Robust Variational Autoencoders for Outlier Detection in Mixed-Type Data
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We focus on the problem of unsupervised cell outlier detection in mixed type tabular datasets. Traditional methods for outlier detection are concerned only on detecting which rows in the dataset are outliers. However, identifying which cells in the dataset corrupt a specific row is an important problem in practice, especially in high-dimensional tables. We introduce the Robust Variational Autoencoder (RVAE), a deep generative model that learns the joint distribution of the clean data while identifying the outlier cells in the dataset. RVAE learns the probability of each cell in the dataset being an outlier, balancing the contributions of the different likelihood models in the row outlier score, making the method suitable for outlier detection in mixed type datasets. We show experimentally that the RVAE performs better than several state of the art methods in cell outlier detection for tabular datasets, while providing comparable or better results for row outlier detection.
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