Implementation of local outlier factor #1825
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…res/1758-Implementation_of_local_outlier_factor
…umption. Validation and tracking of indices missing.
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Description
Added an implementation of the local outlier factor (lof) used for outlier classification. The bottleneck to reduce memory consumption lies in the pairwise distance matrix. Memory consumption can be significantly reduced by taking only the n smallest elements in the distance matrix into account (only these are needed to compute the lof). Thus, a new distance matrix, called cdist_small, was established that combines the functionality of cdist and topk, but has the advantage that the smallest n distances are dynamically choosen during computation without evaluating the whole distance matrix cdist at once.
Issue/s resolved: #1758
Changes proposed:
Type of change
Does this change modify the behaviour of other functions? If so, which?
no