What is the consequence of applying RobustScaler to a feature containing extreme outliers in a small dataset?

Question

Data Science — Hard

What is the consequence of applying RobustScaler to a feature containing extreme outliers in a small dataset?

Accepted Answer

RobustScaler uses the median and the interquartile range (IQR) to scale data. Because the median and IQR are statistics resistant to outliers, the scaling parameters remain stable even if extreme values are present. Unlike StandardScaler, which uses mean and standard deviation (both highly sensitive to outliers), RobustScaler ensures that the bulk of the data is scaled appropriately without being skewed by the extremes.