Recently, an unsupervised outlier detection method based on the reconstruction errors of an autoencoder (AE), which achieves high detection accuracy, was proposed. This method, however, requires a high calculation cost because of its ensemble scheme. Therefore, in this paper, we propose a novel AE-based unsupervised method that can achieve high detection performance at a low calculation cost. Our method introduces the concept of robust estimation to appropriately restrict reconstruction capability and ensure robustness. Experimental results on several public benchmark datasets show that our method outperforms well-known outlier detection methods and at a low calculation cost.
Unsupervised outlier detection is commonly performed using reconstruction-based methods such as Principal Component Analysis. A recent problem in this field is the learning of low-dimensional nonlinear manifolds under L0-norm constraints for error terms. Despite significant efforts, no method that consistently treats such features exists. We propose a novel unsupervised outlier detection method, L0-norm Constrained Autoencoders (L0-AE), based on an autoencoder-based detector with L0-norm constraints for error terms. Unlike existing methods, the proposed optimization procedure of L0-AE provably guarantees the convergence of the objective function under a mild condition, while neither the relaxation of the L0-norm constraint nor the linearity of the latent manifold is enforced. Experimental results show that the proposed L0-AE is more robust and accurate than other reconstruction-based methods, as well as conventional methods such as Isolation Forest.
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