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Depth based approach for
outlier detection
Presented By:
Madhav solanki
M.Tech(CSE) II Year
14815000210/1/2015 1
Introduction
Applications
Algorithm
Conclusion
References
Outline
10/1/2015 2
Introduction
What is an outlier?
Definition of Hawkins [Hawkins 1980]:
“An outlier is an observation which deviates so much from the
other observations as to arouse suspicions that it was generated
by a different mechanism”
3
Application
• Sample applications of outlier detection
– Fraud detection
• Purchasing behaviour of a credit card owner usually changes
when the
card is stolen
• Abnormal buying patterns can characterize credit card abuse
– Medicine
• Unusual symptoms or test results may indicate potential health
problems
of a patient
cont………
– Public health
• The occurrence of a particular disease, e.g. tetanus, scattered across
various hospitals of a city indicate problems with the corresponding
vaccination program in that city
Sports statistics
• In many sports, various parameters are recorded for players in order
to evaluate the players’ performances
• Outstanding (in a positive as well as a negative sense) players may
be identified as having abnormal parameter values
5
cont………
Detecting measurement errors:
• Data derived from sensors (e.g. in a given scientific
experiment) may contain measurement errors
• Abnormal values could provide an indication of a
measurement error
• Removing such errors can be important in other data mining
and data analysis tasks
6
General application scenarios
– Supervised scenario
• In some applications, training data with normal and abnormal
data objects are provided
• There may be multiple normal and/or abnormal classes
• Often, the classification problem is highly unbalanced
– Semi-supervised Scenario
• In some applications, only training data for the normal
class(es) (or only the abnormal class(es)) are provided
– Unsupervised Scenario
• In most applications there are no training data available
• In this tutorial, we focus on the unsupervised scenario
7
Depth-based Approach:
• General idea::
– Search for outliers at the border of the data space but
independent of statistical distributions
– Organize data objects in convex hull layers
– Outliers are objects on outer layers
• Basic assumption::
– Outliers are located at the border of the data space
– Normal objects are in the centre of the data space
8
Cont…..
• Model [Tukey 1977]
• – Points on the convex
hull of the full data space
have depth = 1
• – Points on the convex
hull of the data set after
removing all points with
• depth = 1 have depth = 2
• – Points having a depth ≤
k are reported as outliers
9
References
10/1/2015 10
[1] Wikipedia
[2] slidshare.com
[3] http://try.rhapsody.com
[4] http://www.dailytech.com
Thank You..........
10/1/2015 11

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Depth based app

  • 1. Depth based approach for outlier detection Presented By: Madhav solanki M.Tech(CSE) II Year 14815000210/1/2015 1
  • 3. Introduction What is an outlier? Definition of Hawkins [Hawkins 1980]: “An outlier is an observation which deviates so much from the other observations as to arouse suspicions that it was generated by a different mechanism” 3
  • 4. Application • Sample applications of outlier detection – Fraud detection • Purchasing behaviour of a credit card owner usually changes when the card is stolen • Abnormal buying patterns can characterize credit card abuse – Medicine • Unusual symptoms or test results may indicate potential health problems of a patient
  • 5. cont……… – Public health • The occurrence of a particular disease, e.g. tetanus, scattered across various hospitals of a city indicate problems with the corresponding vaccination program in that city Sports statistics • In many sports, various parameters are recorded for players in order to evaluate the players’ performances • Outstanding (in a positive as well as a negative sense) players may be identified as having abnormal parameter values 5
  • 6. cont……… Detecting measurement errors: • Data derived from sensors (e.g. in a given scientific experiment) may contain measurement errors • Abnormal values could provide an indication of a measurement error • Removing such errors can be important in other data mining and data analysis tasks 6
  • 7. General application scenarios – Supervised scenario • In some applications, training data with normal and abnormal data objects are provided • There may be multiple normal and/or abnormal classes • Often, the classification problem is highly unbalanced – Semi-supervised Scenario • In some applications, only training data for the normal class(es) (or only the abnormal class(es)) are provided – Unsupervised Scenario • In most applications there are no training data available • In this tutorial, we focus on the unsupervised scenario 7
  • 8. Depth-based Approach: • General idea:: – Search for outliers at the border of the data space but independent of statistical distributions – Organize data objects in convex hull layers – Outliers are objects on outer layers • Basic assumption:: – Outliers are located at the border of the data space – Normal objects are in the centre of the data space 8
  • 9. Cont….. • Model [Tukey 1977] • – Points on the convex hull of the full data space have depth = 1 • – Points on the convex hull of the data set after removing all points with • depth = 1 have depth = 2 • – Points having a depth ≤ k are reported as outliers 9
  • 10. References 10/1/2015 10 [1] Wikipedia [2] slidshare.com [3] http://try.rhapsody.com [4] http://www.dailytech.com