Robust probabilistic projections

12 years 2 months ago
Robust probabilistic projections
Principal components and canonical correlations are at the root of many exploratory data mining techniques and provide standard pre-processing tools in machine learning. Lately, probabilistic reformulations of these methods have been proposed (Roweis, 1998; Tipping & Bishop, 1999b; Bach & Jordan, 2005). They are based on a Gaussian density model and are therefore, like their non-probabilistic counterpart, very sensitive to atypical observations. In this paper, we introduce robust probabilistic principal component analysis and robust probabilistic canonical correlation analysis. Both are based on a Student-t density model. The resulting probabilistic reformulations are more suitable in practice as they handle outliers in a natural way. We compute maximum likelihood estimates of the parameters by means of the EM algorithm.
Cédric Archambeau, Michel Verleysen, Nicola
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2006
Where ICML
Authors Cédric Archambeau, Michel Verleysen, Nicolas Delannay
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