Multivariate Outlier Analysis
Detecting multivariate outliers
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I am looking for multivariate outliers in a dataset of [DATASET_SIZE] observations with [DIMENSIONS] dimensions. Univariate methods are insufficient because the outliers are related to combinations of variables. Explain and implement Mahalanobis distance, multivariate Isolation Forest, and how to visualize these anomalies in high dimensions.
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Avant la distance de Mahalanobis, standardisez vos variables et testez la colinéarité (si présent, appliquez PCA au préalable). Pour Isolation Forest, ajustez le paramètre `contamination` à la proportion estimée d’anomalies ; sinon le seuillage sera incohérent.
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