Anytime algorithm for frequent pattern outlier detection

International audienceOutlier detection consists in detecting anomalous observations from data. During the past decade, outlier detection methods were proposed using the concept of frequent patterns. Basically such methods require to mine all frequent patterns for computing the outlier factor of each transaction. This approach remains too expensive despite recent progress in pattern mining field to provide results within a short response time of only a few seconds. In this paper, we provide the first anytime method for calculating the frequent pattern outlier factor (FPOF). This method which can be interrupted at anytime by the end-user accurately approximates FPOF by mining a sample of patterns. It also computes the maximum error on the estimated FPOF for helping the user to stop the process at the right time. Experiments show the interest of this method for very large datasets where exhaustive mining fails to provide good approximate solutions. The accuracy of our anytime approximate method outperforms the baseline approach for a same budget in number of patterns