Learning Representations of Ultrahigh-dimensional Data for Random Distance-based Outlier Detection

arXiv.org Artificial Intelligence

Learning expressive low-dimensional representations of ultrahigh-dimensional data, e.g., data with thousands/millions of features, has been a major way to enable learning methods to address the curse of dimensionality. However, existing unsupervised representation learning methods mainly focus on preserving the data regularity information and learning the representations independently of subsequent outlier detection methods, which can result in suboptimal and unstable performance of detecting irregularities (i.e., outliers). This paper introduces a ranking model-based framework, called RAMODO, to address this issue. RAMODO unifies representation learning and outlier detection to learn low-dimensional representations that are tailored for a state-of-the-art outlier detection approach - the random distance-based approach. This customized learning yields more optimal and stable representations for the targeted outlier detectors. Additionally, RAMODO can leverage little labeled data as prior knowledge to learn more expressive and application-relevant representations. We instantiate RAMODO to an efficient method called REPEN to demonstrate the performance of RAMODO. Extensive empirical results on eight real-world ultrahigh dimensional data sets show that REPEN (i) enables a random distance-based detector to obtain significantly better AUC performance and two orders of magnitude speedup; (ii) performs substantially better and more stably than four state-of-the-art representation learning methods; and (iii) leverages less than 1% labeled data to achieve up to 32% AUC improvement.


Linear-time Outlier Detection via Sensitivity

arXiv.org Machine Learning

Outliers are ubiquitous in modern data sets. Distance-based techniques are a popular non-parametric approach to outlier detection as they require no prior assumptions on the data generating distribution and are simple to implement. Scaling these techniques to massive data sets without sacrificing accuracy is a challenging task. We propose a novel algorithm based on the intuition that outliers have a significant influence on the quality of divergence-based clustering solutions. We propose sensitivity - the worst-case impact of a data point on the clustering objective - as a measure of outlierness. We then prove that influence, a (non-trivial) upper-bound on the sensitivity, can be computed by a simple linear time algorithm. To scale beyond a single machine, we propose a communication efficient distributed algorithm. In an extensive experimental evaluation, we demonstrate the effectiveness and establish the statistical significance of the proposed approach. In particular, it outperforms the most popular distance-based approaches while being several orders of magnitude faster.


Rapid Distance-Based Outlier Detection via Sampling

Neural Information Processing Systems

Distance-based approaches to outlier detection are popular in data mining, as they do not require to model the underlying probability distribution, which is particularly challenging for high-dimensional data. We present an empirical comparison of various approaches to distance-based outlier detection across a large number of datasets. We report the surprising observation that a simple, sampling-based scheme outperforms state-of-the-art techniques in terms of both efficiency and effectiveness. To better understand this phenomenon, we provide a theoretical analysis why the sampling-based approach outperforms alternative methods based on k-nearest neighbor search.


Skibski

AAAI Conferences

We study the class of distance-based centralities that consists of centrality measures that depend solely on distances to other nodes in the graph. This class encompasses a number of centrality measures, including the classical Degree and Closeness Centralities, as well as their extensions: the Harmonic, Reach and Decay Centralities. We axiomatize the class of distance-based centralities and study what conditions are imposed by the axioms proposed in the literature. Building upon our analysis, we propose the class of additive distance-based centralities and pin-point properties which combined with the axiomatic characterization of the whole class uniquely characterize a number of centralities from the literature.