Expand description
Unsupervised outlier detection.
Mahalanobis scores each row by its covariance-aware distance from the
fitted centre; KnnScore by the distance to its k-th nearest training
neighbour. Higher score = more anomalous. Both fit on a Frame and score a
Frame, with a threshold turning scores into boolean flags.
(Isolation Forest is deferred until the tree ecosystem exposes the internals it needs; these two cover the common covariance / density cases.)
Structs§
- KnnScore
- k-nearest-neighbour distance scorer: each row scores as its distance to the k-th nearest training point. Isolated points score high.
- Mahalanobis
- Mahalanobis-distance outlier scorer:
d(x) = sqrt((x-μ)ᵀ Σ⁻¹ (x-μ)).
Traits§
- Outlier
Detector - A common contract for unsupervised outlier scorers: fit on data, score each
row (higher = more anomalous), and flag rows past a threshold. Implemented by
MahalanobisandKnnScore, so they are interchangeable behindBox<dyn OutlierDetector>.