# Load libraries import numpy as np from sklearn.covariance import EllipticEnvelope from sklearn.datasets import make_blobs
# Create simulated data X, _ = make_blobs(n_samples = 10, n_features = 2, centers = 1, random_state = 1) # Replace the first observation's values with extreme values X[0,0] = 10000 X[0,1] = 10000
EllipticEnvelope assumes the data is normally distributed and based on that assumption “draws” an ellipse around the data, classifying any observation inside the ellipse as an inlier (labeled as
1) and any observation outside the ellipse as an outlier (labeled as
-1). A major limitation of this approach is the need to specify a
contamination parameter which is the proportion of observations that are outliers, a value that we don’t know.
# Create detector outlier_detector = EllipticEnvelope(contamination=.1) # Fit detector outlier_detector.fit(X) # Predict outliers outlier_detector.predict(X)
array([-1, 1, 1, 1, 1, 1, 1, 1, 1, 1])