arXiv subjects

Chengde Qian

Publications and source records attributed to Chengde Qian.

5 recordsLinked to original sources

arXiv2026

Toward Exact Convergence in Byzantine-Robust Decentralized Learning: A Statistical Identification Approach

To defend against Byzantine attacks in decentralized learning, most existing methods rely on robust aggregation rules to mitigate the influence of malicious machines. However, these strategies inherently introduce bias, leading to inexact convergence with non-vanishing steady-state errors. In this paper, we propose a strategic shift from passive aggregation to active identification by introducing the Decentralized Rescaled Stochastic Gradient Descent with Byzantine Machine Identification (DRSGD-ByMI) framework. The core of our approach is an identification-based ``detect-then-optimize'' pipeline, where a p-value-free detection procedure is developed to accurately prune malicious nodes from the network. By leveraging sample-splitting score statistics, this identification mechanism achieves false discovery rate control without requiring restrictive distributional assumptions. We theoretically demonstrate that this precise identification allows the decentralized network to recover sufficient connectivity among the normal nodes, thereby enabling DRSGD-ByMI to match, even in the presence of Byzantine machines, the same order-optimal convergence rate as standard decentralized stochastic first-order methods. Numerical experiments validate our theoretical results and demonstrate the effectiveness of DRSGD-ByMI for decentralized robust learning problems.

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arXiv2025

High Dimensional Sparse Canonical Correlation Analysis for Elliptical Symmetric Distributions

This paper proposes a robust high-dimensional sparse canonical correlation analysis (CCA) method for investigating linear relationships between two high-dimensional random vectors, focusing on elliptical symmetric distributions. Traditional CCA methods, based on sample covariance matrices, struggle in high-dimensional settings, particularly when data exhibit heavy-tailed distributions. To address this, we introduce the spatial-sign covariance matrix as a robust estimator, combined with a sparsity-inducing penalty to efficiently estimate canonical correlations. Theoretical analysis shows that our method is consistent and robust under mild conditions, converging at an optimal rate even in the presence of heavy tails. Simulation studies demonstrate that our approach outperforms existing sparse CCA methods, particularly under heavy-tailed distributions. A real-world application further confirms the method's robustness and efficiency in practice. Our work provides a novel solution for high-dimensional canonical correlation analysis, offering significant advantages over traditional methods in terms of both stability and performance.

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arXiv2025

Robust Multi-Source Domain Adaptation under Label Shift

As the volume of data continues to expand, it becomes increasingly common for data to be aggregated from multiple sources. Leveraging multiple sources for model training typically achieves better predictive performance on test datasets. Unsupervised multi-source domain adaptation aims to predict labels of unlabeled samples in the target domain by using labeled samples from source domains. This work focuses on robust multi-source domain adaptation for multi-category classification problems against the heterogeneity of label shift and data contamination. We investigate a domain-weighted empirical risk minimization framework for robust estimation of the target domain's class proportion. Inspired by outlier detection techniques, we propose a refinement procedure within this framework. With the estimated class proportion, robust classifiers for the target domain can be constructed. Theoretically, we study the finite-sample error bounds of the domain-weighted empirical risk minimization and highlight the improvement of the refinement step. Numerical simulations and real-data applications demonstrate the superiority of the proposed method.

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arXiv2024

Changepoint Detection in Complex Models: Cross-Fitting Is Needed

Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or hyperparameter tuning -- this strategy can lead to inaccurate changepoint estimation due to over-adaptivity biases. To mitigate this issue, we propose a novel cross-fitting methodology based on out-of-sample loss evaluations, which decouples model fitting from changepoint search. We establish a general theoretical framework for consistent changepoint estimation under mild conditions, and further extend it to temporally dependent data. A key implication of the theory is that consistency depends primarily on the models' predictive accuracy over nearly homogeneous segments. Numerical experiments show that the proposed method substantially improves the reliability and adaptability of changepoint detection in complex scenarios.

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arXiv2023

Reliever: Relieving the Burden of Costly Model Fits for Changepoint Detection

Changepoint detection typically relies on a grid-search strategy for optimal data segmentation. When model fitting itself is expensive, repeatedly fitting a model on every candidate segment dominates the computation. Existing approaches mitigate this by pruning the grid, thus reducing the number of segments (and model fits). We propose Reliever, which instead cuts the number of model fits directly and nests seamlessly within standard grid-search routines. Reliever fits a small, deterministic collection of proxy models and reuses them wherever they apply, making it compatible with a wide range of existing algorithms. For high-dimensional regression with changepoints, coupling Reliever with an optimal grid-search method yields changepoint and coefficient estimators that are rate-optimal up to a logarithmic factor. Extensive numerical experiments demonstrate that Reliever rapidly and accurately detects changepoints across a wide range of high-dimensional and nonparametric models.

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