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Poster
Relaxed Clipping: A Global Training Method for Robust Regression and Classification
Yao-Liang Yu · Min Yang · Linli Xu · Martha White · Dale Schuurmans

Tue Dec 07 12:00 AM -- 12:00 AM (PST) @

Robust regression and classification are often thought to require non-convex loss functions that prevent scalable, global training. However, such a view neglects the possibility of reformulated training methods that can yield practically solvable alternatives. A natural way to make a loss function more robust to outliers is to truncate loss values that exceed a maximum threshold. We demonstrate that a relaxation of this form of loss clipping'' can be made globally solvable and applicable to any standard loss while guaranteeing robustness against outliers. We present a generic procedure that can be applied to standard loss functions and demonstrate improved robustness in regression and classification problems.