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Stochastic gradient descent for streaming linear and rectified linear systems with Massart noise

Stochastic gradient descent for streaming linear and rectified linear systems with Massart noise

We propose SGD-exp, a stochastic gradient descent approach for linear and ReLU regressions under Massart noise (adversarial semi-random corruption model) for the fully streaming setting. We show novel nearly linear convergence guarantees of SGD-exp to the true parameter with up to $50\%$ Massart corruption rate, and with any corruption rate …