Toward Universal Laws of Outlier Propagation

Fuente: arXiv
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Autores principales: Ebtekar, Aram, Wang, Yuhao, Janzing, Dominik
Formato: Preprint
Publicado: 2025
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author Ebtekar, Aram
Wang, Yuhao
Janzing, Dominik
author_facet Ebtekar, Aram
Wang, Yuhao
Janzing, Dominik
contents When a variety of anomalous features motivate flagging different samples as outliers, Algorithmic Information Theory (AIT) offers a principled way to unify them in terms of a sample's randomness deficiency. Subject to the algorithmic Markov condition on a causal Bayesian network, we show that the randomness deficiency of a joint sample decomposes into a sum of randomness deficiencies at each causal mechanism. Consequently, anomalous observations can be attributed to their root causes, i.e., the mechanisms that behaved anomalously. As an extension of Levin's law of randomness conservation, we show that weak outliers cannot cause strong ones. We show how these information theoretic laws clarify our understanding of outlier detection and attribution, in the context of more specialized outlier scores from prior literature.
format Preprint
id arxiv_https___arxiv_org_abs_2502_08593
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Toward Universal Laws of Outlier Propagation
Ebtekar, Aram
Wang, Yuhao
Janzing, Dominik
Machine Learning
62D20 (Primary) 68Q30 (Secondary)
G.3; E.4
When a variety of anomalous features motivate flagging different samples as outliers, Algorithmic Information Theory (AIT) offers a principled way to unify them in terms of a sample's randomness deficiency. Subject to the algorithmic Markov condition on a causal Bayesian network, we show that the randomness deficiency of a joint sample decomposes into a sum of randomness deficiencies at each causal mechanism. Consequently, anomalous observations can be attributed to their root causes, i.e., the mechanisms that behaved anomalously. As an extension of Levin's law of randomness conservation, we show that weak outliers cannot cause strong ones. We show how these information theoretic laws clarify our understanding of outlier detection and attribution, in the context of more specialized outlier scores from prior literature.
title Toward Universal Laws of Outlier Propagation
topic Machine Learning
62D20 (Primary) 68Q30 (Secondary)
G.3; E.4
url https://arxiv.org/abs/2502.08593