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Outlier Detection by Boosting Regression Trees

Abstract : A procedure for detecting outliers in regression problems is proposed. It is based on information provided by boosting regression trees. The key idea is to select the most frequently resampled observation along the boosting iterations and reiterate after removing it. The selection criterion is based on Tchebychev's inequality applied to the maximum over the boosting iterations of the average number of appearances in bootstrap samples. So the procedure is noise distribution free. It allows to select outliers as particularly hard to predict observations. A lot of well-known bench data sets are considered and a comparative study against two well-known competitors allows to show the value of the method.
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Contributor : Administrateur Hal Nanterre <>
Submitted on : Monday, November 13, 2017 - 11:58:36 AM
Last modification on : Wednesday, September 16, 2020 - 4:05:36 PM

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Nathalie Chèze, Jean-Michel Poggi. Outlier Detection by Boosting Regression Trees. Journal of Statistical Research of Iran JSRI, 2006, 3 (1), pp.1--22. ⟨10.18869/acadpub.jsri.3.1.1⟩. ⟨hal-01633703⟩



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