seminar: robust data mining techniques - pre-course meeting€¦ · example: linear regression 2 0...

Seminar: Robust Data Mining Techniques Pre-course meeting Technische Universit¨ at M¨ unchen Department of Informatics Data Mining and Analytics kdd.in.tum.de January 27, 2017

Upload: others

Post on 16-Aug-2020

6 views

Category:

Documents

0 download

Report

Download

Embed Size (px):

TRANSCRIPT

Seminar: Robust Data Mining TechniquesPre-course meeting

Technische Universitat MunchenDepartment of InformaticsData Mining and Analyticskdd.in.tum.de

January 27, 2017

kdd.in.tum.de

Page 2: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Introduction

Why robustness matters?

• Data is inherently noisy

• Guarantees inperformance-critical areas

• Adversarial scenarios

• Crowdsourcing

Robust Data Mining Techniques 1Data Miningand Analytics

Example: Linear Regression

2 0 2 4 6 8 10 1250

100

150

200

250Fit without outlierFit with outlier

Robust Data Mining Techniques 2Data Miningand Analytics

Page 4: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Example: Deep Learning

Robust Data Mining Techniques 3Data Miningand Analytics

Page 5: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Topics

Robust extensions to data mining algorithms

• Matrix factorization

• Regression

• Classification

• Clustering

• Time series analysis

Further topics in robust machine learning

• Robustness of complex networks

• Differential privacy

• Fooling learning algorithms with adversarial examples

• Designing algorithms for the adversarial setting

Robust Data Mining Techniques 4Data Miningand Analytics

Page 6: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Learning Outcome

You are going to learn

• about the design of robust data mining algorithms

• to read and understand scientific publications

• to write a scientific report

• how to prepare and give a technical talk

Robust Data Mining Techniques 5Data Miningand Analytics

Page 7: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Requirements

Paper

• 5 - 8 pages

• Latex template on the course webpage

Presentation

• 30 minutes talk

• 15 minutes discussion

Reviews

• Everyone has to review 2 papers by other students

Robust Data Mining Techniques 6Data Miningand Analytics

Page 8: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Deadlines

• 1 week before the talk - submission of extended abstractand slides

• Day of the talk - submission of preliminary paper for review

• 1 week after the talk - receiving comments from reviewers

• 2 weeks after the talk - submission of the final paper

Robust Data Mining Techniques 7Data Miningand Analytics

Page 9: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Grading

The grade is determined based on

• Report

• Presentation (slides and speech)

• Reviews written by you

• Involvement in the class

• Interactions with the supervisor

• Extra bonuses for own contributions (e.g. visualizations,demos, experiments)

Robust Data Mining Techniques 8Data Miningand Analytics

Page 10: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Schedule

• Before 08.02. - fill out the pre-course surveyhttps://goo.gl/forms/rWxXhsMpZPW6kpcE2

• 03.02. - 08.02. - registration via the matching system

• After 15.02. - notification of the participants and selection oftopics

• April - June - weekly sessions every Monday 14:30 - 16:00

Robust Data Mining Techniques 9Data Miningand Analytics

https://goo.gl/forms/rWxXhsMpZPW6kpcE2

Page 11: Seminar: Robust Data Mining Techniques - Pre-course meeting€¦ · Example: Linear Regression 2 0 2 4 6 8 10 12 50 0 50 100 150 200 250 Fit without outlier Fit with outlier Robust

Questions?

OUTLIER, HETEROSKEDASTICITY,AND NORMALITY Robust Regression HAC Estimate of Standard Error Quantile Regression

Outlier Pursuit: Robust PCA and Collaborative Filtering Pursuit: Robust PCA and Collaborative Filtering Huan Xu Dept. of Mechanical Engineering & Dept. of Mathematics National University

ROBUST OUTLIER DETECTION TECHNIQUES FOR SKEWED ...prr.hec.gov.pk/jspui/bitstream/123456789/1810/2/1542S.pdf · Dr. Eatzaz Ahmed External Examiner ... historically important events

Robust Estimation Methods and Outlier Detection in Mediation Model

Robust Model Selection and Outlier Detection in Linear Regression · 2017-11-22 · Robust Model Selection and Outlier Detection in Linear Regression by Lauren McCann S.B. Mathematics,

RobustLocallyWeightedRegressionforProfileMeasurementof ... · 2020. 5. 22. · presents an outlier identiﬁcation method based on robust locally weighted regression (RLWR), which

robust bayesian bounds for outlier detection - Department of Statistics

UNIVERSITI PUTRA MALAYSIA ROBUST ESTIMATION …psasir.upm.edu.my/id/eprint/12439/1/FS_2010_24A.pdf · 2013-05-27 · ROBUST ESTIMATION METHODS AND OUTLIER DETECTION IN MEDIATION MODELS

Half-Day 1: Introduction to Robust Estimation …...Half-Day 1: Introduction to Robust Estimation Techniques 4 / 34 The Outlier ProblemMeasuring RobustnessLocation M-EstimationRegression

UNIVERSITI PUTRA MALAYSIA ROBUST ESTIMATION …psasir.upm.edu.my/12439/1/FS_2010_24A.pdf · UNIVERSITI PUTRA MALAYSIA ROBUST ESTIMATION METHODS AND OUTLIER DETECTION IN MEDIATION

Regression III: Robust regressions Outliers Tests for outlier detections Robust regressions Breakdown point Least trimmed squares M-estimators

Outlier Detection for Temporal Data Outlier D for Temp Outlier for Tem

ROBUST MULTIVARIATE OUTLIER DETECTION USING MAHALANOBIS ... · ROBUST MULTIVARIATE OUTLIER DETECTION USING MAHALANOBIS’ DISTANCE AND ... be generated from another model

Robust Regression and Outlier Detection · FELLER An Introduction to Probability Theory and Its Applications, Volume I, Third ... LEHMANN Theory of Point Estimation ... and Outlier

Outlier Robust Methods - achamad.staff.ipb.ac.idachamad.staff.ipb.ac.id/wp-content/plugins/as-pdf/Anang Kurnia-Outlier...Outlier Robust Methods Pencilan (outlier observations) sering

Régression robuste - cedric.cnam.frcedric.cnam.fr/~saporta/Regressionrobuste.pdf · • Rousseeuw, P.J. and Leroy, A.M. (1987), Robust Regression and Outlier Detection, New York:

CS 521 Data Mining Techniques Instructor: Abdullah Mueenmueen/Teaching/CS_521/... · Chapter 12. Outlier Analysis Outlier and Outlier Analysis Outlier Detection Methods Statistical

MONK – Outlier-Robust Mean Embedding Estimation by Median …proceedings.mlr.press/v97/lerasle19a/lerasle19a.pdf · 2019-09-16 · MONK – Outlier-Robust Mean Embedding Estimation

E cient and Consistent Robust Time Series Analysis...outlier (AO) model with a positive breakdown point. [11] detail a robust variant of the Durbin-Levinson algorithm for RTSE and

Robust Statistics Part 3: Regression analysiscseweb.ucsd.edu/~slovett/workshops/robust-statistics...5 Outlier detection 6 Regression S-estimators and MM-estimators 7 Regression with

Outlier Detection - My Webspace fileswebspace.ship.edu/pgmarr/Geo441/Lectures/OPT 1 - Outlier Detection.… · Outlier Detection. Outlier detection is both easy and difficult. •

Robust estimation and outlier detection in linear models ... · This dissertation treats the problems of robust estimation and outlier detection when data have a grouped structure

Outlier Detection for Compositional Data Using Robust Methodsfile.statistik.tuwien.ac.at/filz/papers/MathGeol07.pdf · Outlier detection is one of the most important tasks in multivariate

Learning an Outlier-Robust Kalman Filter · performs robust, real-time outlier detection, without the need for manual ... 2.1 Robust Kalman Filtering with Bayesian Weights ... previously

Exact Recoverability of Robust PCA via Outlier Pursuit ... · Exact Recoverability of Robust PCA via Outlier Pursuit with Tight Recovery Bounds Hongyang Zhang y, Zhouchen Lin , Chao

KDLab, Faculty of Informatics, MU · ROBUST-C4.5 C4.5 incorporates a pruning scheme that partially addresses the outlier removal problem. ROBUST-C4.5 (John 1995) extending the pruning

1 Robust Recovery of PMU Signals with Outlier

Robust SiZer for Exploration of Regression Structures and Outlier …anson.ucdavis.edu/~tcmlee/PDFfiles/2005jcgs.pdf · 2009-12-31 · Robust SiZer for Exploration of Regression Structures

Robust Inference in Autoregressions with Multiple Outliers · Robust Inference in Autoregressions with Multiple Outliers ... In the benchmark case of known outlier location, ... In

Bayesian Robust Linear Regression with Outlier Detection

Robust Estimation and Outlier Detection on …web/...Robust Estimation and Outlier Detection on Panel Data International Conference on Robust Statistics 2017 By: Ahmed R.M. Al Sayed

European Commission · Web viewOutlier treatment (robust estimation) 0.2 Module type 5. Outlier treatment (robust estimation) 0.3 Module code Method: Version history Version Date

1 Outlier-Robust PCA: The High Dimensional Caseusers.ece.utexas.edu/~cmcaram/pubs/XuCaramanisMannor...1 Outlier-Robust PCA: The High Dimensional Case Huan Xu, Constantine Caramanis,

MONK – Outlier-Robust Mean Embedding Estimation by Median ...lecueguillaume.github.io/assets/ICML19.pdf · MONK – Outlier-Robust Mean Embedding Estimation by Median-of-Means assumption

Robust low-overlap 3-D point cloud registration for ... · Robust low-overlap 3-D point cloud registration for outlier rejection John Stechschulte, 1Nisar Ahmed,2 and Christoffer