Generative Adversarial Active Learning for Unsupervised Outlier Detection
Outlier detection is an important topic in machine learning and has been used in a wide range of applications. In this paper, we approach outlier detection as a binary classification issue by sampling potential outliers from a uniform reference distribution. However, due to the sparsity of data in high dimensional space, a limited number of potential outliers may fail to provide sufficient information to assist the classifier in describing a boundary that can separate outliers from normal data effectively. To address this, we propose a novel Single Objective Generative Adversarial Active Learning (SO GAAL) method for outlier detection, which can directly generate informative potential outliers based on the mini max game between a generator and a discriminator. Moreover, to prevent the generator from falling into the mode collapsing problem, the stop node of training should be determined when SO GAAL is able to provide sufficient information. But without any prior information, it is extremely difficult for SO GAAL. Therefore, we expand the network structure of SO GAAL from a single generator to multiple generators with different objectives (MO GAAL) which can generate a reasonable reference distribution for the whole dataset. We empirically compare the proposed approach with several state of the art outlier detection methods on both synthetic and real world datasets. The results show that MO GAAL outperforms its competitors in the majority of cases, especially for datasets with various cluster types or high irrelevant variable ratio. The experiment codes are available at: https:/github.com/leibinghe/GAAL based outlier detection.
IEEE Transactions on Knowledge and Data Engineering