Outlier Detection Algorithm Based on Gaussian Mixture Model

Abstract

Outlier detection is an important aspect in the field of data mining. In order to solve the problem of outlier detection in high-dimensional datasets, an outlier detection algorithm based on Gaussian mixture model is proposed. First of all, for the data set to be tested, the global optimization expectation maximization algorithm is used to fit a Gaussian mixture model, and then the three-time standard deviation principle is introduced on each Gaussian component, the outlier is the data point outside the range of the mean deviation of the mean value of three times the standard deviation. Through the experiments on the simulation dataset and the real data set, the effectiveness of the algorithm on the outlier detection of high-dimensional data sets is verified.