Robust Logistic Principal Component Regression for classification of data in presence of outliers

Abstract

The Logistic Principal Component Regression (LPCR) has found many applications in classification of highdimensional data, such as tumor classification using microarray data. However, when the measurements are contaminated and/or the observations are mislabeled, the performance of the LPCR will be significantly degraded. In this paper, we propose a new robust LPCR based on M-estimation, which constitutes a versatile framework to reduce the sensitivity of the estimators to outliers. In particular, robust detection rules are used to first remove the contaminated measurements and then a modified Huber function is used to further remove the contributions of the mislabeled observations. Experimental results show that the proposed method generally outperforms the conventional LPCR under the presence of outliers, while maintaining a performance comparable to that obtained under normal condition.