在含噪参考数据下,提出主动清洗方法提升异常检测的准确性与鲁棒性。
Robust Conformal Outlier Detection under Contaminated Reference Data
- 基于有限标注预算,筛选并清洗可疑异常点以优化参考集
- 实测表明该方法在保持误差控制的前提下显著提升检测功率
- 适合实际中无法获取纯净参考数据的异常检测场景
置信预测是一种灵活的机器学习校准框架,可提供无需分布假设的统计保证。在异常检测中,这种校准依赖于一个标记良好的正常样本参考集来控制一类错误率。然而,获得完全标记的正常样本集往往不现实,更常见的情况是参考集包含少量异常点。本文分析了此类污染对置信方法有效性的影响。我们证明,在非对抗性现实条件下,使用污染数据进行校准会产生保守的一类错误控制,揭示了置信方法的内在鲁棒性。但这种保守性通常导致检出力下降。为此,我们提出一种新颖的主动数据清洗框架,利用有限标注预算和异常检测模型,选择性标注污染参考集中疑似异常的数据点。仅移除这些被标注的异常点,即可有效提升检出力,同时避免一类错误率膨胀,理论分析支持该方法。在真实数据集上的实验验证了置信方法在污染下的保守行为,并表明所提清洗策略在不牺牲有效性的情况下提升了检出力。
原文摘要 · Abstract (English)
Conformal prediction is a flexible framework for calibrating machine learning predictions, providing distribution-free statistical guarantees. In outlier detection, this calibration relies on a reference set of labeled inlier data to control the type-I error rate. However, obtaining a perfectly labeled inlier reference set is often unrealistic, and a more practical scenario involves access to a contaminated reference set containing a small fraction of outliers. This paper analyzes the impact of such contamination on the validity of conformal methods. We prove that under realistic, non-adversarial settings, calibration on contaminated data yields conservative type-I error control, shedding light on the inherent robustness of conformal methods. This conservativeness, however, typically results in a loss of power. To alleviate this limitation, we propose a novel, active data-cleaning framework that leverages a limited labeling budget and an outlier detection model to selectively annotate data points in the contaminated reference set that are suspected as outliers. By removing only the annotated outliers in this ``suspicious'' subset, we can effectively enhance power while mitigating the risk of inflating the type-I error rate, as supported by our theoretical analysis. Experiments on real datasets validate the conservative behavior of conformal methods under contamination and show that the proposed data-cleaning strategy improves power without sacrificing validity.
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