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arXiv 1708.01550stat.ME
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高维离群点检测的局部投影方法

Local projections for high-dimensional outlier detection

Thomas Ortner, Peter Filzmoser, Maia Zaharieva, Sarka Brodinova, Christian Breiteneder

摘要:

在本文中,我们提出了一种用于离群值检测的新方法,称为局部投影,其基于局部离群值因子(LOF)的概念(Breunig等人,2000)和RobPCA(Hubert等人,2005年)。通过使用这两种方法的各个方面,我们的算法对噪声变量是鲁棒的,并且能够在多组情况下执行离群值检测。我们进一步不依赖于特定的底层数据分布。对于数据集的每个观测,我们基于k-最近邻算法的修改来识别密集附近观测的局部组,我们称之为核心。通过将数据集投影到这些观测所跨越的空间上,揭示了两个方面。首先,我们可以分析从观测到投影空间内的核心中心的距离,以提供通过投影对观测的描述质量的度量。其次,我们考虑观察到投影空间的距离,以评估核心是否适合描述观察的异常性。这些新颖的解释导致基于所有局部投影上的聚合的异常度的单变量测量,其优于LOF和RobPCA以及其他流行方法如PCOut(Filzmoser等人,2008)和基于子空间的离群值检测(Kriegel等人,2009)在我们的模拟设置。在实际应用中,采用不同维度的数据集的实验证明了局部投影的优势。

英文摘要:

In this paper, we propose a novel approach for outlier detection, called local projections, which is based on concepts of Local Outlier Factor (LOF) (Breunig et al., 2000) and RobPCA (Hubert et al., 2005). By using aspects of both methods, our algorithm is robust towards noise variables and is capable of performing outlier detection in multi-group situations. We are further not reliant on a specific underlying data distribution. For each observation of a dataset, we identify a local group of dense nearby observations, which we call a core, based on a modification of the k-nearest neighbours algorithm. By projecting the dataset onto the space spanned by those observations, two aspects are revealed. First, we can analyze the distance from an observation to the center of the core within the projection space in order to provide a measure of quality of description of the observation by the projection. Second, we consider the distance of the observation to the projection space in order to assess the suitability of the core for describing the outlyingness of the observation. These novel interpretations lead to a univariate measure of outlyingness based on aggregations over all local projections, which outperforms LOF and RobPCA as well as other popular methods like PCOut (Filzmoser et al., 2008) and subspace-based outlier detection (Kriegel et al., 2009) in our simulation setups. Experiments in the context of real-word applications employing datasets of various dimensionality demonstrate the advantages of local projections.

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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