glosh | R Documentation |

Calculate the Global-Local Outlier Score from Hierarchies (GLOSH) score for each data point using a kd-tree to speed up kNN search.

glosh(x, k = 4, ...)

`x` |
an hclust object, data matrix, or dist object. |

`k` |
size of the neighborhood. |

`...` |
further arguments are passed on to |

GLOSH compares the density of a point to densities of any points associated within current and child clusters (if any). Points that have a substantially lower density than the density mode (cluster) they most associate with are considered outliers. GLOSH is computed from a hierarchy a clusters.

Specifically, consider a point *x* and a density or distance threshold
*lambda*. GLOSH is calculated by taking 1 minus the ratio of how long
any of the child clusters of the cluster *x* belongs to "survives"
changes in *lambda* to the highest *lambda* threshold of x, above
which x becomes a noise point.

Scores close to 1 indicate outliers. For more details on the motivation for this calculation, see Campello et al (2015).

A numeric vector of length equal to the size of the original data set containing GLOSH values for all data points.

Matt Piekenbrock

Campello, Ricardo JGB, Davoud Moulavi, Arthur Zimek, and Joerg
Sander. Hierarchical density estimates for data clustering, visualization,
and outlier detection. *ACM Transactions on Knowledge Discovery from Data
(TKDD)* 10, no. 1 (2015).
doi: 10.1145/2733381

Other Outlier Detection Functions:
`kNNdist()`

,
`lof()`

,
`pointdensity()`

set.seed(665544) n <- 100 x <- cbind( x=runif(10, 0, 5) + rnorm(n, sd = 0.4), y=runif(10, 0, 5) + rnorm(n, sd = 0.4) ) ### calculate GLOSH score glosh <- glosh(x, k = 3) ### distribution of outlier scores summary(glosh) hist(glosh, breaks = 10) ### simple function to plot point size is proportional to GLOSH score plot_glosh <- function(x, glosh){ plot(x, pch = ".", main = "GLOSH (k = 3)") points(x, cex = glosh*3, pch = 1, col = "red") text(x[glosh > 0.80, ], labels = round(glosh, 3)[glosh > 0.80], pos = 3) } plot_glosh(x, glosh) ### GLOSH with any hierarchy x_dist <- dist(x) x_sl <- hclust(x_dist, method = "single") x_upgma <- hclust(x_dist, method = "average") x_ward <- hclust(x_dist, method = "ward.D2") ## Compare what different linkage criterion consider as outliers glosh_sl <- glosh(x_sl, k = 3) plot_glosh(x, glosh_sl) glosh_upgma <- glosh(x_upgma, k = 3) plot_glosh(x, glosh_upgma) glosh_ward <- glosh(x_ward, k = 3) plot_glosh(x, glosh_ward) ## GLOSH is automatically computed with HDBSCAN all(hdbscan(x, minPts = 3)$outlier_scores == glosh(x, k = 3))

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