Multi-task Linear Regression without Eigenvalue Lower Bounds: Adaptivity, Robustness, and Safety

We study the multi-task linear regression problem in the presence of contaminated tasks. We address the setting where the unknown parameters of a majority of tasks are close in the $\ell_2$-norm, while a fraction of tasks are arbitrary outliers. Existing theoretical frameworks for this problem rely heavily on the assumption that the empirical second moment of each task has a minimum eigenvalue bounded away from zero (order $Ω(1)$). Crucially, this assumption fails in many high-dimensional scenarios, rendering prior guarantees vacuous. To overcome this limitation, we propose an estimator based on matrix-weighted norm regularization. We also introduce a relative balancedness condition, quan...

<iframe src="https://silytics.si/embed/item/ae9fe21b-e96e-4c8a-9aca-f8193ff76d9d" width="420" height="190" style="border:0" loading="lazy" title="Silytics entry"></iframe>

Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.