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Table 1 Multivariate outlier removal via PyOD’s algorithms cannot reliably identify data rows that contain a single univariate outlier. Since all of the scalar outliers were simulated to be more extreme than the most extreme non-outlying scalar value across all features, most univariate outlier removal algorithms would have a 100% TPR in this test because they transform scalars to outliership scores monotonically

From: STAR_outliers: a python package that separates univariate outliers from non-normal distributions

Model name

Normal TPR

Uniform TPR

ECOD

0.15519

0.15579

COPOD

0.14678

0.13375

KDE

0.84530

0.08795

Sampling

0.72556

0.04861

PCA

0.90761

0.09117

MCD

0.91285

0.09237

OCSVM

0.91123

0.09197

LOF

0.81315

0.10645

COF

0.61499

0.08274

CBLOF

0.88351

0.07951

HBOS

0.04058

0.11448

KNN

0.87467

0.10404

ABOD

0.37622

0.05142

LODA

0.38063

0.05584

SUOD

0.24724

0.12328

VAE

0.91324

0.09037

SO_GAAL

0.02852

0.01365

DeepSVDD

0.15032

0.00081

INNE

0.84045

0.09600

FB

0.76853

0.15307

AutoEncoder

0.91324

0.08997