Supervised outlier detection for classification and regression

Ángela Fernández

doi:10.1016/j.neucom.2022.02.047

2022-05-01

Ángela Fernández *

Juan Bella

José R. Dorronsoro

DOI：10.1016/j.neucom.2022.02.047

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摘要

En 中文

Outlier detection, i.e., the task of detecting points that are markedly different from the data sample, is an important challenge in machine learning. When a model is built, these special points can skew the model training and result in less accurate predictions. Due to this fact, it is important to identify and remove them before building any supervised model and this is often the first step when dealing with a machine learning problem. Nowadays, there exists a very large number of outlier detector algorithms that provide good results, but their main drawbacks are their unsupervised nature together with the hyperparameters that must be properly set for obtaining good performance. In this work, a new supervised outlier estimator is proposed. This is done by pipelining an outlier detector with a following a supervised model, in such a way that the targets of the later supervise how all the hyperparameters involved in the outlier detector are optimally selected. This pipeline-based approach makes it very easy to combine different outlier detectors with different classifiers and regressors. In the experiments done, nine relevant outlier detectors have been combined with three regressors over eight regression problems as well as with two classifiers over another eight binary and multi-class classification problems. The usefulness of the proposal as an objective and automatic way to optimally determine detector hyperparameters has been proven and the effectiveness of the nine outlier detectors has also been analyzed and compared.(c) 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).

Keyword:

Outlier detection

Optimal hyperparameter selection

Supervised learning

Classification

Regression

Histogram based outlier detection

Minimum covariance determinant

Local outlier factor

Isolation forests