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arXiv 2009.09358cs.LGstat.ML
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袋外异常检测

Out-Of-Bag Anomaly Detection

Zillow Group(Zillow集团)

Egor Klevak, Sangdi Lin, Andy Martin, Ondrej Linda, Eric Ringger

摘要:

数据异常在现实世界的数据集中无处不在,并且可能对机器学习(ML)系统产生不利影响,例如自动房屋估价。检测异常可以使ML应用程序更加可靠和可靠。然而,缺乏异常的标签和真实世界数据集的复杂性使得异常检测成为一个具有挑战性的无监督学习问题。在本文中,我们提出了一种新的基于模型的异常检测方法,我们称之为Out-of- Bag异常检测,它处理由数值和分类特征组成的多维数据集。该方法将无监督问题分解为一组集成模型的训练。利用袋外估计来导出用于异常检测的有效措施。我们不仅通过对基准数据集的综合实验证明了我们方法的最新性能,而且通过对房屋估价的案例研究表明,我们的模型可以提高ML系统作为数据预处理步骤的准确性和可靠性。

英文摘要:

Data anomalies are ubiquitous in real world datasets, and can have an adverse impact on machine learning (ML) systems, such as automated home valuation. Detecting anomalies could make ML applications more responsible and trustworthy. However, the lack of labels for anomalies and the complex nature of real-world datasets make anomaly detection a challenging unsupervised learning problem. In this paper, we propose a novel model-based anomaly detection method, that we call Out-of- Bag anomaly detection, which handles multi-dimensional datasets consisting of numerical and categorical features. The proposed method decomposes the unsupervised problem into the training of a set of ensemble models. Out-of-Bag estimates are leveraged to derive an effective measure for anomaly detection. We not only demonstrate the state-of-the-art performance of our method through comprehensive experiments on benchmark datasets, but also show our model can improve the accuracy and reliability of an ML system as data pre-processing step via a case study on home valuation.

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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