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arXiv 1608.04830stat.MLcs.LG
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基于能量的混合数据离群点检测方法

Outlier Detection on Mixed-Type Data: An Energy-based Approach

Centre for Pattern Recognition;Data Analytics Deakin University, Geelong, Australia

Kien Do, Truyen Tran, Dinh Phung, Svetha Venkatesh

摘要:

离群值检测相当于找到与正常值显著不同的数据点。经典的离群点检测方法主要是针对连续或离散等单一数据类型设计的。然而,现实世界的数据越来越异构,其中一个数据点可以同时具有离散和连续属性。以规范的方式处理混合类型的数据仍然是一个巨大的挑战。本文提出了一种新的基于混合变量限制玻尔兹曼机(Mv.RBM)的无监督混合数据离群点检测方法。Mv.RBM是一种对数据密度进行建模的原则性概率方法。我们建议使用来自Mv.RBM的\emph{free-energy}作为离群值得分来检测位于低密度区域的数据点的离群值。该方法学习和计算速度快,可扩展到大规模数据集。同时,离群值得分与数据负对数密度相同,直到一个附加常数。我们在合成数据集和真实数据集上对所提出的方法进行了评估,并证明了(a)正确处理混合类型在离群值检测中是必要的,以及(b)Mv的自由能。RBM是一种强大而有效的离群值评分方法,与最先进的方法相比具有很强的竞争力。

英文摘要:

Outlier detection amounts to finding data points that differ significantly from the norm. Classic outlier detection methods are largely designed for single data type such as continuous or discrete. However, real world data is increasingly heterogeneous, where a data point can have both discrete and continuous attributes. Handling mixed-type data in a disciplined way remains a great challenge. In this paper, we propose a new unsupervised outlier detection method for mixed-type data based on Mixed-variate Restricted Boltzmann Machine (Mv.RBM). The Mv.RBM is a principled probabilistic method that models data density. We propose to use \emph{free-energy} derived from Mv.RBM as outlier score to detect outliers as those data points lying in low density regions. The method is fast to learn and compute, is scalable to massive datasets. At the same time, the outlier score is identical to data negative log-density up-to an additive constant. We evaluate the proposed method on synthetic and real-world datasets and demonstrate that (a) a proper handling mixed-types is necessary in outlier detection, and (b) free-energy of Mv.RBM is a powerful and efficient outlier scoring method, which is highly competitive against state-of-the-arts.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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