Faster than Fast-LTS: Robust Regression and Outlier Detection with DC Programming
比 Fast-LTS 更快:基于 DC 规划的稳健回归与异常值检测
When datasets contain outliers, robust regression is a well-established alternative to Ordinary Least Squares. A commonly employed robust estimator is Least Trimmed Squares (LTS), which computes the regression coefficients from a subset of observations. Determining the exact solution corresponds to a combinatorial problem with prohibitive computational costs, even for instances of moderate dimension. Thus, the most prevalent approach in practice remains a heuristic known as…