Fast, scalable and flexible Outlier Detection with Julia
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Updated Last
5 Months Ago
Started In
February 2021


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OutlierDetection.jl is a Julia toolkit for detecting outlying objects, also known as anomalies. This package is an effort to make Julia a first-class citizen in the Outlier- and Anomaly-Detection community. Why should you use this package?

  • Provides a unified API for outlier detection in Julia
  • Provides access to state-of-the-art outlier detection algorithms
  • Seamlessly integrates with Julia's existing machine learning ecosystem


If you use OutlierDetection.jl in a scientific publication, we appreciate citations to:

  title={OutlierDetection.jl: A modular outlier detection ecosystem for the Julia programming language},
  author={Muhr, David and Affenzeller, Michael and Blaom, Anthony D},
  journal={arXiv preprint arXiv:2211.04550},


Muhr, David, Michael Affenzeller, and Anthony D. Blaom. "OutlierDetection.jl: A modular outlier detection ecosystem for the Julia programming language." arXiv preprint arXiv:2211.04550 (2022).


It is recommended to use Pkg.jl for installation. Follow the command below to install the latest official release or use ] add OutlierDetection in the Julia REPL.

import Pkg

If you would like to modify the package locally, you can use Pkg.develop("OutlierDetection") or ] dev OutlierDetection in the Julia REPL. This fetches a full clone of the package to ~/.julia/dev/ (the path can be changed by setting the environment variable JULIA_PKG_DEVDIR).


OutlierDetection.jl is built on top of MLJ and provides many Detector implementations for MLJ. A Detector simply assigns a real-valued score to each sample, which is defined to be increasing with increasing outlierness. The detectors live in sub-packages of OutlierDetectionJL, e.g. OutlierDetectionNeighbors,and can be loaded directly with MLJ, as shown below.

using MLJ
using OutlierDetection
using OutlierDetectionData: ODDS

# download and open the thyroid benchmark dataset
X, y = ODDS.load("thyroid")

# use 50% of the data for training
train, test = partition(eachindex(y), 0.5, shuffle=true)

# load the detector
KNN = @iload KNNDetector pkg=OutlierDetectionNeighbors

# instantiate a detector with default parameters, returning scores
knn = KNN()

# bind the detector to data and learn a model with all data
knn_raw = machine(knn, X) |> fit!

# transform data to raw outlier scores based on the test data; note that there
# is no `predict` defined for raw detectors
transform(knn_raw, rows=test)

# OutlierDetection.jl provides helper functions to normalize the scores,
# for example using min-max scaling based on the training scores
knn_probas = machine(ProbabilisticDetector(knn), X) |> fit!

# predict outlier probabilities based on the test data
predict(knn_probas, rows=test)

# OutlierDetection.jl also provides helper functions to turn scores into classes,
# for example by imposing a threshold based on the training data percentiles
knn_classifier = machine(DeterministicDetector(knn), X) |> fit!

# predict outlier classes based on the test data
predict(knn_classifier, rows=test)

It is also possible to use OutlierDetection.jl without MLJ, however, note that more explicit steps are necessary.

using OutlierDetection: fit, transform, scale_minmax, classify_quantile, outlier_fraction
using OutlierDetectionNeighbors: KNNDetector # explicitly import detector
using OutlierDetectionData: ODDS

X, y = ODDS.load("thyroid")
knn = KNNDetector()

# explicit conversion to a native array is necessary
# note that we are using the transposed data, because column-major data is expected
Xmatrix = Matrix(X)'

# explicit fit result and training scores
model, scores_train = fit(knn, Xmatrix[:, 11:end]; verbosity = 0)

# transform the first 10 points to scores (not used for training)
scores_test = transform(knn, model, Xmatrix[:, 1:10])

# explicitly normalize train and test scores
proba_train, proba_test = scale_minmax((scores_train, scores_test))

# explicitly convert scores to labels (> 95th percentile would be an outlier)
labels_train, labels_test = classify_quantile(0.95)((scores_train, scores_test))

Algorithms (also known as Detectors)

Algorithms marked with '✓' are implemented in Julia. Algorithms marked with '✓ (py)' are implemented in Python (thanks to the wonderful PyOD library) with an existing Julia interface through PyCall. If you would like to know more, open the detector reference.

Name Description Year Status Authors
LMDD Linear deviation-based outlier detection 1996 ✓ (py) Arning et al.
KNN Distance-based outliers 1997 Knorr and Ng
MCD Minimum covariance determinant 1999 ✓ (py) Rousseeuw and Driessen
KNN Distance to the k-th nearest neighbor 2000 Ramaswamy
LOF Local outlier factor 2000 Breunig et al.
OCSVM One-Class support vector machine 2001 ✓ (py) Schölkopf et al.
KNN Sum of distances to the k-nearest neighbors 2002 Angiulli and Pizzuti
COF Connectivity-based outlier factor 2002 Tang et al.
LOCI Local correlation integral 2003 ✓ (py) Papadimitirou et al.
CBLOF Cluster-based local outliers 2003 ✓ (py) He et al.
PCA Principal component analysis 2003 ✓ (py) Shyu et al.
IForest Isolation forest 2008 ✓ (py) Liu et al.
ABOD Angle-based outlier detection 2009 Kriegel et al.
SOD Subspace outlier detection 2009 ✓ (py) Kriegel et al.
HBOS Histogram-based outlier score 2012 ✓ (py) Goldstein and Dengel
SOS Stochastic outlier selection 2012 ✓ (py) Janssens et al.
AE Auto-encoder reconstruction loss outliers 2015 Aggarwal
ABOD Stable angle-based outlier detection 2015 Li et al.
LODA Lightweight on-line detector of anomalies 2016 ✓ (py) Pevný
DeepSAD Deep semi-supervised anomaly detection 2019 Ruff et al.
COPOD Copula-based outlier detection 2020 ✓ (py) Li et al.
ROD Rotation-based outlier detection 2020 ✓ (py) Almardeny et al.
ESAD End-to-end semi-supervised anomaly detection 2020 Huang et al.

If there are already so many algorithms available in Python - why Julia, you might ask? Let's have some fun!

using OutlierDetection, MLJ
using BenchmarkTools: @benchmark
X = rand(10, 100000)
LOF =  @iload LOFDetector pkg=OutlierDetectionNeighbors
PyLOF =  @iload LOFDetector pkg=OutlierDetectionPython
lof = machine(LOF(k=5, algorithm=:kdtree, leafsize=30, parallel=true), X) |> fit!
pylof = machine(PyLOF(n_neighbors=5, algorithm="kd_tree", leaf_size=30, n_jobs=-1), X) |> fit!

Julia enables you to implement your favorite algorithm in no time, and it will be fast, blazingly fast.

@benchmark transform(lof, X)
> median time:      341.464 ms (0.00% GC)

Interoperating with Python is easy!

@benchmark transform(pylof, X)
> median time:      7.934 s (0.00% GC)


OutlierDetection.jl is a community effort and your help is extremely welcome! See our contribution guide for more information how to contribute to the project.


Thanks go to these wonderful people (emoji key):

David Muhr
David Muhr

💻 ⚠️ 📖 🚧
Páll Haraldsson
Páll Haraldsson

Anthony Blaom, PhD
Anthony Blaom, PhD

Pietro Monticone
Pietro Monticone

Petr Mukhachev
Petr Mukhachev

Tyler Thomas
Tyler Thomas


This project follows the all-contributors specification. Contributions of any kind welcome!