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Non-Parametric Methods: Detection Using Histogram
- The model of normal data is learned from the input data without any a priori structure.
- Often makes fewer assumptions about the data, and thus can be applicable in more scenarios
- Outlier detection using histogram:
- Figure shows the histogram of purchase amounts in transactions
- A transaction in the amount of $7,500 is an outlier, since only 0.2% transactions have an amount higher than $5,000
- Too small bin size → normal objects in empty/rare bins, false positive
- Too big bin size → outliers in some frequent bins, false negative
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