AIDA: Analytic isolation and distance-based anomaly detection algorithm

Many unsupervised anomaly detection algorithms rely on the concept of nearest neighbours to compute the anomaly scores. Such algorithms are popular because there are no assumptions about the data, making them a robust choice for unstructured datasets. However, the number (k) of nearest neighbours, which critically affects the model performance, cannot be tuned in an unsupervised setting. Hence, we propose the new and parameter-free Analytic Isolation and Distance-based Anomaly (AIDA) detection algorithm, that combines the metrics of distance with isolation. Based on AIDA, we also introduce the Tempered Isolation-based eXplanation (TIX) algorithm, which identifies the most relevant features characterizing an outlier, even in large multi-dimensional datasets, improving the overall explainability of the detection mechanism. Both AIDA and TIX are thoroughly tested and compared with state-of-the-art alternatives, proving to be useful additions to the existing set of tools in anomaly detection.