Mahanalobis_Detection_Outliers is a method based on the inference of some parameters (means vertors and precisions matrice) of gaussian mixture with the EM algorithm to define mahanalobis distance and a scoring.
Use the package manager pip to install Mahanalobis_Detection_Outliers.
pip3 install MDO-outlier-detectorfrom mdo_outlier_detector.detector import Mdo
params = {
"inference_type"='bayesian',
"n_components" : 10,
"covariance_type" : 'full',
...
} #Parameters for bayesian Gaussian mixture or the usual one more explanations about parameters on sklearn
outliers_dectetion = Mdo()
X_scoring = outlier_detection.transform(X, **params)
# Procede to inference for finding parameters (means and precision matrice)
List_scoring_global = outlier_detection.get_scoring() # returns global scoring
List_scoring_local = outlier_detection.get_scoring("local") # returns local scoring