Selective value coupling learning for detecting outliers in high-dimensional categorical data
- Publication Type:
- Conference Proceeding
- Citation:
- International Conference on Information and Knowledge Management, Proceedings, 2017, Part F131841 pp. 807 - 816
- Issue Date:
- 2017-11-06
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| Pang-CIKM17.pdf | Published version | 941.53 kB |
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© 2017 Association for Computing Machinery. This paper introduces a novel framework, namely SelectVC and its instance POP, for learning selective value couplings (i.e., interactions between the full value set and a set of outlying values) to identify outliers in high-dimensional categorical data. Existing outlier detection methods work on a full data space or feature subspaces that are identified independently from subsequent outlier scoring. As a result, they are significantly challenged by overwhelming irrelevant features in high-dimensional data due to the noise brought by the irrelevant features and its huge search space. In contrast, SelectVC works on a clean and condensed data space spanned by selective value couplings by jointly optimizing outlying value selection and value outlierness scoring. Its instance POP defines a value outlierness scoring function by modeling a partial outlierness propagation process to capture the selective value couplings. POP further defines a top-k outlying value selection method to ensure its scalability to the huge search space. We show that POP (i) significantly outperforms five state-of-the-art full space or subspace-based outlier detectors and their combinations with three feature selection methods on 12 real-world high-dimensional data sets with different levels of irrelevant features; and (ii) obtains good scalability, stable performance w.r.t. k, and fast convergence rate.
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