Meta-Learning for Unsupervised Outlier Detection with Optimal Transport

Fuente: arXiv
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Autori principali: Singh, Prabhant, Vanschoren, Joaquin
Natura: Preprint
Pubblicazione: 2022
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author Singh, Prabhant
Vanschoren, Joaquin
author_facet Singh, Prabhant
Vanschoren, Joaquin
contents Automated machine learning has been widely researched and adopted in the field of supervised classification and regression, but progress in unsupervised settings has been limited. We propose a novel approach to automate outlier detection based on meta-learning from previous datasets with outliers. Our premise is that the selection of the optimal outlier detection technique depends on the inherent properties of the data distribution. We leverage optimal transport in particular, to find the dataset with the most similar underlying distribution, and then apply the outlier detection techniques that proved to work best for that data distribution. We evaluate the robustness of our approach and find that it outperforms the state of the art methods in unsupervised outlier detection. This approach can also be easily generalized to automate other unsupervised settings.
format Preprint
id arxiv_https___arxiv_org_abs_2211_00372
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Meta-Learning for Unsupervised Outlier Detection with Optimal Transport
Singh, Prabhant
Vanschoren, Joaquin
Machine Learning
Artificial Intelligence
Automated machine learning has been widely researched and adopted in the field of supervised classification and regression, but progress in unsupervised settings has been limited. We propose a novel approach to automate outlier detection based on meta-learning from previous datasets with outliers. Our premise is that the selection of the optimal outlier detection technique depends on the inherent properties of the data distribution. We leverage optimal transport in particular, to find the dataset with the most similar underlying distribution, and then apply the outlier detection techniques that proved to work best for that data distribution. We evaluate the robustness of our approach and find that it outperforms the state of the art methods in unsupervised outlier detection. This approach can also be easily generalized to automate other unsupervised settings.
title Meta-Learning for Unsupervised Outlier Detection with Optimal Transport
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2211.00372