Outlier resistant APS system

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I think an outlier resistant APS system may be good, but I do have a concern that using the median may 1) distort scores when valid data would cause a distribution that has a skew, and 2) In the cases where there are no outliers for it to fix anyway, it would generate more noisy values (The median generally has larger fluctuations than the mean as samples are added).

I'd think it may be worth considering statistical methods to calculate the probability of a data point being an outlier, and ignoring it if it's beyond a threshold. It may be possible for such methods to not alter the means of skew caused by valid data, and will have smaller score fluctuations.

Another thought is, regardless of if we change the APS system or not, it may make sense for the rumble to have a page that lists recent outlier results, to make it easier to spot them.

Rednaxela18:46, 16 February 2012

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Return to Thread:Talk:Darkcanuck/RRServer/Ratings/Outlier resistant APS system/reply (3).

About the skewed distributions, fair enough. I still am concerned about the greater noise of medians though.

The more sophisticated method that was coming to my mind, was calculating the z-score of each sample per pairing, tossing out results that have too extreme of a z-score value, and using the mean of the remaining samples. The reason this appeals to me, is because it changes the existing scoring system as little as possible.

Most bad results we see are near-zero scores which should be quite distinctly detected by a z-score test, so reliably tossing them out without changing the overall scoring system would be quite doable I think.

Rednaxela20:33, 16 February 2012

Using z-score as threshold will need tuning to work properly, because it has unpredictable robustness. Remembering sampled standard deviations are also affected by outliers.

Choosing a very low percentile and a very high percentile as boundaries and averaging everything in between may have the effect you want without relying on noisy sampled deviations. Like 25%/75% (1st/3rd quartiles).

MN21:37, 16 February 2012