Robust Learning of a Group DRO Neuron
We study the problem of learning a single neuron under standard squared loss in the presence of arbitrary label noise and group-level distributional shifts, for a broad family of covariate distributions. Our goal is to identify a ”best-fit” neuron parameterized by $mathbf{w}_*$ that performs well under the most challenging reweighting of the groups. Specifically, we address a Group Distributionally Robust Optimization problem: given sample access to $K$ distinct distributions $mathcal p_{[1]},dots,mathcal p_{[K]}$, we seek to approximate $mathbf{w}_*$ that […]