1. Unsupervised Outlier Detection using Random Subspace and Subsampling Ensembles of Dirichlet Process Mixtures
- Author
-
Kim, Dongwook, Park, Juyeon, Chung, Hee Cheol, and Jeong, Seonghyun
- Subjects
Computer Science - Machine Learning ,Computer Science - Artificial Intelligence ,Statistics - Machine Learning - Abstract
Probabilistic mixture models are recognized as effective tools for unsupervised outlier detection owing to their interpretability and global characteristics. Among these, Dirichlet process mixture models stand out as a strong alternative to conventional finite mixture models for both clustering and outlier detection tasks. Unlike finite mixture models, Dirichlet process mixtures are infinite mixture models that automatically determine the number of mixture components based on the data. Despite their advantages, the adoption of Dirichlet process mixture models for unsupervised outlier detection has been limited by challenges related to computational inefficiency and sensitivity to outliers in the construction of outlier detectors. Additionally, Dirichlet process Gaussian mixtures struggle to effectively model non-Gaussian data with discrete or binary features. To address these challenges, we propose a novel outlier detection method that utilizes ensembles of Dirichlet process Gaussian mixtures. This unsupervised algorithm employs random subspace and subsampling ensembles to ensure efficient computation and improve the robustness of the outlier detector. The ensemble approach further improves the suitability of the proposed method for detecting outliers in non-Gaussian data. Furthermore, our method uses variational inference for Dirichlet process mixtures, which ensures both efficient and rapid computation. Empirical analyses using benchmark datasets demonstrate that our method outperforms existing approaches in unsupervised outlier detection.
- Published
- 2024