Asymptotic Characterisation of Robust Empirical Risk Minimisation Performance in the Presence of Outliers

Matteo Vilucchio, Emanuele Troiani, Vittorio Erba +1

We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha =n/d$, and study a data model that i…