Half-space mass: a maximally robust and efficient data depth method

Verfasser / Beitragende:
[Bo Chen, Kai Ting, Takashi Washio, Gholamreza Haffari]
Ort, Verlag, Jahr:
2015
Enthalten in:
Machine Learning, 100/2-3(2015-09-01), 677-699
Format:
Artikel (online)
ID: 605478406
LEADER caa a22 4500
001 605478406
003 CHVBK
005 20210128100405.0
007 cr unu---uuuuu
008 210128e20150901xx s 000 0 eng
024 7 0 |a 10.1007/s10994-015-5524-x  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10994-015-5524-x 
245 0 0 |a Half-space mass: a maximally robust and efficient data depth method  |h [Elektronische Daten]  |c [Bo Chen, Kai Ting, Takashi Washio, Gholamreza Haffari] 
520 3 |a Data depth is a statistical method which models data distribution in terms of center-outward ranking rather than density or linear ranking. While there are a lot of academic interests, its applications are hampered by the lack of a method which is both robust and efficient. This paper introduces Half-Space Mass which is a significantly improved version of half-space data depth. Half-Space Mass is the only data depth method which is both robust and efficient, as far as we know. We also reveal four theoretical properties of Half-Space Mass: (i) its resultant mass distribution is concave regardless of the underlying density distribution, (ii) its maximum point is unique which can be considered as median, (iii) the median is maximally robust, and (iv) its estimation extends to a higher dimensional space in which the convex hull of the dataset occupies zero volume. We demonstrate the power of Half-Space Mass through its applications in two tasks. In anomaly detection, being a maximally robust location estimator leads directly to a robust anomaly detector that yields a better detection accuracy than half-space depth; and it runs orders of magnitude faster than $$L_2$$ L 2 depth, an existing maximally robust location estimator. In clustering, the Half-Space Mass version of K-means overcomes three weaknesses of K-means. 
540 |a The Author(s), 2015 
690 7 |a Half-space mass  |2 nationallicence 
690 7 |a Mass estimation  |2 nationallicence 
690 7 |a Data depth  |2 nationallicence 
690 7 |a Robustness  |2 nationallicence 
700 1 |a Chen  |D Bo  |u Faculty of Information Technology, Monash University, 3168, Clayton, VIC, Australia  |4 aut 
700 1 |a Ting  |D Kai  |u School of Engineering and Information Technology, Federation University Australia, 3842, Churchill, VIC, Australia  |4 aut 
700 1 |a Washio  |D Takashi  |u The Institute of Scientific and Industrial Research, Osaka University, 8-1 Mihogaoka, 5670047, Ibarakishi, Osaka, Japan  |4 aut 
700 1 |a Haffari  |D Gholamreza  |u Faculty of Information Technology, Monash University, 3168, Clayton, VIC, Australia  |4 aut 
773 0 |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 100/2-3(2015-09-01), 677-699  |x 0885-6125  |q 100:2-3<677  |1 2015  |2 100  |o 10994 
856 4 0 |u https://doi.org/10.1007/s10994-015-5524-x  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10994-015-5524-x  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Chen  |D Bo  |u Faculty of Information Technology, Monash University, 3168, Clayton, VIC, Australia  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Ting  |D Kai  |u School of Engineering and Information Technology, Federation University Australia, 3842, Churchill, VIC, Australia  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Washio  |D Takashi  |u The Institute of Scientific and Industrial Research, Osaka University, 8-1 Mihogaoka, 5670047, Ibarakishi, Osaka, Japan  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Haffari  |D Gholamreza  |u Faculty of Information Technology, Monash University, 3168, Clayton, VIC, Australia  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 100/2-3(2015-09-01), 677-699  |x 0885-6125  |q 100:2-3<677  |1 2015  |2 100  |o 10994