Description Usage Arguments Details Value References Examples

This function computes local density-based outlier scores for input data and user specified reference set.

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`X` |
An n x p data matrix to compute outlier scores |

`Y` |
An m x p reference data matrix. |

`k` |
A vector of neighborhood sizes, k must be less than m. |

`method` |
Character vector specifying the local density-based method(s) to compute. User can specify more than one method. By default all methods are computed |

`ldf.param` |
Vector of parameters for method LDF. h is the positive bandwidth parameter and c is a positive scaling constant. Default values are h=1 and c=0.1 |

`rkof.param` |
Vector of parameters for method RKOF. C is the postive bandwidth paramter, alpha is a sensitiveity parameter in the interval [0,1], and sig2 is the variance parameter. Default values are alpha=1, C=1, sig2=1 |

`lpdf.param` |
Vector of paramters for method LPDF. cov.type is the covariance parameterization type, which users can specifiy as either 'full' or 'diag'. sigma2 is the positive regularization parameter, tmax is the maximum number of updates, and v is the degrees of freedom for the multivariate t distribution. Default values are cov.type = 'full',tmax=1, sigma2=1e-5, and v=1. |

`treetype` |
Character vector specifiying tree method. Either 'kd' or 'bd' tree may be specified. Default is 'kd'. Refer to documentation for RANN package. |

`searchtype` |
Character vector specifiying kNN search type. Default value is "standard". Refer to documentation for RANN package. |

`eps` |
Error bound. Default is 0.0 which implies exact nearest neighgour search. Refer to documentation for RANN package. |

`scale.data` |
Logical value indicating to scale each feature of X using standard noramlization based on mean and standard deviation for features of Y. |

Computes local density-based outlier scores for input data, X, referencing data Y. For semi-supervised outlier detection Y would be a set of "normal" reference points; otherwise, Y can be any other set of reference points of interest. This allows users the flexibility to reference other data sets besides X or a subset of X. Four different methods can be implemented LOF, LDF, RKOF, and LPDF. Each method specified returns densities and relative densities. Methods LDF and RKOF uses guassian kernels, and method LDPF uses multivarite t distribution. Outlier scores returned are non-negative except for lpde and lpdr which are log scaled densities (natural log). Note: Outlier score lpdr is strictly designed for unsupervised outlier detection and should not be used in the semi-supervised setting. Refer to references for more details about each method.

All kNN computations are carried out using the nn2() function from the RANN package. Multivariate t densities are computed using the dmt() function from the mnormt package. Refer to specific packages for more details. Note: all neighborhoods are strickly of size k; therefore, the algorithms for LOF, LDF, and RKOF are not exact implementations, but algorithms are similiar for most situation and are equivalent when distance to k-th nearest neighbor is unique. If there are many duplicate data points in Y, then implementation of algorithms could lead to dramatically different (positive or negative) results than those that allow neighborhood sizes larger than k, especially if k is relatively small. Removing duplicates is recommended before computing outlier scores unless there is good reason to keep them.

The algorithm can be used to compute an ensemble of unsupervised outlier scores by using multiple k values and/or multiple iterations of reference data.

A list of length 9 with the elements:

lrd –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Smaller values indicate a point in more outlying.

lof –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Larger values indicate a point in more outlying.

lde –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Smaller values indicate a point in more outlying.

ldf –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Larger values indicate a point in more outlying.

kde –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Smaller values indicate a point in more outlying.

rkof –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Larger values indicate a point in more outlying.

lpde –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Smaller values indicate a point in more outlying.

lpdf –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Smaller values indicate a point in more outlying.

lpdr –An n x length(k) matrix where each column vector represents outlier scores for each specifed k value. Smaller values indicate a point in more outlying.

If a method is not specified then returns NULL

M. M. Breunig, H-P. Kriegel, R.T. Ng, and J. Sander (2000). LOF: Identifying density-based local outliers. In Proc. of ACM International Conference on Knowledge Discovery and Data Mining, 93-104.

L. J. Latecki, A. Lazarevic, and D. Pokrajac (2007). Outlier Detection with kernel density functions. In Proc. of Machine Learning and Data Mining in Pattern Recognition, 61-75

J. Gao, W. Hu, Z. Zhang, X. Zhang, and O. Wu (2011). RKOF: Robust kernel-based local outlier detection. In Proc. of Advances in Knowledge Discovery and Data Mining, 270-283.

K. T. Williams (2016). Local parametric density-based outlier deteciton and ensemble learning with application to malware detection. PhD Dissertation. The University of Texas at San Antonio.

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# 500 x 2 data matrix
X <- matrix(rnorm(1000),500,2)
Y <- X
# five outliers
outliers <- matrix(c(rnorm(2,20),rnorm(2,-12),rnorm(2,-8),rnorm(2,-5),rnorm(2,9)),5,2)
X <- rbind(X,outliers)
# compute outlier scores referencing Y for all methods using a neighborhood size of 50
scores <- ldbod.ref(X,Y, k=50)
head(scores$lrd); head(scores$rkof)
# plot data and highlight top 5 outliers retured by lof
plot(X)
top5outliers <- X[order(scores$lof,decreasing=TRUE)[1:5],]
points(top5outliers,col=2)
# plot data and highlight top 5 outliers retured by outlier score lpde
plot(X)
top5outliers <- X[order(scores$lpde,decreasing=FALSE)[1:5],]
points(top5outliers,col=2)
# compute outlier scores for k= 10,20 referencing Y for methods 'lof' and 'lpdf'
scores <- ldbod.ref(X,Y, k = c(10,20), method = c('lof','lpdf'))
# plot data and highlight top 5 outliers retuned by lof for k=20
plot(X)
top5outliers <- X[order(scores$lof[,2],decreasing=TRUE)[1:5],]
points(top5outliers,col=2)
``` |

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