Local Outlier Factor

Local Outlier Factor (LOF) measures the local deviation of the density of a given sample with respect to its neighbors.

It is local in that the anomaly score depends on how isolated the object is with respect to the surrounding neighborhood.

More precisely, locality is given by k-nearest neighbors, whose distance is used to estimate the local density. By comparing the local density of a sample to the local densities of its neighbors, one can identify samples that have a substantially lower density than their neighbors. These are considered outliers.