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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for outlier sensitivity

This paper investigates differentially private analysis of distance-based outliers. The problem of outlier detection is to find a small number of instances that are apparently distant from the remaining instances. On the other hand, the objective of differential privacy is to conceal presence (or absence) of any partic…

2015-07-24abs ↗pdf ↗

Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling these techniques to massive data sets without sacrificing accuracy is a challeng…

2016-05-02abs ↗pdf ↗

Notwithstanding the popularity of conventional clustering algorithms such as K-means and probabilistic clustering, their clustering results are sensitive to the presence of outliers in the data. Even a few outliers can compromise the ability of these algorithms to identify meaningful hidden structures rendering their o…

2011-04-22abs ↗pdf ↗

A new method detects outliers using ensembles of Dirichlet process mixtures.

problem Challenges in unsupervised outlier detection using Dirichlet process mixtures.
method Ensembles of Dirichlet process Gaussian mixtures with random subspace and subsampling.
result Empirically outperforms existing approaches in unsupervised outlier detection.

New robust bandit algorithm for clinical trials reduces sensitivity to outlier data.

problem Adaptive clinical trials need a robust bandit algorithm to handle outlier data.
method Proposes a new robustness criterion and modifies BESA algorithm for bandit problems.
result Empirical evaluation shows improved performance compared to standard bandit algorithms.

New robust MPCA method handles casewise and cellwise outliers in tensor data.

problem Outliers, especially casewise and cellwise, affect the performance of standard MPCA.
method Uses a single loss function to reduce the influence of both types of outliers and missing values.
result The new method improves robustness and performance in tensor data analysis.

Traditional dictionary learning methods are based on quadratic convex loss function and thus are sensitive to outliers. In this paper, we propose a generic framework for robust dictionary learning based on concave losses. We provide results on composition of concave functions, notably regarding super-gradient computati…

2017-11-02abs ↗pdf ↗

The support vector machine (SVM) is one of the most successful learning methods for solving classification problems. Despite its popularity, SVM has a serious drawback, that is sensitivity to outliers in training samples. The penalty on misclassification is defined by a convex loss called the hinge loss, and the unboun…

2014-09-03abs ↗pdf ↗

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 often needs to be pre-processed to remove outliers, though this is difficult for a…

2016-09-23abs ↗pdf ↗

Ordinary least square (OLS) estimation of a linear regression model is well-known to be highly sensitive to outliers. It is common practice to (1) identify and remove outliers by looking at the data and (2) to fit OLS and form confidence intervals and p-values on the remaining data as if this were the original data col…

2017-11-29abs ↗pdf ↗

A new robust Wasserstein distance is proposed to handle outliers in probability distributions.

problem Outliers in probability distributions make Wasserstein distances sensitive and impractical.
method Introduces a new outlier-robust Wasserstein distance Wpε\mathsf{W}_p^\varepsilon.
result Achieves strong robust estimation guarantees under the Huber ε\varepsilon-contamination model.

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance), with numerous successful applications. The representation is constructed as the e…

2018-02-13abs ↗pdf ↗

Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive black-box functions. The efficiency is achieved in a similar fashion to the learnin…

2017-07-18abs ↗pdf ↗

Stabilizes online learning by using weighted reservoir sampling.

problem Real-world deployment sensitivity to outliers causes low accuracy in final solutions.
method Weighted reservoir sampling to stabilize ensemble model without additional data passes.
result Risk of ensemble classifier is bounded with respect to the underlying online learning method's regret.

Online TERM improves robustness and fairness in streaming data.

problem Streaming data's lack of worst-case fairness and robustness in ERM.
method Proposes an online TERM formulation to balance average-case accuracy with worst-case fairness and robustness.
result Negative tilting effectively suppresses outlier influence, positive tilting improves recall with minimal precision loss.

Hölder-Bayes robustly infers model parameters and contamination levels.

problem Robustness to data contamination in Bayesian inference.
method Introduces Hölder-Bayes framework for joint inference of model parameters and contamination proportion using Hölder divergence.
result Hölder-Bayes framework provides robust parameter inference, contamination-level recovery, and uncertainty-aware outlier detection.

Bayesian learning is often hampered by large computational expense. As a powerful generalization of popular belief propagation, expectation propagation (EP) efficiently approximates the exact Bayesian computation. Nevertheless, EP can be sensitive to outliers and suffer from divergence for difficult cases. To address t…

2012-04-18abs ↗pdf ↗