Outlier Detection with Autoencoder Ensembles

Abstract

In this paper, we introduce autoencoder ensembles for unsupervised outlier detection. One problem with neural networks is that they are sensitive to noise and often require large data sets to work robustly, while increasing data size makes them slow. As a result, there are only a few existing works in the literature on the use of neural networks in outlier detection. This paper shows that neural networks can be a very competitive technique to other existing methods. The basic idea is to randomly vary on the connectivity architecture of the autoencoder to obtain significantly better performance. Furthermore, we combine this technique with an adaptive sampling method to make our approach more efficient and effective. Experimental results comparing the proposed approach with state-of-the-art detectors are presented on several benchmark data sets showing the accuracy of our approach.