GMDH-Based Outlier Detection Model in Classification Problems

Abstract

In many practical classification problems, datasets would have a portion of outliers, which could greatly affect the performance of the constructed models. In order to address this issue, we apply the group method of data handing (GMDH) neural network in outlier detection. This study builds a GMDH-based outlier detection (GOD) model. This model first implements feature selection in the training set L using GMDH neural network. Then a new training set L′ can be obtained by mapping the selected key feature subset. Next, a linear regression model can be constructed in the set L′ by ordinary least squares estimation. Further, it eliminates a sample from the set L′ randomly every time, and then rebuilds a linear regression model. Finally, outlier detection is realized by calculating Cook’s distance for each sample. Four different customer classification datasets are used to conduct experiments. Results show that GOD model can effectively eliminate outliers, and compared with the five existing outlier detection models, it generally performs significantly better. This indicates that eliminating outliers can effectively enhance classification accuracy of the trained classification model.