Mongodb aggregation to find outliers - pandas

Question

In my mongodb collection documents are stored in the following format:
{ "_id" : ObjectId("62XXXXXX"), "res" : 12, ... }
{ "_id" : ObjectId("63XXXXXX"), "res" : 23, ... }
{ "_id" : ObjectId("64XXXXXX"), "res" : 78, ... }
...
I need to extract id's for the document for which the value of "res" is outlier (i.e. value < Q1 - 1.5 * IQR or value > Q3 + 1.5 * IQR (Q1, Q3 are percentiles)). I have done this using pandas functionality by retrieving all documents from the collection, which may become slow if the number of documents in collection become too big.
Is there a way to do this using mongodb aggregation pipeline (or just calculating percentiles)?

Answer 1

If I understand how you want to retrieve outliers, here's one way you might be able to do it.
db.collection.aggregate([
{ // partition res into quartiles
"$bucketAuto": {
"groupBy": "$res",
"buckets": 4
}
},
{ // get the max of each quartile
"$group": {
"_id": "$_id.max"
}
},
{ // sort the quartile maxs
"$sort": {
"_id": 1
}
},
{ // put sorted quartile maxs into array
"$group": {
"_id": null,
"maxs": {"$push": "$_id"}
}
},
{ // assign Q1 and Q3
"$project": {
"_id": 0,
"q1": {"$arrayElemAt": ["$maxs", 0]},
"q3": {"$arrayElemAt": ["$maxs", 2]}
}
},
{ // set IQR
"$set": {
"iqr": {
"$subtract": ["$q3", "$q1"]
}
}
},
{ // assign upper/lower outlier thresholds
"$project": {
"outlierThresholdLower": {
"$subtract": [
"$q1",
{"$multiply": ["$iqr", 1.5]}
]
},
"outlierThresholdUpper": {
"$add": [
"$q3",
{"$multiply": ["$iqr", 1.5]}
]
}
}
},
{ // get outlier _id's
"$lookup": {
"from": "collection",
"as": "outliers",
"let": {
"oTL": "$outlierThresholdLower",
"oTU": "$outlierThresholdUpper"
},
"pipeline": [
{
"$match": {
"$expr": {
"$or": [
{"$lt": ["$res", "$$oTL"]},
{"$gt": ["$res", "$$oTU"]}
]
}
}
},
{
"$project": {
"_id": 1
}
}
]
}
}
])
Try it on mongoplayground.net.

Answer 2

One more option based on #rickhg12hs's answer, is to use $setWindowFields:
db.collection.aggregate([
{$setWindowFields: {
sortBy: {res: 1},
output: {
totalCount: {$count: {}},
index: {$sum: 1, window: {documents: ["unbounded", "current"]}}
}
}
},
{$match: {
$expr: {$lte: [
{$abs: {$subtract: [
{$mod: [
{$multiply: [
{$add: ["$index", {$round: {$divide: ["$totalCount", 4]}}]}, 2]},
"$totalCount"
]}, 0]}
}, 1]}
}},
{$group: {_id: null, res: {$push: "$res"}}},
{$project: {_id: 0, q1: {$first: "$res"}, q3: {$last: "$res"},
iqr: {"$subtract": [{$last: "$res"}, {$first: "$res"}]}
}},
{$project: {
outlierThresholdLower: {$subtract: ["$q1", {$multiply: ["$iqr", 1.5]}]},
outlierThresholdUpper: {$add: ["$q3", {$multiply: ["$iqr", 1.5]}]}
}
},
{$lookup: {
from: "collection",
as: "outliers",
let: {oTL: "$outlierThresholdLower", oTU: "$outlierThresholdUpper"},
pipeline: [
{$match: {$expr: {$or: [{$lt: ["$res", "$$oTL"]}, {$gt: ["$res", "$$oTU"]}]}}},
{$project: {_id: 1}}
]
}
}
])
See how it works on the playground example