arXiv:2602.02013cs.LGstat.ML2026-02

通过自洽一致原则自动加权,有效抑制异常值影响。

SNAP: A Self-Consistent Agreement Principle with Application to Robust Computation

  • 基于相互一致性的自监督加权机制,无需标注或先验知识。
  • 异常值权重呈指数衰减,高维下仍能忽略其干扰。
  • 适用于向量平均与子空间估计,性能超越传统方法。

我们提出SNAP(自洽一致原则),一种基于相互一致性的自监督鲁棒计算框架。根据一致可靠性假设,SNAP为数据项分配权重以量化一致性,强调可信数据并降低异常值影响,无需监督或先验知识。关键结果是异常值权重的指数抑制,即使在高维设置下,异常值对计算的贡献也可忽略不计。我们研究了SNAP加权机制的性质,并展示了其在向量平均和子空间估计中的实际优势。特别地,非迭代SNAP优于迭代Weiszfeld算法及两种多元中位数均值变体。SNAP提供了一种灵活、易用且广泛适用的鲁棒计算方法。

原文摘要 · Abstract (English)

We introduce SNAP (Self-coNsistent Agreement Principle), a self-supervised framework for robust computation based on mutual agreement. Based on an Agreement-Reliability Hypothesis SNAP assigns weights that quantify agreement, emphasizing trustworthy items and downweighting outliers without supervision or prior knowledge. A key result is the Exponential Suppression of Outlier Weights, ensuring that outliers contribute negligibly to computations, even in high-dimensional settings. We study properties of SNAP weighting scheme and show its practical benefits on vector averaging and subspace estimation. Particularly, we demonstrate that non-iterative SNAP outperforms the iterative Weiszfeld algorithm and two variants of multivariate median of means. SNAP thus provides a flexible, easy-to-use, broadly applicable approach to robust computation.

鲁棒计算自监督异常检测

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