Evaluating outlier probabilities: assessing sharpness, refinement, and calibration using stratified and weighted measures
Philipp Röchner,
Henrique O. Marques,
Ricardo J. G. B. Campello
et al.
Abstract:An outlier probability is the probability that an observation is an outlier. Typically, outlier detection algorithms calculate real-valued outlier scores to identify outliers. Converting outlier scores into outlier probabilities increases the interpretability of outlier scores for domain experts and makes outlier scores from different outlier detection algorithms comparable. Although several transformations to convert outlier scores to outlier probabilities have been proposed in the literature, there is no com… Show more
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