META-LEARNING FOR UNSUPERVISED OUTLIER DETECTION WITH OPTIMAL TRANSPORT

prabhant singh, Joaquin Vanschoren

Keywords: unsupervised learning, automl, optimal transport

TL;DR: A new meta learning for unsupervised machine learning problems with optimal transport.

Abstract: Automated machine learning has been widely researched and adopted in the field of supervised classification and regression, but progress in unsupervised settings has been limited. We propose a novel approach to automate outlier detection based on meta-learning from previous datasets with outliers. Our premise is that the selection of the optimal outlier detection technique depends on inherent properties of the data distribution. We leverage the Gromov-Wasserstein distance in particular, to find the dataset with the most similar underlying distribution, and then apply the outlier detection techniques that proved to work best for that data distribution. We evaluate the robustness of our approach and find that it outperforms the state of the art methods in unsupervised outlier detection. This approach can also be easily generalized to automate other unsupervised settings.

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Please Choose The Closest Area That Your Submission Falls Into: Unsupervised and Self-supervised learning

Community Implementations: [ 1 code implementation](https://www.catalyzex.com/paper/arxiv:2211.00372/code)