Robust Cooperative Learning for Multiview Regression via Soft-IPOD
Abstract
Multiview data analysis has become increasingly important for integrating heterogeneous information from multiple data sources. Cooperative learning provides a flexible framework for multiview integration by bridging early and late fusion strategies. However, its use of squared loss makes it sensitive to outliers. In this study, we propose robust cooperative learning based on the soft-IPOD framework. The proposed method introduces an observation-specific outlier absorption vector into the cooperative learning objective, thereby reducing the influence of outlying observations while preserving information sharing across views. The resulting optimization problem can be formulated as a weighted Lasso-type problem using an augmented design matrix and can be naturally extended to more than two data views. Numerical simulations and a real-data application to labor onset prediction demonstrate the predictive performance of the proposed method in the presence of outliers.