8000 Example of LOF and IF benchmarks · Issue #9 · NeuroDataDesign/SPORF · GitHub
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Example of LOF and IF benchmarks #9
@MaiRajborirug

Description

@MaiRajborirug

Background
The benchmarks of anomaly algorithms are important to determine the best algorithm given a dataset. The discussion in my Sklearn's PR#16378 shifted the focus from creating a quantitative benchmarks for anomaly algorithms to creating ROC examples of Local Outlier Factor (LOF) and Isolation Forest (IF). The suggestion is in the last comment of Sklearn's PR#9798

Challenges

  • LOF didn't originally create for outlier detection context (training set = testing set). Thus, it doesn't have a decision_function to compute ROC curve

Plans

  • Apply an algorithm in sklearn PR#9798 to create ROC in LOF
  • Create ROC curves from algorithm LOF and IF, using datasets from sklearn.dataset
  • After peer review and TA review, PR into "scikit-learn/scikit-learn/benchmarks"

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