Outlier detection refers to the identification of data points that deviate from a general data distribution. Existing unsupervised approaches often suffer from high computational cost, complex hyperparameter tuning, and limited interpretability, especially when working with large, high-dimensional datasets. To address these issues, we present a simple yet effective algorithm called ECOD (Empirical-Cumulative-distribution-based Outlier Detection), which is inspired by the fact that outliers are often the "rare events" that appear in the tails of a distribution. In a nutshell, ECOD first estimates the underlying distribution of the input data in a nonparametric fashion by computing the empirical cumulative distribution per dimension of the data. ECOD then uses these empirical distributions to estimate tail probabilities per dimension for each data point. Finally, ECOD computes an outlier score of each data point by aggregating estimated tail probabilities across dimensions. Our contributions are as follows: (1) we propose a novel outlier detection method called ECOD, which is both parameter-free and easy to interpret; (2) we perform extensive experiments on 30 benchmark datasets, where we find that ECOD outperforms 11 state-of-the-art baselines in terms of accuracy, efficiency, and scalability; and (3) we release an easy-to-use and scalable (with distributed support) Python implementation for accessibility and reproducibility.

本文提出了一种简单且有效的异常检测算法 ECOD，它是一种无参估计方法，通过计算数据的经验累积分布函数估计数据的尾部概率，进而计算每个数据点的异常得分。通过在30个基准数据集上的实验验证，我们发现 ECOD 在准确性、效率和可扩展性等方面均优于其他11种现有的异常检测方法。同时，我们还提供了易于使用、可扩展的 Python 实现，以保证算法的可访问性和可重复性。

ECOD: 使用经验累积分布函数进行无监督异常检测