DCPY.ENVELOPE(contamination, columns)

DCPY.ENVELOPE(contamination, columns)

Elliptic Envelope is a multivariate outlier detection technique, which strongly assumes Gaussian distribution of underlying data. This assumption is used to identify outlying samples using robust covariance estimation.

Parameters
  • contamination – Approximate proportion of outliers in the dataset, which is used as a threshold for the decision function, float (0;1) (default 0.1).

  • columns – Dataset columns or custom calculations.

Example: DCPY.ENVELOPE(0.1, sum([Gross Sales]), sum([No of customers])) used as a calculation for the Color field of the Scatterplot visualization.

Input data
  • Numeric variables are automatically scaled to zero mean and unit variance.

  • Character variables are transformed to numeric values using one-hot encoding.

  • Dates are treated as character variables, so they are also one-hot encoded.

  • Size of input data is not limited, but many categories in character or date variables increase rapidly the dimensionality.

  • Rows that contain missing values in any of their columns are dropped.

Result
  • Column of values 1 corresponding to inlier, and -1 corresponding to outlier.
  • Rows that were dropped from input data due to containing missing values have missing value instead of assigned inlier/outlier value.
Key usage points
  • Data needs to be Gaussian distributed, otherwise it losses reliability.

  • Works well when the dataset does not contain many variables.

Example

For the whole list of algorithms, see Data science built-in algorithms.

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