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The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

In this paper, we study problem of estimating a sparse regression vector with correct support in the presence of outlier samples. The inconsistency of lasso-type methods is well known in this scenario. We propose a combinatorial version of…

Machine Learning · Computer Science 2023-06-23 Adarsh Barik , Jean Honorio

Phase retrieval has been mainly considered in the presence of Gaussian noise. However, the performance of the algorithms proposed under the Gaussian noise model severely degrades when grossly corrupted data, i.e., outliers, exist. This…

Information Theory · Computer Science 2017-11-22 Cheng Qian , Xiao Fu , Nicholas D. Sidiropoulos , Lei Huang , Junhao Xie

A rank estimator in robust regression is a minimizer of a function which depends (in addition to other factors) on the ordering of residuals but not on their values. Here we focus on the optimization aspects of rank estimators. We…

Optimization and Control · Mathematics 2019-10-15 Michal Cerny , Miroslav Rada , Jaromir Antoch , Milan Hladik

In this paper, we address the problem of how to robustly train a ConvNet for regression, or deep robust regression. Traditionally, deep regression employs the L2 loss function, known to be sensitive to outliers, i.e. samples that either lie…

Computer Vision and Pattern Recognition · Computer Science 2018-08-29 Stéphane Lathuilière , Pablo Mesejo , Xavier Alameda-Pineda , Radu Horaud

Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data…

Methodology · Statistics 2017-07-12 Paul Fearnhead , Guillem Rigaill

Automated machine learning has been widely researched and adopted in the field of supervised classification and regression, but progress in unsupervised settings has been limited. We propose a novel approach to automate outlier detection…

Machine Learning · Computer Science 2024-09-10 Prabhant Singh , Joaquin Vanschoren

Rare data in a large-scale database are called outliers that reveal significant information in the real world. The subspace-based outlier detection is regarded as a feasible approach in very high dimensional space. However, the outliers…

Artificial Intelligence · Computer Science 2014-05-06 Zhana Bao

Using methods of statistical mechanics, we analyse the effect of outliers on the supervised learning of a classification problem. The learning strategy aims at selecting informative examples and discarding outliers. We compare two…

Disordered Systems and Neural Networks · Physics 2009-10-31 Rainer Dietrich , Manfred Opper

In practice, network applications have to deal with failing nodes, malicious attacks, or, somehow, nodes facing highly corrupted data --- generally classified as outliers. This calls for robust, uncomplicated, and efficient methods. We…

Optimization and Control · Mathematics 2014-10-10 Cláudia Soares , João Gomes

Cellwise outliers are likely to occur together with casewise outliers in modern data sets with relatively large dimension. Recent work has shown that traditional robust regression methods may fail for data sets in this paradigm. The…

Statistics Theory · Mathematics 2016-12-28 Andy Leung , Hongyang Zhang , Ruben H. Zamar

In recent years, the usage of ensemble learning in applications has grown significantly due to increasing computational power allowing the training of large ensembles in reasonable time frames. Many applications, e.g., malware detection,…

Machine Learning · Computer Science 2021-11-18 Peter Domanski , Dirk Pflüger , Jochen Rivoir , Raphaël Latty

Outlier detection is the identification of points in a dataset that do not conform to the norm. Outlier detection is highly sensitive to the choice of the detection algorithm and the feature subspace used by the algorithm. Extracting…

Artificial Intelligence · Computer Science 2017-05-18 Yanjie Fu , Charu Aggarwal , Srinivasan Parthasarathy , Deepak S. Turaga , Hui Xiong

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue

The task of robust linear estimation in the presence of outliers is of particular importance in signal processing, statistics and machine learning. Although the problem has been stated a few decades ago and solved using classical…

Information Theory · Computer Science 2023-07-19 George Papageorgiou , Pantelis Bouboulis , Sergios Theodoridis , Kostantinos Themelis

We study the problem of learning Ising models satisfying Dobrushin's condition in the outlier-robust setting where a constant fraction of the samples are adversarially corrupted. Our main result is to provide the first computationally…

Machine Learning · Computer Science 2021-02-04 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart , Yuxin Sun

This paper examines the problem of locating outlier columns in a large, otherwise low-rank matrix, in settings where {}{the data} are noisy, or where the overall matrix has missing elements. We propose a randomized two-step inference…

Information Theory · Computer Science 2016-12-12 Xingguo Li , Jarvis Haupt

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

Optimization and Control · Mathematics 2023-03-07 Mohammadreza Chamanbaz , Roland Bouffanais

Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…

Machine Learning · Statistics 2020-12-24 Qian Zhang , Xinyuan Zhao , Chao Ding

When applying a statistical method in practice it often occurs that some observations deviate from the usual assumptions. However, many classical methods are sensitive to outliers. The goal of robust statistics is to develop methods that…

Methodology · Statistics 2008-08-06 Mia Hubert , Peter J. Rousseeuw , Stefan Van Aelst
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