Unsupervised Class Separation of Multivariate Data through Cumulative Variance-Based Ranking

This paper introduces a new extension of outlier detection approaches and a new concept, class separation through variance. We show that accumulating information about the outlierness of points in multiple subspaces leads to a ranking in which classes with differing variance naturally tend to separate. Exploiting this leads to a highly effective and efficient unsupervised class separation approach, especially useful in the difficult case of heavily overlapping distributions. Unlike typical outlier detection algorithms, this method can be applied beyond the `rare classes´ case with great success. Two novel algorithms that implement this approach are provided. Additionally, experiments show that the novel methods typically outperform other state-of-the-art outlier detection methods on high dimensional data such as Feature Bagging, SOE1, LOF, ORCA and Robust Mahalanobis Distance and competes even with the leading supervised classification methods.