Chapter 10 introduced us to one multivariate clustering technique in Connectivity-Based Outlier Factor (COF). COF is a popular technique for multivariate outlier detection, but it does come with the downside that there is little immediate guidance outside of “higher outlier scores are worse.” We lack solid guidance on what, exactly, represents a sufficiently large outlier score. In this chapter, we introduce a complementary technique to COF that does come with its own in-built guidance: Local Correlation ...
11. Local Correlation Integral (LOCI)
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