Outlier detection is a key field of machine learning for identifying abnormal data objects. Due to the high expense of acquiring ground truth, unsupervised models are often chosen in practice. To compensate for the unstable nature of unsupervised algorithms, practitioners from high-stakes fields like finance, health, and security, prefer to build a large number of models for further combination and analysis. However, this poses scalability challenges in high-dimensional large datasets. In this study, we propose a three-module acceleration framework called SUOD to expedite the training and prediction with a large number of unsupervised detection models. SUOD's Random Projection module can generate lower subspaces for high-dimensional datasets while reserving their distance relationship. Balanced Parallel Scheduling module can forecast the training and prediction cost of models with high confidence---so the task scheduler could assign nearly equal amount of taskload among workers for efficient parallelization. SUOD also comes with a Pseudo-supervised Approximation module, which can approximate fitted unsupervised models by lower time complexity supervised regressors for fast prediction on unseen data. It may be considered as an unsupervised model knowledge distillation process. Notably, all three modules are independent with great flexibility to "mix and match"; a combination of modules can be chosen based on use cases. Extensive experiments on more than 30 benchmark datasets have shown the efficacy of SUOD, and a comprehensive future development plan is also presented.
Carnegie Mellon University（卡内基梅隆大学）；Peking University（北京大学）；Purdue University（普渡大学）；Arima Inc.（Arima公司）；IQVIA（艾昆纬）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
Outlier detection (OD) is a key machine learning (ML) task for identifying abnormal objects from general samples with numerous high-stake applications including fraud detection and intrusion detection. Due to the lack of ground truth labels, practitioners often have to build a large number of unsupervised, heterogeneous models (i.e., different algorithms with varying hyperparameters) for further combination and analysis, rather than relying on a single model. How to accelerate the training and scoring on new-coming samples by outlyingness (referred as prediction throughout the paper) with a la…
University of Toronto（多伦多大学）；PricewaterhouseCoopers（普华永道）
A new semi-supervised ensemble algorithm called XGBOD (Extreme Gradient Boosting Outlier Detection) is proposed, described and demonstrated for the enhanced detection of outliers from normal observations in various practical datasets. The proposed framework combines the strengths of both supervised and unsupervised machine learning methods by creating a hybrid approach that exploits each of their individual performance capabilities in outlier detection. XGBOD uses multiple unsupervised outlier mining algorithms to extract useful representations from the underlying data that augment the predict…
Karlsruhe Institute of Technology (KIT)（卡尔斯鲁厄理工学院）
Benchmarking unsupervised outlier detection is difficult. Outliers are rare, and existing benchmark data contains outliers with various and unknown characteristics. Fully synthetic data usually consists of outliers and regular instance with clear characteristics and thus allows for a more meaningful evaluation of detection methods in principle. Nonetheless, there have only been few attempts to include synthetic data in benchmarks for outlier detection. This might be due to the imprecise notion of outliers or to the difficulty to arrive at a good coverage of different domains with synthetic dat…
Randomized PCA Forest for Unsupervised Outlier Detection
Department of Mathematics and Computer Science（数学与计算机科学系）；University of Southern Denmark（南丹麦大学）；Faculty of Information Technology and Communication Sciences（信息科技与通信科学学院）；Tampere University（塔尔库大学）
George Mason University（乔治梅森大学）；Sapienza University of Rome（罗马第一大学）；University of L’Aquila（拉奎拉大学）
Autoencoders, as a dimensionality reduction technique, have been recently applied to outlier detection. However, neural networks are known to be vulnerable to overfitting, and therefore have limited potential in the unsupervised outlier detection setting. Current approaches to ensemble-based autoencoders do not generate a sufficient level of diversity to avoid the overfitting issue. To overcome the aforementioned limitations we develop a Boosting-based Autoencoder Ensemble approach (in short, BAE). BAE is an unsupervised ensemble method that, similarly to the boosting approach, builds an adapt…
Hefei University of Technology（合肥工业大学）；Worcester Polytechnic Institute（伍斯特理工学院）；University of Science and Technology of China（中国科学技术大学）
Outlier detection is an important topic in machine learning and has been used in a wide range of applications. In this paper, we approach outlier detection as a binary-classification issue by sampling potential outliers from a uniform reference distribution. However, due to the sparsity of data in high-dimensional space, a limited number of potential outliers may fail to provide sufficient information to assist the classifier in describing a boundary that can separate outliers from normal data effectively. To address this, we propose a novel Single-Objective Generative Adversarial Active Learn…
Given an unsupervised outlier detection (OD) task on a new dataset, how can we automatically select a good outlier detection method and its hyperparameter(s) (collectively called a model)? Thus far, model selection for OD has been a "black art"; as any model evaluation is infeasible due to the lack of (i) hold-out data with labels, and (ii) a universal objective function. In this work, we develop the first principled data-driven approach to model selection for OD, called MetaOD, based on meta-learning. MetaOD capitalizes on the past performances of a large body of detection models on existing …
Northeastern University-Toronto（东北大学多伦多分校）；Arima Inc.（Arima公司）；Heinz College of Information Systems and Public Policy, Carnegie Mellon University（卡内基梅隆大学海因茨信息系统与公共政策学院）；Potsdam Institute for Climate Impact Research（波茨坦气候影响研究所）；Deggendorf Institute of Technology（代根多夫应用技术大学）
Outlier detection refers to the identification of data points that deviate from a general data distribution. Existing unsupervised approaches often suffer from high computational cost, complex hyperparameter tuning, and limited interpretability, especially when working with large, high-dimensional datasets. To address these issues, we present a simple yet effective algorithm called ECOD (Empirical-Cumulative-distribution-based Outlier Detection), which is inspired by the fact that outliers are often the "rare events" that appear in the tails of a distribution. In a nutshell, ECOD first estimat…
University of Edinburgh（爱丁堡大学）；The Alan Turing Institute（艾伦·图灵研究所）；Google Research（谷歌研究院）
We focus on the problem of unsupervised cell outlier detection and repair in mixed-type tabular data. Traditional methods are concerned only with detecting which rows in the dataset are outliers. However, identifying which cells are corrupted in a specific row is an important problem in practice, and the very first step towards repairing them. We introduce the Robust Variational Autoencoder (RVAE), a deep generative model that learns the joint distribution of the clean data while identifying the outlier cells, allowing their imputation (repair). RVAE explicitly learns the probability of each c…
German Research Center for Artificial Intelligence (DFKI)（德国人工智能研究中心（DFKI））；Deutsche Bundesbank（德意志联邦银行）
Detecting outliers or anomalies is a common data analysis task. As a sub-field of unsupervised machine learning, a large variety of approaches exist, but the vast majority treats the input features as independent and often fails to recognize even simple (linear) relationships in the input feature space. Hence, we introduce RECol, a generic data pre-processing approach to generate additional columns in a leave-one-out-fashion: For each column, we try to predict its values based on the other columns, generating reconstruction error columns. We run experiments across a large variety of common bas…
Often the challenge associated with tasks like fraud and spam detection[1] is the lack of all likely patterns needed to train suitable supervised learning models. In order to overcome this limitation, such tasks are attempted as outlier or anomaly detection tasks. We also hypothesize that out- liers have behavioral patterns that change over time. Limited data and continuously changing patterns makes learning significantly difficult. In this work we are proposing an approach that detects outliers in large data sets by relying on data points that are consistent. The primary contribution of this …
Centre for Pattern Recognition；Data Analytics Deakin University, Geelong, Australia
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…
We propose a new assumption in outlier detection: Normal data instances are commonly located in the area that there is hardly any fluctuation on data density, while outliers are often appeared in the area that there is violent fluctuation on data density. And based on this hypothesis, we apply a novel density-based approach to unsupervised outlier detection. This approach, called Quantum Clustering (QC), deals with unlabeled data processing and constructs a potential function to find the centroids of clusters and the outliers. The experiments show that the potential function could clearly find…
Outlier detection is an important task in data mining and many technologies have been explored in various applications. However, due to the default assumption that outliers are non-concentrated, unsupervised outlier detection may not correctly detect group anomalies with higher density levels. As for the supervised outlier detection, although high detection rates and optimal parameters can usually be achieved, obtaining sufficient and correct labels is a time-consuming task. To address these issues, we focus on semi-supervised outlier detection with few identified anomalies, in the hope of usi…
Islamic Azad University（伊斯兰阿扎德大学）；Institute for Advanced Studies in Basic Sciences（基础科学高级研究所）；Petanux GmbH（佩塔努克斯有限公司）
Outlier detection has received special attention in various fields, mainly for those dealing with machine learning and artificial intelligence. As strong outliers, anomalies are divided into the point, contextual and collective outliers. The most important challenges in outlier detection include the thin boundary between the remote points and natural area, the tendency of new data and noise to mimic the real data, unlabelled datasets and different definitions for outliers in different applications. Considering the stated challenges, we defined new types of anomalies called Collective Normal An…
Anomaly and outlier detection is a long-standing problem in machine learning. In some cases, anomaly detection is easy, such as when data are drawn from well-characterized distributions such as the Gaussian. However, when data occupy high-dimensional spaces, anomaly detection becomes more difficult. We present CLAM (Clustered Learning of Approximate Manifolds), a manifold mapping technique in any metric space. CLAM begins with a fast hierarchical clustering technique and then induces a graph from the cluster tree, based on overlapping clusters as selected using several geometric and topologica…
IBM Research（IBM研究院）；Indian Institute of Science（印度科学院）
Network (or graph) embedding is the task to map the nodes of a graph to a lower dimensional vector space, such that it preserves the graph properties and facilitates the downstream network mining tasks. Real world networks often come with (community) outlier nodes, which behave differently from the regular nodes of the community. These outlier nodes can affect the embedding of the regular nodes, if not handled carefully. In this paper, we propose a novel unsupervised graph embedding approach (called DMGD) which integrates outlier and community detection with node embedding. We extend the idea …
We evaluate how modern outlier detection methods perform in identifying outliers in e-commerce conversion rate data. Based on the limitations identified, we then present a novel method to detect outliers in e-commerce conversion rate. This unsupervised method is made more business relevant by letting it automatically adjust the sensitivity based on the activity observed on the e-commerce platform. We call this outlier detection method the fluid IQR. Using real e-commerce conversion data acquired from a known store, we compare the performance of the existing and the new outlier detection method…
University of Technology Sydney（悉尼科技大学）；Arizona State University（亚利桑那州立大学）
Learning expressive low-dimensional representations of ultrahigh-dimensional data, e.g., data with thousands/millions of features, has been a major way to enable learning methods to address the curse of dimensionality. However, existing unsupervised representation learning methods mainly focus on preserving the data regularity information and learning the representations independently of subsequent outlier detection methods, which can result in suboptimal and unstable performance of detecting irregularities (i.e., outliers). This paper introduces a ranking model-based framework, called RAMODO,…
We present definitions and properties of the fast massive unsupervised outlier detection (FastMUOD) indices, used for outlier detection (OD) in functional data. FastMUOD detects outliers by computing, for each curve, an amplitude, magnitude and shape index meant to target the corresponding types of outliers. Some methods adapting FastMUOD to outlier detection in multivariate functional data are then proposed. These include applying FastMUOD on the components of the multivariate data and using random projections. Moreover, these techniques are tested on various simulated and real multivariate f…
Cutting Through the Noise: On-the-fly Outlier Detection for Robust Training of Machine Learning Interatomic Potentials
Cavendish Laboratory, Department of Physics, University of Cambridge（卡文迪许实验室，物理系，剑桥大学）；Lennard-Jones Centre, University of Cambridge（兰纳德-琼斯中心，剑桥大学）；Yusuf Hamied Department of Chemistry, University of Cambridge（尤苏夫·哈米德化学系，剑桥大学）
We propose two new outlier detection methods, for identifying and classifying different types of outliers in (big) functional data sets. The proposed methods are based on an existing method called Massive Unsupervised Outlier Detection (MUOD). MUOD detects and classifies outliers by computing for each curve, three indices, all based on the concept of linear regression and correlation, which measure outlyingness in terms of shape, magnitude and amplitude, relative to the other curves in the data. 'Semifast-MUOD', the first method, uses a sample of the observations in computing the indices, whil…
Smart metering infrastructures collect data almost continuously in the form of fine-grained long time series. These massive data series often have common daily patterns that are repeated between similar days or seasons and shared among grouped meters. Within this context, we propose an unsupervised method to highlight individuals with abnormal daily dependency patterns, which we term evolution outliers. To this end, we approach the problem from the standpoint of Functional Data Analysis (FDA) and we use the concept of functional depth to exploit the dynamic group structure and isolate individu…
Outlier detection (OD) literature exhibits numerous algorithms as it applies to diverse domains. However, given a new detection task, it is unclear how to choose an algorithm to use, nor how to set its hyperparameter(s) (HPs) in unsupervised settings. HP tuning is an ever-growing problem with the arrival of many new detectors based on deep learning, which usually come with a long list of HPs. Surprisingly, the issue of model selection in the outlier mining literature has been "the elephant in the room"; a significant factor in unlocking the utmost potential of deep methods, yet little said or …
Big data methods are becoming an important tool for tax fraud detection around the world. Unsupervised learning approach is the dominant framework due to the lack of label and ground truth in corresponding data sets although these methods suffer from low interpretability. HUNOD, a novel hybrid unsupervised outlier detection method for tax evasion risk management, is presented in this paper. In contrast to previous methods proposed in the literature, the HUNOD method combines two outlier detection approaches based on two different machine learning designs (i.e, clustering and representational l…
Given an unsupervised outlier detection (OD) algorithm, how can we optimize its hyperparameter(s) (HP) on a new dataset, without any labels? In this work, we address this challenging hyperparameter optimization for unsupervised OD problem, and propose the first systematic approach called HPOD that is based on meta-learning. HPOD capitalizes on the prior performance of a large collection of HPs on existing OD benchmark datasets, and transfers this information to enable HP evaluation on a new dataset without labels. Moreover, HPOD adapts a prominent sampling paradigm to identify promising HPs ef…
This work proposes an unsupervised learning framework for trajectory (sequence) outlier detection that combines ranking tests with user sequence models. The overall framework identifies sequence outliers at a desired false positive rate (FPR), in an otherwise parameter-free manner. We evaluate our methodology on a collection of real and simulated datasets based on user actions at the websites last.fm and msnbc.com, where we know ground truth, and demonstrate improved accuracy over existing approaches. We also apply our approach to a large real-world dataset of Pinterest and Facebook users, whe…
Given an unsupervised outlier detection task, how should one select a detection algorithm as well as its hyperparameters (jointly called a model)? Unsupervised model selection is notoriously difficult, in the absence of hold-out validation data with ground-truth labels. Therefore, the problem is vastly understudied. In this work, we study the feasibility of employing internal model evaluation strategies for selecting a model for outlier detection. These so-called internal strategies solely rely on the input data (without labels) and the output (outlier scores) of the candidate models. We setup…
Aalborg University（奥尔堡大学）；Huawei Cloud Database Innovation Lab（华为云数据库创新实验室）；University of Electronic Science and Technology of China（电子科技大学）
Time series data occurs widely, and outlier detection is a fundamental problem in data mining, which has numerous applications. Existing autoencoder-based approaches deliver state-of-the-art performance on challenging real-world data but are vulnerable to outliers and exhibit low explainability. To address these two limitations, we propose robust and explainable unsupervised autoencoder frameworks that decompose an input time series into a clean time series and an outlier time series using autoencoders. Improved explainability is achieved because clean time series are better explained with eas…
Today there exists no shortage of outlier detection algorithms in the literature, yet the complementary and critical problem of unsupervised outlier model selection (UOMS) is vastly understudied. In this work we propose ELECT, a new approach to select an effective candidate model, i.e. an outlier detection algorithm and its hyperparameter(s), to employ on a new dataset without any labels. At its core, ELECT is based on meta-learning; transferring prior knowledge (e.g. model performance) on historical datasets that are similar to the new one to facilitate UOMS. Uniquely, it employs a dataset si…
Korea Advanced Institute of Science and Technology (KAIST)（韩国高等科学技术院（KAIST））；Chungnam National University Hospital（忠南大学医院）；Chungnam National University College of Medicine（忠南大学医学院）
Recently, deep learning approaches for MR motion artifact correction have been extensively studied. Although these approaches have shown high performance and reduced computational complexity compared to classical methods, most of them require supervised training using paired artifact-free and artifact-corrupted images, which may prohibit its use in many important clinical applications. For example, transient severe motion (TSM) due to acute transient dyspnea in Gd-EOB-DTPA-enhanced MR is difficult to control and model for paired data generation. To address this issue, here we propose a novel u…
The problem of detecting a small number of outliers in a large dataset is an important task in many fields from fraud detection to high-energy physics. Two approaches have emerged to tackle this problem: unsupervised and supervised. Supervised approaches require a sufficient amount of labeled data and are challenged by novel types of outliers and inherent class imbalance, whereas unsupervised methods do not take advantage of available labeled training examples and often exhibit poorer predictive performance. We propose BORE (a Bagged Outlier Representation Ensemble) which uses unsupervised out…
We propose a neural network for unsupervised anomaly detection with a novel robust subspace recovery layer (RSR layer). This layer seeks to extract the underlying subspace from a latent representation of the given data and removes outliers that lie away from this subspace. It is used within an autoencoder. The encoder maps the data into a latent space, from which the RSR layer extracts the subspace. The decoder then smoothly maps back the underlying subspace to a "manifold" close to the original inliers. Inliers and outliers are distinguished according to the distances between the original and…
University of Victoria（维多利亚大学）；Helwan University（赫尔万大学）
The visualization and detection of anomalies (outliers) are of crucial importance to many fields, particularly cybersecurity. Several approaches have been proposed in these fields, yet to the best of our knowledge, none of them has fulfilled both objectives, simultaneously or cooperatively, in one coherent framework. The visualization methods of these approaches were introduced for explaining the output of a detection algorithm, not for data exploration that facilitates a standalone visual detection. This is our point of departure: UN-AVOIDS, an unsupervised and nonparametric approach for both…
University of Illinois Chicago（伊利诺伊大学芝加哥分校）；Visa Research（Visa研究院）；Carnegie Mellon University（卡内基梅隆大学）；Beihang University（北京航空航天大学）；Arizona State University（亚利桑那州立大学）；Illinois Institute of Technology（伊利诺伊理工学院）；Lehigh University（理海大学）；University of Virginia（弗吉尼亚大学）
Detecting which nodes in graphs are outliers is a relatively new machine learning task with numerous applications. Despite the proliferation of algorithms developed in recent years for this task, there has been no standard comprehensive setting for performance evaluation. Consequently, it has been difficult to understand which methods work well and when under a broad range of settings. To bridge this gap, we present--to the best of our knowledge--the first comprehensive benchmark for unsupervised outlier node detection on static attributed graphs called BOND, with the following highlights. (1)…
Wigner Research Center for Physics（维格纳物理研究中心）；Semmelweis University（塞梅尔维斯大学）
Recognition of anomalous events is a challenging but critical task in many scientific and industrial fields, especially when the properties of anomalies are unknown. In this paper, we introduce a new anomaly concept called "unicorn" or unique event and present a new, model-free, unsupervised detection algorithm to detect unicorns. The key component of the new algorithm is the Temporal Outlier Factor (TOF) to measure the uniqueness of events in continuous data sets from dynamic systems. The concept of unique events differs significantly from traditional outliers in many aspects: while repetitiv…
Gaussian Mixture Models are one of the most studied and mature models in unsupervised learning. However, outliers are often present in the data and could influence the cluster estimation. In this paper, we study a new model that assumes that data comes from a mixture of a number of Gaussians as well as a uniform ``background'' component assumed to contain outliers and other non-interesting observations. We develop a novel method based on robust loss minimization that performs well in clustering such GMM with a uniform background. We give theoretical guarantees for our clustering algorithm to o…
The laborious process of labeling data often bottlenecks projects that aim to leverage the power of supervised machine learning. Active Learning (AL) has been established as a technique to ameliorate this condition through an iterative framework that queries a human annotator for labels of instances with the most uncertain class assignment. Via this mechanism, AL produces a binary classifier trained on less labeled data but with little, if any, loss in predictive performance. Despite its advantages, AL can have difficulty with class-imbalanced datasets and results in an inefficient labeling pr…
Automatic Unsupervised Ensemble Outlier Model Selection--Extended Version
Department of Software Engineering, FPT University, Vietnam（FPT大学软件工程系）；Department of Information Technology, Can Tho University of Technology, Vietnam（胡志明市技术大学信息科技系）；School of Business, RMIT University, Vietnam（RMIT大学商学院）；Department of Computer Science, Aalborg University, Denmark（阿阿尔堡大学计算机科学系）；School of Data Science and Engineering, East China Normal University, China（华东师范大学数据科学与工程学院）
TU Kaiserslautern（凯泽斯劳滕工业大学）；Aignostics（Aignostics公司）；TU Berlin（柏林工业大学）；Berlin Institute for the Foundations of Learning and Data（柏林学习与数据基础研究所）；Google Research（谷歌研究院）；MPII（马克斯·普朗克信息学研究所）；Korea University（高丽大学）
Due to the intractability of characterizing everything that looks unlike the normal data, anomaly detection (AD) is traditionally treated as an unsupervised problem utilizing only normal samples. However, it has recently been found that unsupervised image AD can be drastically improved through the utilization of huge corpora of random images to represent anomalousness; a technique which is known as Outlier Exposure. In this paper we show that specialized AD learning methods seem unnecessary for state-of-the-art performance, and furthermore one can achieve strong performance with just a small c…
