Convex and Nonconvex Formulations for Mixed Regression With Two Components: Minimax Optimal Rates.

We consider the mixed regression problem with two components, under adversarial and stochastic noise. We give a convex optimization formulation that provably recovers the true solution, as well as a nonconvex formulation that works under more general settings and remains tractable. Upper bounds are provided on the recovery errors for both arbitrary noise and stochastic noise models. We also give m...