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On the Evaluation of Unsupervised Outlier Detection: Measures, Datasets, and an Empirical Study Most data files are adapted from UCI Machine Learning Repository data, some are collected from the literature. treated for missing values, numerical attributes only, different percentages of anomalies, labels 1000+ files ARFF: Anomaly detection
In anomaly detection, the local outlier factor (LOF) is an algorithm proposed by Markus M. Breunig, Hans-Peter Kriegel, Raymond T. Ng and Jörg Sander in 2000 for finding anomalous data points by measuring the local deviation of a given data point with respect to its neighbours.
ELKI is an open-source Java data mining toolkit that contains several anomaly detection algorithms, as well as index acceleration for them. PyOD is an open-source Python library developed specifically for anomaly detection. [56] scikit-learn is an open-source Python library that contains some algorithms for unsupervised anomaly detection.
The distance to the kth nearest neighbor can also be seen as a local density estimate and thus is also a popular outlier score in anomaly detection. The larger the distance to the k -NN, the lower the local density, the more likely the query point is an outlier. [ 24 ]
k-means clustering is a method of vector quantization, originally from signal processing, that aims to partition n observations into k clusters in which each observation belongs to the cluster with the nearest mean (cluster centers or cluster centroid), serving as a prototype of the cluster.
For constant dimension query time, average complexity is O(log N) [6] in the case of randomly distributed points, worst case complexity is O(kN^(1-1/k)) [7] Alternatively the R-tree data structure was designed to support nearest neighbor search in dynamic context, as it has efficient algorithms for insertions and deletions such as the R* tree. [8]
A k-NNG can be approximated using an efficient algorithm with 90% recall that is faster than a brute-force search by an order of magnitude. [4] Another variation is the farthest neighbor graph (FNG), in which each point is connected by an edge to the farthest point from it, instead of the nearest point.
The actual data mining task is the semi-automatic or automatic analysis of large quantities of data to extract previously unknown, interesting patterns such as groups of data records (cluster analysis), unusual records (anomaly detection), and dependencies (association rule mining, sequential pattern mining).