A stacked ensemble combines scores from multiple outlier detectors with a classifier that learns a final outlier prediction or score. Unlike fixed weighting, it can account for detector correlations and cases where detectors succeed or fail differently. section 14.6.5
Build a stacked ensemble by:
- Combining the score columns with ground-truth, hand-labeled, or pseudo-label data. section 14.6.5 section 15.4.1
- Training a classifier, such as a Random Forest, and using its positive-class probability as the final outlier score. section 14.6.5
- Cross-validating the model and checking that examples from both classes represent real data. section 14.6.5 section 15.4.1
Labeled detector scores
Create a dataframe containing detector scores and a Label column, then fit a Random Forest classifier to predict whether each record is of interest. Binary labels are supported; graded relevance scores are preferred. section 15.4.1
