greedy_ensemble {outlierensembles}

Computes an ensemble score using the greedy algorithm proposed by Schubert et al (2012)

Description

This function computes an ensemble score using the greedy algorithm in the paper titled Evaluation of Outlier Rankings and Outlier Scores by Schubert et al (2012) <doi:10.1137/1.9781611972825.90>. The greedy ensemble is detailed in Section 4.3.

Usage

greedy_ensemble(X, kk = 5)

Arguments

X

The input data containing the outlier scores in a dataframe, matrix or tibble format. Rows contain observations and columns contain outlier detection methods.

kk

The number of estimated outliers.

Value

A list with the components:

scores

The ensemble scores.

methods

The methods that are chosen for the ensemble.

chosen

The chosen subset of original anomaly scores.

Examples

set.seed(123)
X <- data.frame(x1 = rnorm(200), x2 = rnorm(200))
X[199, ] <- c(4, 4)
X[200, ] <- c(-3, 5)
y1 <- DDoutlier::KNN_AGG(X)
y2 <- DDoutlier::LOF(X)
y3 <- DDoutlier::COF(X)
y4 <- DDoutlier::INFLO(X)
y5 <- DDoutlier::KDEOS(X)
y6 <- DDoutlier::LDF(X)
y7 <- DDoutlier::LDOF(X)
Y <- cbind.data.frame(y1, y2, y3, y4, y5, y6, y7)
ens <- greedy_ensemble(Y, kk=5)
ens$scores