Several implementation of Median of means estimators are available in the following: 1) Charles Laroche repository for LASSO, ElasticNet, SVM, linear regresion, cross-validation and deep neural network. All MOM estimators use the “BaseEstimator” class from sklearn. 2) [Timothee]

Other approach for robust mean estimation: 1) smoothed random perturbations estimator from Matthew J. Holland here.