Theory of Intelligence
MACHINE LEARNING•Unsupervised Learning•Gaussian Mixtures And Anomaly Detection•3.4 Other Anomaly Detectors

Introduction

Three popular alternatives to Gaussian mixtures for spotting anomalies: Isolation Forest, Local Outlier Factor and the One-Class SVM — and how to choose between them.

Introduction

Gaussian mixtures detect anomalies well when the normal data form elliptical clusters. Real data are often messier: high-dimensional, oddly shaped, with clusters of different densities. scikit-learn offers several other detectors, each built on a different intuition of what makes a point "anomalous":

DetectorIntuition
Isolation Forestanomalies are easy to isolate with a few random cuts
Local Outlier Factor (LOF)anomalies are in sparser areas than their neighbours
One-Class SVMlearn a boundary around the normal data; outside = anomaly
(also) Elliptic Envelope / Fast-MCDfit one robust Gaussian; points far from it are outliers
(also) PCA reconstruction erroranomalies are badly reconstructed (topic 3.3)

All of them follow a similar API: fit, then predict (returns +1 for normal, −1 for anomaly) and a score method (decision_function or score_samples).

Discuss theoretical concepts, mathematical formulas, and architectural foundations.

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