Outlier Detection with One-Class Classifiers from ML and KDD

The problem of outlier detection is well studied in the fields of Machine Learning (ML) and Knowledge Discovery in Databases (KDD). Both fields have their own methods and evaluation procedures. In ML, Support Vector Machines and Parzen Windows are well-known methods that can be used for outlier detection. In KDD, the heuristic local-density estimation methods LOF and LOCI are generally considered to be superior outlier-detection methods. Hitherto, the performances of these ML and KDD methods have not been compared. This paper formalizes LOF and LOCI in the ML framework of one-class classification and performs a comparative evaluation of the ML and KDD outlier-detection methods on real-world datasets. Experimental results show that LOF and SVDD are the two best-performing methods. It is concluded that both fields offer outlier-detection methods that are competitive in performance and that bridging the gap between both fields may facilitate the development of outlier-detection methods.