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Outlier Detection Using a Machine Learning Package

PostPosted: Thu Sep 07, 2017 11:59 am
by yiboj
Outlier detection is a process to separate a core of regular observations from extreme and suspect ones known as “outliers." One common way of performing outlier detection is to assume that the regular data come from a known distribution (e.g. data are Gaussian distributed). From this assumption, we generally try to define the “shape” of the data, and can define outlying observations as observations which stand far enough from the fit shape.

The scikit-learn provides several outlier detection algorithms including Robust Estimator of Covariance, One-Class SVM, Isolation Forest, and Local Outlier Factor. Here we are going to show you the outlier detection using Local Outlier Factor algorithm, users should consult with the scikit-learn document for more information.

Here is the sample code:
Code: Select all
import numpy as np
from scipy import stats
import matplotlib.pyplot as plt
import matplotlib.font_manager

from sklearn import svm
from sklearn.covariance import EllipticEnvelope
from sklearn.ensemble import IsolationForest
from sklearn.neighbors import LocalOutlierFactor

# Initilize random number generator
rng = np.random.RandomState(42)

# Example settings
n_samples = 200
outliers_fraction = 0.25
clusters_separation = [0, 1, 2]

# define Local Outlier Factor tool
clf = LocalOutlierFactor(n_neighbors=35,contamination=outliers_fraction)

# Compare given classifiers under given settings
xx, yy = np.meshgrid(np.linspace(-7, 7, 100), np.linspace(-7, 7, 100))
n_inliers = int((1. - outliers_fraction) * n_samples)
n_outliers = int(outliers_fraction * n_samples)
ground_truth = np.ones(n_samples, dtype=int)
ground_truth[-n_outliers:] = -1

# Fit the problem with varying cluster separation
# Data generation
X1 = 0.3 * np.random.randn(n_inliers // 2, 2) - 2.0
X2 = 0.3 * np.random.randn(n_inliers // 2, 2) + 2.0
X = np.r_[X1, X2]
# Add outliers
X = np.r_[X, np.random.uniform(low=-6, high=6, size=(n_outliers, 2))]

# Fit the model
plt.figure(figsize=(9, 7))

# fit the data and tag outliers
y_pred = clf.fit_predict(X)
scores_pred = clf.negative_outlier_factor_
threshold = stats.scoreatpercentile(scores_pred, 100 * outliers_fraction)
n_errors = (y_pred != ground_truth).sum()

# plot the levels lines and the points
Z = clf._decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)

a = plt.contour(xx, yy, Z, levels=[threshold], linewidths=2, colors='red')
plt.contourf(xx, yy, Z, levels=[threshold, Z.max()], colors='orange')
b = plt.scatter(X[:-n_outliers, 0], X[:-n_outliers, 1], c='white', s=20, edgecolor='k')
c = plt.scatter(X[-n_outliers:, 0], X[-n_outliers:, 1], c='black', s=20, edgecolor='k')

plt.xlim([-7, 7])
plt.ylim([-7, 7])
plt.legend( [a.collections[0], b, c],
            ['learned decision function', 'inliers', 'outliers'],
            loc='lower right')

The Figure 1 shows all the points including inliers and outliers, and the points inside the orange-filled area are reported as inliers by the algorithm.

Figure 1
outlier_detection.png (20.64 KiB) Viewed 15492 times

User could also download the Docker image for this recipe from dockerhub, and run the recipe using jupyter nootbook: