The Limitation of Linear Regression Which is Often Overlooked By Many

Linear Regression is the most widely used ML algorithm.

But it is sensitive to outliers.

In fact, even a few outliers can significantly impact Linear Regression performance.

Instead, try RANSAC Regression. It is

• non-deterministic,

• iterative, and

• robust to outliers.

It works as follows:

• Select a subset of data

• Fit a model

• Calculate residuals

• Classify points as outliers/inliers based on thresholds applied to residuals

• Repeat (until max iterations or when a condition is met)

As shown above, while Linear Regression is influenced by outliers, RANSAC Regression isn't.

Nonetheless, it is always recommended to experiment with many robust methods and see which one fits your data best.

Having said that, what are some other popular models that are robust to outliers? Let me know :)

👉 Get started with RANSAC: Sklearn Docs.

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