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update documentation (wip)
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yzhao062 authored and yuezhao@cs.toronto.edu committed Nov 30, 2018
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**Individual Detection Algorithms** :


#. Linear Models for Outlier Detection:

=================== ===================================================================================================== ===== ======================================== ====================================================================================================
Abbreviation Algorithm Year Ref Materials
=================== ===================================================================================================== ===== ======================================== ====================================================================================================
PCA Principal Component Analysis (the sum of weighted projected distances to the eigenvector hyperplanes) 2003 [#Shyu2003A]_ `[PDF] <http://projects.laas.fr/METROSEC/DOC/FDM03.pdf>`_
MCD Minimum Covariance Determinant (use the mahalanobis distances as the outlier scores) 1999 [#Hardin2004Outlier]_ [#Rousseeuw1999A]_ `[PDF] <http://dmrocke.ucdavis.edu/papers/HardinRocke2004.pdf>`_
OCSVM One-Class Support Vector Machines 2003 [#Ma2003Time]_ `[PDF] <http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.653.2440&rep=rep1&type=pdf>`_
=================== ===================================================================================================== ===== ======================================== ====================================================================================================


#. Proximity-Based Outlier Detection Models:

#. **LOF: Local Outlier Factor** [#Breunig2000LOF]_
#. **CBLOF: Clustering-Based Local Outlier Factor** [#He2003Discovering]_
#. **HBOS: Histogram-based Outlier Score** [#Goldstein2012Histogram]_
#. **kNN: k Nearest Neighbors** (use the distance to the kth nearest
neighbor as the outlier score) [#Ramaswamy2000Efficient]_
#. **Average kNN or kNN Sum** (use the average distance to k
nearest neighbors as the outlier score or sum all k distances) [#Angiulli2002Fast]_
#. **Median kNN** Outlier Detection (use the median distance to k nearest
neighbors as the outlier score) [#Angiulli2002Fast]_

#. Probabilistic Models for Outlier Detection:

#. **ABOD: Angle-Based Outlier Detection** [#Kriegel2008Angle]_
#. **FastABOD: Fast Angle-Based Outlier Detection using approximation** [#Kriegel2008Angle]_
#. **SOS: Stochastic Outlier Selection** [#Janssens2012Stochastic]_

#. Outlier Ensembles and Combination Frameworks

#. **Isolation Forest** [#Liu2008Isolation]_
#. **Feature Bagging** [#Lazarevic2005Feature]_

#. Neural Networks and Deep Learning Models (implemented in Keras)

#. **AutoEncoder with Fully Connected NN** [#Aggarwal2015Outlier]_ [Chapter 3]

FAQ regarding AutoEncoder in PyOD and debugging advice:
`known issues <https://github.com/yzhao062/Pyod/issues/19>`_
=================== ================ ===================================================================================================== ===== ======================================== ====================================================================================================
Type Abbr Algorithm Year Ref Materials
=================== ================ ===================================================================================================== ===== ======================================== ====================================================================================================
Linear Model PCA Principal Component Analysis (the sum of weighted projected distances to the eigenvector hyperplanes) 2003 [#Shyu2003A]_ `[PDF] <http://projects.laas.fr/METROSEC/DOC/FDM03.pdf>`_
Linear Model MCD Minimum Covariance Determinant (use the mahalanobis distances as the outlier scores) 1999 [#Hardin2004Outlier]_ [#Rousseeuw1999A]_ `[PDF] <http://dmrocke.ucdavis.edu/papers/HardinRocke2004.pdf>`_
Linear Model OCSVM One-Class Support Vector Machines 2003 [#Ma2003Time]_ `[PDF] <http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.653.2440&rep=rep1&type=pdf>`_
Proximity-Based LOF Local Outlier Factor 2000 [#Breunig2000LOF]_
Proximity-Based CBLOF Clustering-Based Local Outlier Factor 2003 [#He2003Discovering]_
Proximity-Based HBOS Histogram-based Outlier Score 2012 [#Goldstein2012Histogram]_
Proximity-Based kNN k Nearest Neighbors (use the distance to the kth nearest neighbor as the outlier score 2000 [#Ramaswamy2000Efficient]_
Proximity-Based AvgKNN Average kNN (use the average distance to k nearest neighbors as the outlier score) 2002 [#Angiulli2002Fast]_
Proximity-Based MedKNN Median kNN (use the median distance to k nearest neighbors as the outlier score) 2002 [#Angiulli2002Fast]_
Probabilistic ABOD Angle-Based Outlier Detection 2008 [#Kriegel2008Angle]_
Probabilistic FastABOD Fast Angle-Based Outlier Detection using approximation 2008 [#Kriegel2008Angle]_
Probabilistic SOS Stochastic Outlier Selection** 2012 [#Janssens2012Stochastic]_
Outlier Ensembles IForest Isolation Forest 2008 [#Liu2008Isolation]_
Outlier Ensembles Feature Bagging 2005 [#Lazarevic2005Feature]_
Neural Networks AutoEncoder Fully connected AutoEncoder (use reconstruction error as the outlier score) xxxx [#Aggarwal2015Outlier]_ [Chapter 3]
=================== ================ ===================================================================================================== ===== ======================================== ====================================================================================================

FAQ regarding AutoEncoder in PyOD and debugging advice:
`known issues <https://github.com/yzhao062/Pyod/issues/19>`_

**Outlier Detector/Scores Combination Frameworks**:

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