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Penalized unsupervised learning with outliers.


ABSTRACT: We consider the problem of performing unsupervised learning in the presence of outliers - that is, observations that do not come from the same distribution as the rest of the data. It is known that in this setting, standard approaches for unsupervised learning can yield unsatisfactory results. For instance, in the presence of severe outliers, K-means clustering will often assign each outlier to its own cluster, or alternatively may yield distorted clusters in order to accommodate the outliers. In this paper, we take a new approach to extending existing unsupervised learning techniques to accommodate outliers. Our approach is an extension of a recent proposal for outlier detection in the regression setting. We allow each observation to take on an "error" term, and we penalize the err

SUBMITTER: Witten DM 

PROVIDER: S-EPMC3716393 | biostudies-literature | 2013

REPOSITORIES: biostudies-literature