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Evaluation metrics of outlier detection algorithms
NING Jin, CHEN Leiting, LUO Zijuan, ZHOU Chuan, ZENG Huiru
Journal of Computer Applications    2020, 40 (9): 2622-2627.   DOI: 10.11772/j.issn.1001-9081.2020010126
Abstract340)      PDF (873KB)(448)       Save
With the in-depth research and extensive application of outlier detection technology, more and more excellent algorithms have been proposed. However, the existing outlier detection algorithms still use the evaluation metrics of traditional classification, which leads to the problems of singleness and poor adaptability of evaluation metrics. To solve these problems, the first type of High True positive rate-Area Under Curve (HT_AUC) and the second type of Low False positive rate-Area Under Curve (LF_AUC) were proposed. First, the commonly used outlier detection evaluation metrics were analyzed to illustrate their advantages and disadvantages as well as applicable scenarios. Then, based on the existing Area Under Curve (AUC) method, the HT_AUC and the LF_AUC were proposed aiming at the high True Positive Rate (TPR) demand and low False Positive Rate (FPR) demand respectively, so as to provide more suitable metrics for performance evaluation as well as quantization and integration of outlier detection algorithms. Experimental results on real-world datasets show that the proposed method is able to better satisfy the demands of the first type of high true rate and the second type of low false positive rate than the traditional evaluation metrics.
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