Detect Feature Outliers with Mahalanobis Distance
A feature vector can sit close to a reference mean in Euclidean distance and still be unusual for the distribution that produced the reference data. Mahalanobis distance accounts for this by scaling displacement according to covariance. Directions with little observed variation contribute more to the score than directions in which the reference data naturally spreads out. That behavior makes the distance useful as a compact outlier score for model features or embeddings, provided the reference statistics are meaningful and the covariance estimate is numerically usable.