Robust Model-Based Learning via Spatial-EM Algorithm

This paper presents a new robust EM algorithm for the finite mixture learning procedures. The proposed Spatial-EM algorithm utilizes median-based location and rank-based scatter estimators to replace sample mean and sample covariance matrix in each M step, hence enhancing stability and robustness of the algorithm. It is robust to outliers and initial values. Compared with many robust mixture learning methods, the Spatial-EM has the advantages of simplicity in implementation and statistical efficiency. We apply Spatial-EM to supervised and unsupervised learning scenarios. More specifically, robust clustering and outlier detection methods based on Spatial-EM have been proposed. We apply the outlier detection to taxonomic research on fish species novelty discovery. Two real datasets are used for clustering analysis. Compared with the regular EM and many other existing methods such as K-median, X-EM and SVM, our method demonstrates superior performance and high robustness.