An outlier detection method may be considered fair over specified sensitive attributes if the results of outlier detection are not skewed towards particular groups defined on such sensitive attributes. In this task, we consider, for the first time to our best knowledge, the task of fair outlier detection. In this work, we consider the task of fair outlier detection over multiple multi-valued sensitive attributes (e.g., gender, race, religion, nationality, marital status etc.). We propose a fair outlier detection method, FairLOF, that is inspired by the popular LOF formulation for neighborhood-based outlier detection. We outline ways in which unfairness could be induced within LOF and develop three heuristic principles to enhance fairness, which form the basis of the FairLOF method. Being a novel task, we develop an evaluation framework for fair outlier detection, and use that to benchmark FairLOF on quality and fairness of results. Through an extensive empirical evaluation over real-world datasets, we illustrate that FairLOF is able to achieve significant improvements in fairness at sometimes marginal degradations on result quality as measured against the fairness-agnostic LOF method.
Zhejiang University（浙江大学）；Pennsylvania State University（宾夕法尼亚州立大学）；University at Buffalo（布法罗大学）
Outlier ensemble methods have shown outstanding performance on the discovery of instances that are significantly different from the majority of the data. However, without the awareness of fairness, their applicability in the ethical scenarios, such as fraud detection and judiciary judgement system, could be degraded. In this paper, we propose to reduce the bias of the outlier ensemble results through a fairness-aware ensemble framework. Due to the lack of ground truth in the outlier detection task, the key challenge is how to mitigate the degradation in the detection performance with the impro…
Fairness and Outlier Detection (OD) are closely related, as it is exactly the goal of OD to spot rare, minority samples in a given population. However, when being a minority (as defined by protected variables, such as race/ethnicity/sex/age) does not reflect positive-class membership (such as criminal/fraud), OD produces unjust outcomes. Surprisingly, fairness-aware OD has been almost untouched in prior work, as fair machine learning literature mainly focuses on supervised settings. Our work aims to bridge this gap. Specifically, we develop desiderata capturing well-motivated fairness criteria…
Brandeis University（布兰迪斯大学）；Michtom School of Computer Science（米奇托姆计算机科学学院）
In this paper, we focus on the fairness issues regarding unsupervised outlier detection. Traditional algorithms, without a specific design for algorithmic fairness, could implicitly encode and propagate statistical bias in data and raise societal concerns. To correct such unfairness and deliver a fair set of potential outlier candidates, we propose Deep Clustering based Fair Outlier Detection (DCFOD) that learns a good representation for utility maximization while enforcing the learnable representation to be subgroup-invariant on the sensitive attribute. Considering the coupled and reciprocal …
In the Priority $k$-Center problem, the input consists of a metric space $(X,d)$, an integer $k$, and for each point $v \in X$ a priority radius $r(v)$. The goal is to choose $k$-centers $S \subseteq X$ to minimize $\max_{v \in X} \frac{1}{r(v)} d(v,S)$. If all $r(v)$'s are uniform, one obtains the $k$-Center problem. Plesník [Plesník, Disc. Appl. Math. 1987] introduced the Priority $k$-Center problem and gave a $2$-approximation algorithm matching the best possible algorithm for $k$-Center. We show how the problem is related to two different notions of fair clustering [Harris et al., NeurIPS …
TU Dortmund University（多特蒙德工业大学）；Research Center Trustworthy Data Science and Security（可信数据科学与安全研究中心）
Data cubes are multidimensional databases, often built from several separate databases, that serve as flexible basis for data analysis. Surprisingly, outlier detection on data cubes has not yet been treated extensively. In this work, we provide the first framework to evaluate robust outlier detection methods in data cubes (RODD). We introduce a novel random forest-based outlier detection approach (RODD-RF) and compare it with more traditional methods based on robust location estimators. We propose a general type of test data and examine all methods in a simulation study. Moreover, we apply ROO…
Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of multiple outcome variable values. In this paper, we develop and study a new conditional outlier detection approach for multivariate outcome spaces that works by (1) transforming the conditional detection to the outlier detection problem in a new (unconditional) space and (2) defining outlier scores by analyzing the data in the new space. Our approach relies on the…
Fuzzy Granule Density-Based Outlier Detection with Multi-Scale Granular Balls
College of Computer Science and Software Engineering, Shenzhen University（深圳大学计算机与软件学院）；National Engineering Laboratory for Big Data System Computing Technology, Shenzhen University（深圳大学大数据系统计算技术国家工程实验室）；School of Artificial Intelligence and Computer Science, Nantong University（南通大学人工智能与计算机科学学院）；Faculty of Data Science, City University of Macau（澳门城市大学数据科学学院）；Department of Electrical and Computer Engineering, University of Alberta（阿尔伯塔大学电气与计算机工程系）；Systems Research Institute, Polish Academy of Sciences（波兰科学院系统研究所）；Department of Electrical and Computer Engineering, King Abdulaziz University（阿卜杜勒阿齐兹大学电气与计算机工程系）；Department of Computer Engineering, Istinye University（伊斯提尼耶大学计算机工程系）
BMW Group（宝马集团）；Johannes Kepler University Linz（林茨约翰内斯·开普勒大学）；University of Applied Sciences Upper Austria（上奥地利应用科学大学）；University of Auckland（奥克兰大学）
OutlierDetection.jl is an open-source ecosystem for outlier detection in Julia. It provides a range of high-performance outlier detection algorithms implemented directly in Julia. In contrast to previous packages, our ecosystem enables the development highly-scalable outlier detection algorithms using a high-level programming language. Additionally, it provides a standardized, yet flexible, interface for future outlier detection algorithms and allows for model composition unseen in previous packages. Best practices such as unit testing, continuous integration, and code coverage reporting are e…
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）
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…
Australian Institute for Machine Learning, University of Adelaide（阿德莱德大学澳大利亚机器学习研究所）；Center of Artificial Intelligence, University of Technology Sydney（悉尼科技大学人工智能中心）；Data Science Lab, University of Technology Sydney（悉尼科技大学数据科学实验室）
Most of existing outlier detection methods assume that the outlier factors (i.e., outlierness scoring measures) of data entities (e.g., feature values and data objects) are Independent and Identically Distributed (IID). This assumption does not hold in real-world applications where the outlierness of different entities is dependent on each other and/or taken from different probability distributions (non-IID). This may lead to the failure of detecting important outliers that are too subtle to be identified without considering the non-IID nature. The issue is even intensified in more challenging…
Outlier detection is an important task for various data mining applications. Current outlier detection techniques are often manually designed for specific domains, requiring large human efforts of database setup, algorithm selection, and hyper-parameter tuning. To fill this gap, we present PyODDS, an automated end-to-end Python system for Outlier Detection with Database Support, which automatically optimizes an outlier detection pipeline for a new data source at hand. Specifically, we define the search space in the outlier detection pipeline, and produce a search strategy within the given sear…
DePaul University（德保罗大学）；College of Computing and Digital Media, DePaul University（德保罗大学计算与数字媒体学院）
Clustering analysis is one of the critical tasks in machine learning. Traditionally, clustering has been an independent task, separate from outlier detection. Due to the fact that the performance of clustering can be significantly eroded by outliers, a small number of algorithms try to incorporate outlier detection in the process of clustering. However, most of those algorithms are based on unsupervised partition-based algorithms such as k-means. Given the nature of those algorithms, they often fail to deal with clusters of complex, non-convex shapes. To tackle this challenge, we have proposed…
PyODDS is an end-to end Python system for outlier detection with database support. PyODDS provides outlier detection algorithms which meet the demands for users in different fields, w/wo data science or machine learning background. PyODDS gives the ability to execute machine learning algorithms in-database without moving data out of the database server or over the network. It also provides access to a wide range of outlier detection algorithms, including statistical analysis and more recent deep learning based approaches. PyODDS is released under the MIT open-source license, and currently avai…
Dimensionality-Aware Outlier Detection: Theoretical and Experimental Analysis
The University of Newcastle（纽卡斯尔大学）；The University of Melbourne（墨尔本大学）；University of Southern Denmark（南丹麦大学）；New Jersey Institute of Technology（新泽西理工学院）；University of Novi Sad（诺威萨大学）
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…
Outlier detection is one of the most popular and continuously rising topics in the data mining field due to its crucial academic value and extensive industrial applications. Among different settings, unsupervised outlier detection is the most challenging and practical one, which attracts tremendous efforts from diverse perspectives. In this paper, we consider the score-based outlier detection category and point out that the performance of current outlier detection algorithms might be further boosted by score propagation. Specifically, we propose Infinite Propagation of Outlier Factor (iPOF) al…
This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in which the density distribution at the location of an object is estimated with a local KDE method based on extended nearest neighbors of the object. Instead of using only $k$ nearest neighbors, we further consider reverse nearest neighbors and shared nearest neighbors of an object for density distribution estimation. Some theoretical properties of the propose…
Qatar Computing Research Institute（卡塔尔计算研究所）；Walmart Labs（沃尔玛实验室）
A new method for outlier detection and generation is introduced by lifting data into the space of probability distributions which are not analytically expressible, but from which samples can be drawn using a neural generator. Given a mixture of unknown latent inlier and outlier distributions, a Wasserstein double autoencoder is used to both detect and generate inliers and outliers. The proposed method, named WALDO (Wasserstein Autoencoder for Learning the Distribution of Outliers), is evaluated on classical data sets including MNIST, CIFAR10 and KDD99 for detection accuracy and robustness. We …
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…
This paper explores a new outlier detection algorithm based on the spectrum of the Laplacian matrix of a graph. Taking advantage of boosting together with sparse-data based learners. The sparcity of the Laplacian matrix significantly decreases the computational burden, enabling a spectrum based outlier detection method to be applied to larger datasets compared to spectral clustering. The method is competitive on synthetic datasets with commonly used outlier detection algorithms like Isolation Forest and Local Outlier Factor.
Indian Institutes of Information Technology Delhi（德里印度信息技术学院）；IBM Research AI（IBM研究院人工智能部门）
An outlier is an observation or a data point that is far from rest of the data points in a given dataset or we can be said that an outlier is away from the center of mass of observations. Presence of outliers can skew statistical measures and data distributions which can lead to misleading representation of the underlying data and relationships. It is seen that the removal of outliers from the training dataset before modeling can give better predictions. With the advancement of machine learning, the outlier detection models are also advancing at a good pace. The goal of this work is to highlig…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
In this paper, we study the problem of outlier arm detection in multi-armed bandit settings, which finds plenty of applications in many high-impact domains such as finance, healthcare, and online advertising. For this problem, a learner aims to identify the arms whose expected rewards deviate significantly from most of the other arms. Different from existing work, we target the generic outlier arms or outlier arm groups whose expected rewards can be larger, smaller, or even in between those of normal arms. To this end, we start by providing a comprehensive definition of such generic outlier ar…
School of Computer Science, University of Auckland（奥克兰大学计算机科学学院）
In collaborative outlier detection, multiple participants exchange their local detectors trained on decentralized devices without exchanging their own data. A key problem of collaborative outlier detection is efficiently aggregating multiple local detectors to form a global detector without breaching the privacy of participants' data and degrading the detection accuracy. We study locality-sensitive hashing-based ensemble methods to detect collaborative outliers since they are mergeable and compatible with differentially private mechanisms. Our proposed LSH iTables is simple and outperforms rec…
Out-of-distribution detection (OOD) deals with anomalous input to neural networks. In the past, specialized methods have been proposed to reject predictions on anomalous input. Similarly, it was shown that feature extraction models in combination with outlier detection algorithms are well suited to detect anomalous input. We use outlier detection algorithms to detect anomalous input as reliable as specialized methods from the field of OOD. No neural network adaptation is required; detection is based on the model's softmax score. Our approach works unsupervised using an Isolation Forest and can…
Canadian University Dubai（迪拜加拿大大学）；UAE University（阿联酋大学）
High-dimensional data poses unique challenges in outlier detection process. Most of the existing algorithms fail to properly address the issues stemming from a large number of features. In particular, outlier detection algorithms perform poorly on data set of small size with a large number of features. In this paper, we propose a novel outlier detection algorithm based on principal component analysis and kernel density estimation. The proposed method is designed to address the challenges of dealing with high-dimensional data by projecting the original data onto a smaller space and using the in…
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…
Outlier detection and novelty detection are two important topics for anomaly detection. Suppose the majority of a dataset are drawn from a certain distribution, outlier detection and novelty detection both aim to detect data samples that do not fit the distribution. Outliers refer to data samples within this dataset, while novelties refer to new samples. In the meantime, backdoor poisoning attacks for machine learning models are achieved through injecting poisoning samples into the training dataset, which could be regarded as "outliers" that are intentionally added by attackers. Differential p…
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…
In this work we perform outlier detection using ensembles of neural networks obtained by variational approximation of the posterior in a Bayesian neural network setting. The variational parameters are obtained by sampling from the true posterior by gradient descent. We show our outlier detection results are comparable to those obtained using other efficient ensembling methods.
It is important to be able to detect and classify malicious network traffic flows such as DDoS attacks from benign flows. Normally the task is performed by using supervised classification algorithms. In this paper we analyze the usage of outlier detection algorithms for the network traffic classification problem.
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…
Know Center GmbH（Know Center股份有限公司）；Graz University of Technology（格拉茨理工大学）
Rate-distortion theory-based outlier detection builds upon the rationale that a good data compression will encode outliers with unique symbols. Based on this rationale, we propose Cluster Purging, which is an extension of clustering-based outlier detection. This extension allows one to assess the representivity of clusterings, and to find data that are best represented by individual unique clusters. We propose two efficient algorithms for performing Cluster Purging, one being parameter-free, while the other algorithm has a parameter that controls representivity estimations, allowing it to be t…
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…
Feature selection places an important role in improving the performance of outlier detection, especially for noisy data. Existing methods usually perform feature selection and outlier scoring separately, which would select feature subsets that may not optimally serve for outlier detection, leading to unsatisfying performance. In this paper, we propose an outlier detection ensemble framework with embedded feature selection (ODEFS), to address this issue. Specifically, for each random sub-sampling based learning component, ODEFS unifies feature selection and outlier detection into a pairwise ran…
Unsupervised outlier detection, which predicts if a test sample is an outlier or not using only the information from unlabelled inlier data, is an important but challenging task. Recently, methods based on the two-stage framework achieve state-of-the-art performance on this task. The framework leverages self-supervised representation learning algorithms to train a feature extractor on inlier data, and applies a simple outlier detector in the feature space. In this paper, we explore the possibility of avoiding the high cost of training a distinct representation for each outlier detection task, …
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…
Outlier detection is a significant area in data mining. It can be either used to pre-process the data prior to an analysis or post the processing phase (before visualization) depending on the effectiveness of the outlier and its importance. Outlier detection extends to several fields such as detection of credit card fraud, network intrusions, machine failure prediction, potential terrorist attacks, and so on. Outliers are those data points with characteristics considerably different. They deviate from the data set causing inconsistencies, noise and anomalies during analysis and result in modif…
UMR ESPACE-DEV, IRD（法国发展研究所UMR ESPACE-DEV研究所）；New Jersey Institute of Technology（新泽西理工学院）；Qatar Computing Research Institute, Hamad Bin Khalifa University（哈马德·本·哈利法大学卡塔尔计算研究所）
Outlier detection is a fundamental task in data mining and has many applications including detecting errors in databases. While there has been extensive prior work on methods for outlier detection, modern datasets often have sizes that are beyond the ability of commonly used methods to process the data within a reasonable time. To overcome this issue, outlier detection methods can be trained over samples of the full-sized dataset. However, it is not clear how a model trained on a sample compares with one trained on the entire dataset. In this paper, we introduce the notion of resilience to sam…
