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Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…

Methodology · Statistics 2021-06-22 Debarghya Mukherjee , Aritra Guha , Justin Solomon , Yuekai Sun , Mikhail Yurochkin

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

Optimal transport (OT) is known to be sensitive against outliers because of its marginal constraints. Outlier robust OT variants have been proposed based on the definition that outliers are samples which are expensive to move. In this…

Machine Learning · Statistics 2022-06-27 Kilian Fatras

We derive a convex optimization problem for the task of segmenting sequential data, which explicitly treats presence of outliers. We describe two algorithms for solving this problem, one exact and one a top-down novel approach, and we…

Machine Learning · Computer Science 2014-11-19 Itamar Katz , Koby Crammer

Advances in sensor technology have enabled the collection of large-scale datasets. Such datasets can be extremely noisy and often contain a significant amount of outliers that result from sensor malfunction or human operation faults. In…

Machine Learning · Computer Science 2018-08-28 Yu-Hsuan Kuo , Zhenhui Li , Daniel Kifer

In this paper, an outlier elimination algorithm for ellipse/ellipsoid fitting is proposed. This two-stage algorithm employs a proximity-based outlier detection algorithm (using the graph Laplacian), followed by a model-based outlier…

Methodology · Statistics 2009-10-27 Jieqi Yu , Haipeng Zheng , Sanjeev R. Kulkarni , H. Vincent Poor

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the…

Machine Learning · Statistics 2017-11-07 Song Liu , Akiko Takeda , Taiji Suzuki , Kenji Fukumizu

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Machine Learning · Computer Science 2018-03-13 Mohammadreza Mohaghegh Neyshabouri , Suleyman Serdar Kozat

This paper studies the outlier detection problem from the point of view of penalized regressions. Our regression model adds one mean shift parameter for each of the $n$ data points. We then apply a regularization favoring a sparse vector of…

Methodology · Statistics 2011-10-18 Yiyuan She , Art B. Owen

The accuracy of machine learning interatomic potentials suffers from reference data that contains numerical noise. Often originating from unconverged or inconsistent electronic-structure calculations, this noise is challenging to identify.…

Machine Learning · Statistics 2026-02-10 Terry C. W. Lam , Niamh O'Neill , Christoph Schran , Lars L. Schaaf

This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…

Statistics Theory · Mathematics 2023-06-27 Jiaqi Li , Linglong Kong , Bei Jiang , Wei Tu

Outlier detection is an important problem occurring in a wide range of areas. Outliers are the outcome of fraudulent behaviour, mechanical faults, human error, or simply natural deviations. Many data mining applications perform outlier…

Machine Learning · Computer Science 2025-10-28 Juan A. Lara , David Lizcano , Víctor Rampérez , Javier Soriano

The task of outlier detection is to find small groups of data objects that are exceptional when compared with rest large amount of data. Detection of such outliers is important for many applications such as fraud detection and customer…

Databases · Computer Science 2007-05-23 Zengyou He , Xiaofei Xu , Shengchun Deng

Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

Machine Learning · Computer Science 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama

In this paper, we propose an outlier detection algorithm for multivariate data based on their projections on the directions that maximize the Cumulant Generating Function (CGF). We prove that CGF is a convex function, and we characterize…

Computational Finance · Quantitative Finance 2023-05-19 Francesco Cesarone , Rosella Giacometti , Jacopo Maria Ricci

We propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…

Machine Learning · Statistics 2017-02-22 Makoto Yamada , Song Liu , Samuel Kaski

We consider online convex optimization when a number k of data points are outliers that may be corrupted. We model this by introducing the notion of robust regret, which measures the regret only on rounds that are not outliers. The aim for…

Machine Learning · Computer Science 2021-08-31 Tim van Erven , Sarah Sachs , Wouter M. Koolen , Wojciech Kotłowski

The inverse optimal transport problem is to find the underlying cost function from the knowledge of optimal transport plans. While this amounts to solving a linear inverse problem, in this work we will be concerned with the nonlinear…

Optimization and Control · Mathematics 2025-09-03 Alberto González-Sanz , Michel Groppe , Axel Munk

In this work, we propose an adaptive robust loss function framework for MHE, integrating an adaptive robust loss function to reduce the impact of outliers with a regularization term that avoids naive solutions. The proposed approach…

Robotics · Computer Science 2026-04-07 Nestor Deniz , Guido Sanchez , Fernando Auat Cheein , Leonardo Giovanini
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