A Mixture Model-Based Combination Approach for Outlier Detection

In this paper, we propose an approach that combines different outlier detection algorithms in order to gain an improved effectiveness. To this end, we first estimate an outlier score vector for each data object. Each element of the estimated vectors corresponds to an outlier score produced by a specific outlier detection algorithm. We then use the multivariate beta mixture model to cluster the outlier score vectors into several components so that the component that corresponds to the outliers can be identified. A notable feature of the proposed approach is the automatic identification of outliers, while most existing methods return only a ranked list of points, expecting the outliers to come first; or require empirical threshold estimation to identify outliers. Experimental results, on both synthetic and real data sets, show that our approach substantially enhances the accuracy of outlier base detectors considered in the combination and overcome their drawbacks.