greedy_ensemble: Computes an ensemble score using the greedy algorithm...

In outlierensembles: A Collection of Outlier Ensemble Algorithms

Description

This function computes an ensemble score using the greedy algorithm in the paper titled Evaluation of Outlier Rankings and Outlier Scores by Schubert et al (2012) <doi:10.1137/1.9781611972825.90>. The greedy ensemble is detailed in Section 4.3.

Usage

greedy_ensemble(X, kk = 5)

Arguments

X	The input data containing the outlier scores in a dataframe, matrix or tibble format. Rows contain observations and columns contain outlier detection methods.
kk	The number of estimated outliers.

Value

A list with the components:

scores	The ensemble scores.
methods	The methods that are chosen for the ensemble.
chosen	The chosen subset of original anomaly scores.

Examples

set.seed(123)
X <- data.frame(x1 = rnorm(200), x2 = rnorm(200))
X[199, ] <- c(4, 4)
X[200, ] <- c(-3, 5)
y1 <- DDoutlier::KNN_AGG(X)
y2 <- DDoutlier::LOF(X)
y3 <- DDoutlier::COF(X)
y4 <- DDoutlier::INFLO(X)
y5 <- DDoutlier::KDEOS(X)
y6 <- DDoutlier::LDF(X)
y7 <- DDoutlier::LDOF(X)
Y <- cbind.data.frame(y1, y2, y3, y4, y5, y6, y7)
ens <- greedy_ensemble(Y, kk=5)
ens$scores

outlierensembles documentation built on June 15, 2021, 9:06 a.m.