ENSEMBLE LEARNING METHOD FOR OUTLIER DETECTION AND ITS APPLICATION TO ASTRONOMICAL LIGHT CURVES

Abstract

Outlier detection is necessary for automated data analysis, with specific applications spanning almost every domain from financial markets to epidemiology to fraud detection. We introduce a novel mixture of the experts outlier detection model, which uses a dynamically trained, weighted network of five distinct outlier detection methods. After dimensionality reduction, individual outlier detection methods score each data point for “outlierness” in this new feature space. Our model then uses dynamically trained parameters to weigh the scores of each method, allowing for a finalized outlier score. We find that the mixture of experts model performs, on average, better than any single expert model in identifying both artificially and manually picked outliers. This mixture model is applied to a data set of astronomical light curves, after dimensionality reduction via time series feature extraction. Our model was tested using three fields from the MACHO catalog and generated a list of anomalous candidates. We confirm that the outliers detected using this method belong to rare classes, like Novae, He-burning, and red giant stars; other outlier light curves identified have no available information associated with them. To elucidate their nature, we created a website containing the light-curve data and information about these objects. Users can attempt to classify the light curves, give conjectures about their identities, and sign up for follow up messages about the progress made on identifying these objects. This user submitted data can be used further train of our mixture of experts model. Our code is publicly available to all who are interested.