Robust space transformations for distance-based operations.

ABSTRACTFor many KDD operations, such as nearest neighbor search, distance-based clustering, and outlier detection, there is an underlying κ-D data space in which each tuple/object is represented as a point in the space. In the presence of differing scales, variability, correlation, and/or outliers, we may get unintuitive results if an inappropriate space is used.The fundamental question that this paper addresses is: "What then is an appropriate space?" We propose using a robust space transformation called the Donoho-Stahel estimator. In the first half of the paper, we show the key properties of the estimator. Of particular importance to KDD applications involving databases is the stability property, which says that in spite of frequent updates, the estimator does not: (a) change much, (b) lose its usefulness, or (c) require re-computation. In the second half, we focus on the computation of the estimator for high-dimensional databases. We develop randomized algorithms and evaluate how well they perform empirically. The novel algorithm we develop called the Hybrid-random algorithm is, in most cases, at least an order of magnitude faster than the Fixed-angle and Subsampling algorithms.