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Sign in[Submit an Article](https://write.insightmediagroup.io) [Latest](https://towardsdatascience.com/latest/)[Editor's Picks](https://towardsdatascience.com/tag/editors-pick/)[Newsletter](https://towardsdatascience.com/tag/the-variable/)[ShipAI](https://towardsdatascience.com/shipai/) * * * [Write For TDS](https://towardsdatascience.com/submissions/) [LinkedIn](https://www.linkedin.com/company/towards-data-science/)[X](https://x.com/TDataScience)Toggle Search [Data Science](https://towardsdatascience.com/category/data-science/) # Regression in the face of messy outliers? Try Huber regressor Outliers in the data are ubiquitous, and they can mess up your regression problem. Try Hubber regressor to tackle this problem. [Tirthajyoti Sarkar](https://towardsdatascience.com/author/tirthajyoti/) November 4, 20214 min read ![Image source: Created by the author](../images/000.png) Image source: Created by the author ## What's the problem? Let's say you have a dataset with two features _X_1 and _X_2, on which you are performing linear regression. However, some noise/outliers got introduced in the dataset. Say, **the** _**y**_**-value outliers are exceptionally low** as compared to what they should be. How does that look like? This is the data you got. ![Image source: Created by the author](../images/001.png) Image source: Created by the author However, if you really think about the slope of the _X_ -_Y_ data, the expected y-values should have been much higher for those _X_ -values. Something like the following, Learn this step by step with the interactive [AI and Data Scientist](https://roadmap.sh/ai-data-scientist), [Computer Science](https://roadmap.sh/computer-science) and [Machine Learning](https://roadmap.sh/machine-learning) roadmaps. ![Image source: Created by the author](../images/002.png) Image source: Created by the author These are obvious outliers and you can run a simple exploratory data analysis (EDA) to catch and discard them from the dataset before building the regression model. But you cannot hope to catch all the outliers - _**at scale and in all dimensions**_. Visualization of a dataset with 100 or 1000 dimensions (features) is challenging enough to manually examine the plots and discover outliers. A regression algorithm that is _robust to outliers_ sounds like a good bet against those pesky bad data points. The [Huber regressor](https://en.wikipedia.org/wiki/Huber_loss) is one such tool that we will discuss in this article. ## Huber regression In statistics, Huber loss is a particular loss function (first introduced in 1964 by [**Peter Jost Huber**](https://en.wikipedia.org/wiki/Peter_J._Huber), a Swiss mathematician) that is used widely for robust regression problems - situations where outliers are present that can degrade the performance and accuracy of [least-squared-loss](https://towardsdatascience.com/where-did-the-least-square-come-from-3f1abc7f7caf) error based regression. > [**Where did the least-square come from?**](https://towardsdatascience.com/where-did-the-least-square-come-from-3f1abc7f7caf) ### Technical details The loss is given by, ![Image source: Wikipedia](../images/003.png) Image source: [Wikipedia](https://en.wikipedia.org/wiki/Huber_loss) We can see that the loss is the square of the usual residual (_y_ - _f_(_x_)) only when the absolute value of the residual is smaller than a fixed parameter. The choice and tuning of this parameter are important to get a good estimator. Where the residual is greater than this parameter, the loss is a function of the absolute value of the residual and the Huber parameter. Now, you may remember from elementary statistics that the **squared loss comes from the unbiased estimator around the mean whereas an absolute difference loss comes from an unbiased estimator around the median**. Median is much more robust to outliers than mean. **Huber loss is a balanced compromise between these two types**. It is robust to the outliers but does not completely ignore them either. The tuning can be done with the free parameter, of course. ![Image source: Created by the author](../images/004.png) Image source: Created by the author ### A Python demo The demo notebook is here in my Github repo. We created the synthetic data and added some noisy outlier with the following code, text ``` import numpy as np from sklearn.datasets import make_regression ``` text ``` rng = np.random.RandomState(0) X, y, coef = make_regression( n_samples=200, n_features=2, noise=4.0, coef=True, random_state=0) ``` text ``` # The first four data points are outlier X[:4] = rng.uniform(10, 20, (4, 2)) y[:4] = rng.uniform(10, 20, 4) ``` Now, all you have to do is to call Scikit-learn's built-in `HuberRegressor` estimator and fit the data. For comparison, we also have the standard `LinearRegression` method called in. text ``` from sklearn.linear_model import HuberRegressor, LinearRegression ``` text ``` huber = HuberRegressor().fit(X, y) linear = LinearRegression().fit(X, y) ``` Now, we know that the first 4 data points are outliers. So, if we try to predict the y-value with the first data point, we will get something like this, text ``` linear.predict(X[:1,]) ``` text ``` >> array([87.38004436]) ``` As expected, the linear regression prediction is a low value for _y_. Why? Because the linear fit (based on least-squared loss) has bent towards the outliers due to their large leverage. ![Image source: Created by the author](../images/005.png) Image source: Created by the author However, the Huber estimator predicts a more reasonable (high) value, text ``` huber.predict(X[:1,]) ``` text ``` >> array([806.72000092]) ``` To demonstrate the robustness of the Huber estimator further, we can use the estimated coefficients and plot the best-fitted line, text ``` huber_y1 = np.arange(-2.5,20,0.01)*huber.coef_[0] + np.arange(-2.5,20,0.01)*huber.coef_[1] + huber.intercept_ ``` text ``` plt.figure(dpi=120) plt.scatter(X[:,0],y) plt.plot(np.arange(-2.5,20,0.01), huber_y1, color='red',linestyle='--') plt.show() ``` ![Image source: Created by the author](../images/006.png) Image source: Created by the author ### Theil-Sen estimator Although we are not discussing it in this article, readers are encouraged to check the [Theil-Sen estimator](https://en.wikipedia.org/wiki/Theil%E2%80%93Sen_estimator), which is another robust linear regression technique and enjoys being highly insensitive to outliers. As expected, Scikit-learn has a built-in method for this estimator too: [**Scikit-learn Theil-Sen estimator**](https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.TheilSenRegressor.html#sklearn.linear_model.TheilSenRegressor). For multiple linear regression with a large number of features, this is a very efficient and fast regression algorithm among all the robust estimators. ## Summary In this brief article, we talked about the problem of linear regression estimators in the presence of outliers in the dataset. We demonstrated, with a simple example, that linear estimators based on traditional least-squared loss function, may predict completely wrong values because they are bent towards the outliers. We discussed a couple of robust estimators and demonstrated the Huber regressor in detail. Non-parametric statistics use these robust regression techniques in many places, especially when the data is expected to be particularly noisy. Data science students and professionals alike should also have a working knowledge of these robust regression methods for automating the modeling of large datasets in the presence of outliers. * * * _Loved the article? Become a_[ _**Medium member**_](https://medium.com/@tirthajyoti/membership) _to continue_ _**learning without limits**_ _. I'll receive a portion of your membership fee if you use the following link,__**with no extra cost to you**_ _._ > [**Join Medium with my referral link - Tirthajyoti Sarkar**](https://medium.com/@tirthajyoti/membership) ## Register Now to Continue Reading ### Unlock Towards Data Science with a Free Account All articles on Towards Data Science are available to registered users. Create a free account today to access this article and thousands more. Register for freeSign in to your account * * * ![](../images/body-662aba1723e2e3d49fcc.jpeg) Written By ## [Tirthajyoti Sarkar](https://towardsdatascience.com/author/tirthajyoti/) [See all from Tirthajyoti Sarkar](https://towardsdatascience.com/author/tirthajyoti/) [Data Science](https://towardsdatascience.com/tag/data-science/)[Machine Learning](https://towardsdatascience.com/tag/machine-learning/)[Programming](https://towardsdatascience.com/tag/programming/)[Python](https://towardsdatascience.com/tag/python/) Share This Article * [](https://www.facebook.com/sharer/sharer.php?u=https%3A%2F%2Ftowardsdatascience.com%2Fregression-in-the-face-of-messy-outliers-try-huber-regressor-3a54ddc12516%2F&title=Regression%20in%20the%20face%20of%20messy%20outliers%3F%20Try%20Huber%20regressor) * [](https://www.linkedin.com/shareArticle?mini=true&url=https%3A%2F%2Ftowardsdatascience.com%2Fregression-in-the-face-of-messy-outliers-try-huber-regressor-3a54ddc12516%2F&title=Regression%20in%20the%20face%20of%20messy%20outliers%3F%20Try%20Huber%20regressor) * [](https://x.com/share?url=https%3A%2F%2Ftowardsdatascience.com%2Fregression-in-the-face-of-messy-outliers-try-huber-regressor-3a54ddc12516%2F&text=Regression%20in%20the%20face%20of%20messy%20outliers%3F%20Try%20Huber%20regressor) Towards Data Science is a community publication. 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