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Many attempts have been made to mine either<jats:italic>locally<\/jats:italic>robust subgroups or to tackle the pattern explosion, but we are the first to address both challenges at the same time from a<jats:italic>global<\/jats:italic>modelling perspective. First, we formulate the broad model class of subgroup lists, i.e., ordered sets of subgroups, for univariate and multivariate targets that can consist of nominal or numeric variables, including traditional top-1 subgroup discovery in its definition. This novel model class allows us to formalise the problem of optimal robust subgroup discovery using the Minimum Description Length (MDL) principle, where we resort to optimal Normalised Maximum Likelihood and Bayesian encodings for nominal and numeric targets, respectively. Second, finding optimal subgroup lists is NP-hard. Therefore, we propose SSD++, a greedy heuristic that finds good subgroup lists and guarantees that the most significant subgroup found according to the MDL criterion is added in each iteration. In fact, the greedy gain is shown to be equivalent to a Bayesian one-sample proportion, multinomial, or t-test between the subgroup and dataset marginal target distributions plus a multiple hypothesis testing penalty. Furthermore, we empirically show on 54 datasets that SSD++ outperforms previous subgroup discovery methods in terms of quality, generalisation on unseen data, and subgroup list size.<\/jats:p>","DOI":"10.1007\/s10618-022-00856-x","type":"journal-article","created":{"date-parts":[[2022,8,12]],"date-time":"2022-08-12T13:02:54Z","timestamp":1660309374000},"page":"1885-1970","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":16,"title":["Robust subgroup discovery"],"prefix":"10.1007","volume":"36","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-7315-5925","authenticated-orcid":false,"given":"Hugo M.","family":"Proen\u00e7a","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9832-9936","authenticated-orcid":false,"given":"Peter","family":"Gr\u00fcnwald","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0001-6768-1478","authenticated-orcid":false,"given":"Thomas","family":"B\u00e4ck","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0510-3549","authenticated-orcid":false,"given":"Matthijs","family":"van Leeuwen","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2022,8,12]]},"reference":[{"key":"856_CR1","doi-asserted-by":"publisher","first-page":"19","DOI":"10.1007\/978-3-319-07821-2_2","volume-title":"Frequent pattern mining","author":"CC Aggarwal","year":"2014","unstructured":"Aggarwal CC, Bhuiyan MA, Hasan MA (2014) Frequent pattern mining algorithms: A survey. 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