Randomized PCA Forest for Unsupervised Outlier Detection

TMLR Paper7076 Authors

Abstract: We propose a novel unsupervised outlier detection method based on Randomized Principal Component Analysis (PCA). Motivated by the performance of Randomized PCA (RPCA) Forest in approximate K-Nearest Neighbor (KNN) search, we develop a novel unsupervised outlier detection method that utilizes RPCA Forest for unsupervised outlier detection by deriving an outlier score from its intrinsic properties. Experimental results showcase the superiority of the proposed approach compared to the classical and state-of-the-art methods in performing the outlier detection task on several datasets while performing competitively on the rest. The extensive analysis of the proposed method reflects its robustness and its computational efficiency, highlighting it as a good choice for unsupervised outlier detection.

Submission Type: Regular submission (no more than 12 pages of main content)

Assigned Action Editor: ~Liang-Chieh_Chen1

Submission Number: 7076