Outlier detection using isolation forest and local outlier factor 论文

摘要

Outlier detection, also named as anomaly detection, is one of the hot issues in the field of data mining. As well-known outlier detection algorithms, Isolation Forest(iForest) and Local Outlier Factor(LOF) have been widely used. However, iForest is only sensitive to global outliers, and is weak in dealing with local outliers. Although LOF performs well in local outlier detection, it has high time complexity. To overcome the weaknesses of iForest and LOF, a two-layer progressive ensemble method for outlier detection is proposed. It can accurately detect outliers in complex datasets with low time complexity. This method first utilizes iForest with low complexity to quickly scan the dataset, prunes the apparently normal data, and generates an outlier candidate set. In order to further improve the pruning accuracy, the outlier coefficient is introduced to design a pruning threshold setting method, which is based on outlier degree of data. Then LOF is applied to further distinguish the outlier candidate set and get more accurate outliers. The proposed ensemble method takes advantage of the two algorithms and concentrates valuable computing resources on the key stage. Finally, a large number of experiments are carried out to verify the ensemble method. The results show that compared with the existing methods, the ensemble method can significantly improve the outlier detection rate and greatly reduce the time complexity.