Statistical mechanics of learning in the presence of outliers

Rainer Dietrich, Manfred Opper · Journal of Physics A Mathematical and General · 1998

Using methods of statistical mechanics, we analyse the effect of outliers on the supervised learning of a classification problem. The learning strategy aims at selecting informative examples and discarding outliers. We compare two algorithms which perform the selection either in a soft or a hard way. When the fraction of outliers grows large, the estimation errors undergo a first order phase transition.

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