13,069 research outputs found
A survey of outlier detection methodologies
Outlier detection has been used for centuries to detect and, where appropriate, remove anomalous observations from data. Outliers arise due to mechanical faults, changes in system behaviour, fraudulent behaviour, human error, instrument error or simply through natural deviations in populations. Their detection can identify system faults and fraud before they escalate with potentially catastrophic consequences. It can identify errors and remove their contaminating effect on the data set and as such to purify the data for processing. The original outlier detection methods were arbitrary but now, principled and systematic techniques are used, drawn from the full gamut of Computer Science and Statistics. In this paper, we introduce a survey of contemporary techniques for outlier detection. We identify their respective motivations and distinguish their advantages and disadvantages in a comparative review
Kernel Ellipsoidal Trimming
Ellipsoid estimation is an issue of primary importance in many practical areas such as control, system identification, visual/audio tracking, experimental design, data mining, robust statistics and novelty/outlier detection. This paper presents a new method of kernel information matrix ellipsoid estimation (KIMEE) that finds an ellipsoid in a kernel defined feature space based on a centered information matrix. Although the method is very general and can be applied to many of the aforementioned problems, the main focus in this paper is the problem of novelty or outlier detection associated with fault detection. A simple iterative algorithm based on Titterington's minimum volume ellipsoid method is proposed for practical implementation. The KIMEE method demonstrates very good performance on a set of real-life and simulated datasets compared with support vector machine methods
Learning how to be robust: Deep polynomial regression
Polynomial regression is a recurrent problem with a large number of
applications. In computer vision it often appears in motion analysis. Whatever
the application, standard methods for regression of polynomial models tend to
deliver biased results when the input data is heavily contaminated by outliers.
Moreover, the problem is even harder when outliers have strong structure.
Departing from problem-tailored heuristics for robust estimation of parametric
models, we explore deep convolutional neural networks. Our work aims to find a
generic approach for training deep regression models without the explicit need
of supervised annotation. We bypass the need for a tailored loss function on
the regression parameters by attaching to our model a differentiable hard-wired
decoder corresponding to the polynomial operation at hand. We demonstrate the
value of our findings by comparing with standard robust regression methods.
Furthermore, we demonstrate how to use such models for a real computer vision
problem, i.e., video stabilization. The qualitative and quantitative
experiments show that neural networks are able to learn robustness for general
polynomial regression, with results that well overpass scores of traditional
robust estimation methods.Comment: 18 pages, conferenc
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