Bagged Subspaces for Unsupervised Outlier Detection

In many domains, important events are not represented as the common scenario, but as deviations from the rule. The importance and impact associated with these particular, outnumbered, deviant, and sometimes even previously unseen events is directly related to the application domain (e.g., breast cancer detection, satellite image classification, etc.). The detection of these rare events or outliers has recently been gaining popularity as evidenced by the wide variety of algorithms currently available. These algorithms are based on different assumptions about what constitutes an outlier, a characteristic pointing toward their integration in an ensemble to improve their individual detection rate. However, there are two factors that limit the use of current ensemble outlier detection approaches: first, in most cases, outliers are not detectable in full dimensionality, but instead are located in specific subspaces of data; and second, despite the expected improvement on detection rate achieved using an ensemble of detectors, the computational efficiency of the ensemble will increase linearly as the number of components increases. In this article, we propose an ensemble approach that identifies outliers based on different subsets of features and subsamples of data, providing more robust results while improving the computational efficiency of similar ensemble outlier detection approaches.