Local Outlier Detection with Interpretation

Abstract

Outlier detection aims at searching for a small set of objects that are inconsistent or considerably deviating from other objects in a dataset. Existing research focuses on outlier identification while omitting the equally important problem of outlier interpretation. This paper presents a novel method named LODI to address both problems at the same time. In LODI, we develop an approach that explores the quadratic entropy to adaptively select a set of neighboring instances, and a learning method to seek an optimal subspace in which an outlier is maximally separated from its neighbors. We show that this learning task can be solved via the matrix eigen-decomposition and its solution contains essential information to reveal features that are most important to interpret the exceptional properties of outliers. We demonstrate the appealing performance of LODI via a number of synthetic and real world datasets and compare its outlier detection rates against state-of-the-art algorithms.