On the Evaluation of Outlier Detection and One-Class Classification Methods

It has been shown that unsupervised outlier detection methods can be adapted to the one-class classification problem. In this paper, we focus on the comparison of oneclass classification algorithms with such adapted unsupervised outlier detection methods, improving on previous comparison studies in several important aspects. We study a number of one-class classification and unsupervised outlier detection methods in a rigorous experimental setup, comparing them on a large number of datasets with different characteristics, using different performance measures. Our experiments led to conclusions that do not fully agree with those of previous work.