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📄 Abstract
Abstract: Outlier detection (OD) has a vast literature as it finds numerous real-world
applications. Being an unsupervised task, model selection is a key bottleneck
for OD without label supervision. Despite a long list of available OD
algorithms with tunable hyperparameters, the lack of systematic approaches for
unsupervised algorithm and hyperparameter selection limits their effective use
in practice. In this paper, we present FoMo-0D, a pre-trained Foundation Model
for zero/0-shot OD on tabular data, which bypasses the hurdle of model
selection altogether. Having been pre-trained on synthetic data, FoMo-0D can
directly predict the (outlier/inlier) label of test samples without parameter
fine-tuning -- requiring no labeled data, and no additional training or
hyperparameter tuning when given a new task. Extensive experiments on 57
real-world datasets against 26 baselines show that FoMo-0D is highly
competitive; outperforming the majority of the baselines with no statistically
significant difference from the 2nd best method. Further, FoMo-0D is efficient
in inference time requiring only 7.7 ms per sample on average, with at least 7x
speed-up compared to previous methods. To facilitate future research, our
implementations for data synthesis and pre-training as well as model
checkpoints are openly available at https://github.com/A-Chicharito-S/FoMo-0D.