Abstract:Outlier or anomaly detection is an important task in data analysis. We discuss the problem from a geometrical perspective and provide a framework which exploits the metric structure of a data set. Our approach rests on the manifold assumption, that is, that the observed, nominally high‐dimensional data lie on a much lower dimensional manifold and that this intrinsic structure can be inferred with manifold learning methods. We show that exploiting this structure significantly improves the detection of outlying … Show more
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