Robust Contextual Outlier Detection: Where Context Meets Sparsity

Outlier detection is a fundamental data science task with applications ranging from data cleaning to network security. Recently, a new class of outlier detection algorithms has emerged, called contextual outlier detection, and has shown improved performance when studying anomalous behavior in a specific context. However, as we point out in this article, such approaches have limited applicability in situations where the context is sparse (i.e., lacking a suitable frame of reference). Moreover, approaches developed to date do not scale to large datasets. To address these problems, here we propose a novel and robust approach alternative to the state-of-the-art called RObust Contextual Outlier Detection (ROCOD). We utilize a local and global behavioral model based on the relevant contexts, which is then integrated in a natural and robust fashion. We run ROCOD on both synthetic and real-world datasets and demonstrate that it outperforms other competitive baselines on the axes of efficacy and efficiency. We also drill down and perform a fine-grained analysis to shed light on the rationale for the performance gains of ROCOD and reveal its effectiveness when handling objects with sparse contexts.