Modeling outlier detection as a classification problem
Samples examined by domain experts used for training & testing
Methods for Learning a classifier for outlier detection effectively:
Model normal objects & report those not matching the model as outliers, or
Model outliers and treat those not matching the model as normal
Challenges
Imbalanced classes, i.e., outliers are rare: Boost the outlier class and make up some artificial outliers
Catch as many outliers as possible, i.e., recall is more important than accuracy (i.e., not mislabeling normal objects as outliers)