understanding whether efficient robust estimation of the monotone signal is feasible under this adversarial setting. We develop \texttt{ASCIFIT}, a three-step estimation procedure under the \texttt{ASCI} setting. The \texttt{ASCIFIT} procedure is conceptually simple, easy to implement with existing software, and consists of applying the \texttt{PAVA} with crucial pre- and post-processing corrections. We formalize this procedure, and demonstrate its theoretical guarantees in the form of sharp high probability upper bounds and minimax lower bounds. We illustrate our findings with detailed simulations.
