Noise-Robust Density Estimation for Tabular Data Anomaly Detection

Density-based anomaly detection methods often provide accurate and interpretable predictions but their performance can be severely degraded by the inherent noise of data, such as changes arising from environmental conditions during data collection or background noise. To deal with such noise, we present noise-robust density estimation (NRDE) for tabular data anomaly detection. We aim to estimate the density of pure data with the influence of noises isolated, which is a non-trivial task since the data-generating process is completely unknown. Specifically, NRDE learns a Jacobian-regularized normalizing flow to estimate the sources of data and categorizes sources into two groups, where one group generates pure data and the other generates noise. After generating pure data, we can use the density of such pure data to detect anomalies caused by the sources of pure data solely. Therefore, NRDE is robust to inherent noise. We provide theoretical results to support the effectiveness of NRDE and compare NRDE with $17$ baselines on $47$ benchmark datasets under different settings, including vanilla anomaly detection, anomaly detection with anomaly contamination, anomaly detection on noisy data, and transductive outlier detection.