Python code for Median of Means estimators

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) My github repository here

Other approach for robust mean estimation:

1) smoothed random perturbations estimator from Matthew J. Holland here.