How Quantile Transformer Works for Outlier Detection?
The quantile transformer uses the quantile function to rank the relationship between each observation. Here, the quantile function may follow a normal or uniform distribution. The function is applied to each feature where the transformer spreads the most frequent values, thereby reducing the impact of outliers. Here, it doesn’t remove the outlier but shrinks them to a defined range, thereby making them indistinguishable from inliers.
Understanding the spread or variability of the data is important to gain insights about the outliers in the dataset. The IQR is one such method that measures the statistical dispersion of the dataset. It is defined as the difference between the third quartile (Q3) and the first quartile (Q1). Basically, it measures the statistical dispersion in the middle 50% of the data. The equation is as follows:
[Tex]IQR = Q3 – Q1[/Tex]
The data points that fall below (Q1 – 1.5*IQR) or above (Q3 + 1.5*IQR) are considered outliers.
Quantile Transformer for Outlier Detection
Data transformation is a mathematical function that changes the data into a scaled value, which makes it possible to compare different columns, e.g., salary in INR with weight in kilograms. Transforming the data will satisfy certain mathematical assumptions such as normalization, standardization, homogeneity, linearity, etc. Quantile Transformer is one of the data transformer techniques for standardizing data.
In this article, we will dig deep into the Quantile Transformer and will understand and implement the significance of quantile transformer for detecting outlier.
Table of Content
- Understanding Quantile Transformer
- Quantile Transformer for Detecting Outliers
- Quantile Transformation Approaches for Outlier Identification
- 1. Uniform Distribution
- 2. Normal Distribution (Gaussian)
- How Quantile Transformer Works for Outlier Detection?
- Utilizing Quantile Transformer for Outlier Detection in Scikit-learn
- Advantages and Disadvantages of Quantile Transformer for Outlier Detection