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arXiv 1808.08640cs.LGstat.ML
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利用相关度量检测数据中的离群值

Detecting Outliers in Data with Correlated Measures

Pennsylvania State University(宾夕法尼亚州立大学)

Yu-Hsuan Kuo, Zhenhui Li, Daniel Kifer

摘要:

传感器技术的进步使大规模数据集的收集成为可能。这样的数据集可能非常嘈杂,并且通常包含大量由传感器故障或人为操作故障引起的离群值。为了将这些数据用于现实世界的应用,检测异常值至关重要,这样从这些数据集构建的模型就不会被异常值扭曲。在本文中,我们提出了一种新的离群值检测方法,利用数据中的相关性(例如,出租车行程距离与行程时间)。与现有的离群点检测方法不同,我们建立了一个鲁棒的回归模型,显式地对离群点进行建模,并在模型拟合的同时检测离群点。我们在现实世界的数据集上验证了我们的方法,这些方法是针对每个数据集专门设计的方法以及最先进的离群值检测器。我们的离群点检测方法取得了更好的性能,证明了我们的方法的鲁棒性和通用性。最后,我们报告了一些有趣的案例研究,结果从非典型事件的离群值。

英文摘要:

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 order to utilize such data for real-world applications, it is critical to detect outliers so that models built from these datasets will not be skewed by outliers. In this paper, we propose a new outlier detection method that utilizes the correlations in the data (e.g., taxi trip distance vs. trip time). Different from existing outlier detection methods, we build a robust regression model that explicitly models the outliers and detects outliers simultaneously with the model fitting. We validate our approach on real-world datasets against methods specifically designed for each dataset as well as the state of the art outlier detectors. Our outlier detection method achieves better performances, demonstrating the robustness and generality of our method. Last, we report interesting case studies on some outliers that result from atypical events.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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