A Survey on Explainable Anomaly Detection

In the past two decades, most research on anomaly detection has focused on improving the accuracy of the detection, while largely ignoring the explainability of the corresponding methods and thus leaving the explanation of outcomes to practitioners. As anomaly detection algorithms are increasingly used in safety-critical domains, providing explanations for the high-stakes decisions made in those domains has become an ethical and regulatory requirement. Therefore, this work provides a comprehensive and structured survey on state-of-the-art explainable anomaly detection techniques. We propose a taxonomy based on the main aspects that characterize each explainable anomaly detection technique, aiming to help practitioners and researchers find the explainable anomaly detection method that best suits their needs.Comment: Paper accepted by the ACM Transactions on Knowledge Discovery from Data (TKDD) for publication (preprint version

Hierarchical Change Point Detection on Dynamic Networks

This paper studies change point detection on networks with community structures. It proposes a framework that can detect both local and global changes in networks efficiently. Importantly, it can clearly distinguish the two types of changes. The framework design is generic and as such several state-of-the-art change point detection algorithms can fit in this design. Experiments on both synthetic and real-world networks show that this framework can accurately detect changes while achieving up to 800X speedup.Comment: 9 pages, ACM WebSci'1