Calibrating Tabular Anomaly Detection via Optimal Transport
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Abstract (arXiv)
Tabular anomaly detection (TAD) remains challenging due to the heterogeneity of tabular data: features lack natural relationships, vary widely in distribution and scale, and exhibit diverse types. Consequently, each TAD method makes implicit assumptions about anomaly patterns that work well on some datasets but fail on others, and no method consistently outperforms across diverse scenarios. We present CTAD (Calibrating Tabular Anomaly Detection), a model-agnostic post-processing framework that enhances any existing TAD detector through sample-specific calibration. Our approach characterizes normal data via two complementary distributions, i.e., an empirical distribution from random sampling and a structural distribution from K-means centroids, and measures how adding a test sample disrupts their compatibility using Optimal Transport (OT) distance. Normal samples maintain low disruption while anomalies cause high disruption, providing a calibration signal to amplify detection. We prove that OT distance has a lower bound proportional to the test sample's distance from centroids, and establish that anomalies systematically receive higher calibration scores than normals in expectation, explaining why the method generalizes across datasets. Extensive experiments on 34 diverse tabular datasets with 7 representative detectors spanning all major TAD categories (density estimation, classification, reconstruction, and isolation-based methods) demonstrate that CTAD consistently improves performance with statistical significance. Remarkably, CTAD enhances even state-of-the-art deep learning methods and shows robust performance across diverse hyperparameter settings, requiring no additional tuning for practical deployment.
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References · 18
- 2017Unsupervised Anomaly Detection with Generative Adversarial Networks to Guide Marker Discoverycited by 566
- 2020A Unifying Review of Deep and Shallow Anomaly Detectioncited by 425
- 2019PyOD: A Python Toolbox for Scalable Outlier Detectioncited by 222
- 2020Classification-Based Anomaly Detection for General Datacited by 211
- 2018Optimal Transport for structured data with application on graphscited by 172
- 2022ECOD: Unsupervised Outlier Detection Using Empirical Cumulative Distribution Functionscited by 153
- 2020Deep Learning for Medical Anomaly Detection -- A Surveycited by 127
- 2020DROCC: Deep Robust One-Class Classificationcited by 121
- 2021Neural Transformation Learning for Deep Anomaly Detection Beyond Imagescited by 99
- 2022Deep Isolation Forest for Anomaly Detectioncited by 92
- 2018Learning Representations of Ultrahigh-dimensional Data for Random Distance-based Outlier Detectioncited by 79
- 2023On Diffusion Modeling for Anomaly Detectioncited by 72
6 more
- 2019Hierarchical Optimal Transport for Document Representationcited by 53
- 2018On the Convergence and Robustness of Training GANs with Regularized Optimal Transportcited by 51
- 2019Unsupervised Representation Learning by Predicting Random Distancescited by 35
- 2020Meta-AAD: Active Anomaly Detection with Deep Reinforcement Learningcited by 34
- 2024PTaRL: Prototype-based Tabular Representation Learning via Space Calibrationcited by 28
- 2018Scalable and Interpretable One-class SVMs with Deep Learning and Random Fourier featurescited by 14
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