Using Random Forest Distances for Outlier Detection

In recent years, a great variety of outlier detectors have been proposed in the literature, many of which are based on pairwise distances or derived concepts. However, in such methods, most of the efforts have been devoted to the outlier detection mechanisms, not paying attention to the distance measure - in most cases the basic Euclidean distance is used. Instead, in the clustering field, data-dependent measures have shown to be very useful, especially those based on Random Forests: actually, Random Forests are partitioners of the space able to naturally encode the relation between two objects. In the outlier detection field, these informative distances have received scarce attention. This manuscript is aimed at filling this gap, studying the suitability of these measures in the identification of outliers. In our scheme, we build an unsupervised Random Forest model, from which we extract pairwise distances; these distances are then input to an outlier detector. In particular, we study the impact of several Random Forest-based distances, including advanced and recent ones, on different outlier detectors. We evaluate thoroughly our methodology on nine benchmark datasets for outlier detection, focusing on different aspects of the pipeline, such as the parametrization of the forest, the type of distance-based outlier detector, and most importantly, the impact of the adopted distance.