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Outlier detection is critical in real world. Due to the existence of many outlier detection techniques which often return different results for the same data set, the users have to address the problem of determining which among these techniques is the best suited for their task and tune its parameters. This is particularly challenging in the unsupervised setting, where no labels are available for cross-validation needed for such method and parameter optimization. In this work, we propose AutoOD which uses the existing unsupervised detection techniques to automatically produce high quality outliers without any human tuning. AutoOD's fundamentally new strategy unifies the merits of unsupervised outlier detection and supervised classification within one integrated solution. It automatically tests a diverse set of unsupervised outlier detectors on a target data set, extracts useful signals from their combined detection results to reliably capture key differences between outliers and inliers. It then uses these signals to produce a "custom outlier classifier" to classify outliers, with its accuracy comparable to supervised outlier classification models trained with ground truth labels - without having access to the much needed labels. On a diverse set of benchmark outlier detection datasets, AutoOD consistently outperforms the best unsupervised outlier detector selected from hundreds of detectors. It also outperforms other tuning-free approaches from 12 to 97 points (out of 100) in the F-1 score.
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Detecting Outliers in Data with Correlated Measures
Advances in sensor technology have enabled the collection of largescale datasets. Such datasets can be extremely noisy and often contain a significant amount of outliers that result from sensor malfunction or human operation faults. In order to utilize such data for real-world applications, it is critical to detect outliers so that models built from these datasets will not be skewed by outliers. In this paper, we propose a new outlier detection method that utilizes the correlations in the data (e.g., taxi trip distance vs. trip time). Different from existing outlier detection methods, we build a robust regression model that explicitly models the outliers and detects outliers simultaneously with the model fitting. We validate our approach on real-world datasets against methods specifically designed for each dataset as well as the state of the art outlier detectors. Our outlier detection method achieves better performances, demonstrating the robustness and generality of our method. Last, we report interesting case studies on some outliers that result from atypical events.
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- PAR ID:
- 10080790
- Date Published:
- Journal Name:
- Proceedings of the 27th ACM International Conference on Information and Knowledge Management
- Page Range / eLocation ID:
- 287 to 296
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.1145/3269206.3271798
