VAGA: Towards Accurate and Interpretable Outlier Detection Based on Variational Auto-Encoder and Genetic Algorithm for High-Dimensional Data

Abstract

The curse of dimensionality in high-dimensional data makes it difficult to capture the abnormality of data points in full data space. To deal with this problem, we propose an outlier detection model based on Variational Autoencoder and Genetic Algorithm for subspace outlier analysis of high-dimensional data (VAGA). The proposed VAGA model constructs a variational autoencoder (VAE) to preliminarily detect outliers. Then the genetic algorithm (GA) is used to search the abnormal subspace of the outliers obtained by the VAE layer to provide a basis for subspace outlier analysis. The subsequent clustering of the abnormal subspaces help filter out the false positives which are fed back to the VAE layer to adjust network weights. The comparative experiments performed on three public benchmark datasets show that the outlier detection results of the proposed VAGA model are highly interpretable and have better accuracy performance than the state-of-the-art outlier detection methods.