466 research outputs found
Multi-criteria Anomaly Detection using Pareto Depth Analysis
We consider the problem of identifying patterns in a data set that exhibit
anomalous behavior, often referred to as anomaly detection. In most anomaly
detection algorithms, the dissimilarity between data samples is calculated by a
single criterion, such as Euclidean distance. However, in many cases there may
not exist a single dissimilarity measure that captures all possible anomalous
patterns. In such a case, multiple criteria can be defined, and one can test
for anomalies by scalarizing the multiple criteria using a linear combination
of them. If the importance of the different criteria are not known in advance,
the algorithm may need to be executed multiple times with different choices of
weights in the linear combination. In this paper, we introduce a novel
non-parametric multi-criteria anomaly detection method using Pareto depth
analysis (PDA). PDA uses the concept of Pareto optimality to detect anomalies
under multiple criteria without having to run an algorithm multiple times with
different choices of weights. The proposed PDA approach scales linearly in the
number of criteria and is provably better than linear combinations of the
criteria.Comment: Removed an unnecessary line from Algorithm
NetLSD: Hearing the Shape of a Graph
Comparison among graphs is ubiquitous in graph analytics. However, it is a
hard task in terms of the expressiveness of the employed similarity measure and
the efficiency of its computation. Ideally, graph comparison should be
invariant to the order of nodes and the sizes of compared graphs, adaptive to
the scale of graph patterns, and scalable. Unfortunately, these properties have
not been addressed together. Graph comparisons still rely on direct approaches,
graph kernels, or representation-based methods, which are all inefficient and
impractical for large graph collections.
In this paper, we propose the Network Laplacian Spectral Descriptor (NetLSD):
the first, to our knowledge, permutation- and size-invariant, scale-adaptive,
and efficiently computable graph representation method that allows for
straightforward comparisons of large graphs. NetLSD extracts a compact
signature that inherits the formal properties of the Laplacian spectrum,
specifically its heat or wave kernel; thus, it hears the shape of a graph. Our
evaluation on a variety of real-world graphs demonstrates that it outperforms
previous works in both expressiveness and efficiency.Comment: KDD '18: The 24th ACM SIGKDD International Conference on Knowledge
Discovery & Data Mining, August 19--23, 2018, London, United Kingdo
Online Nonparametric Anomaly Detection based on Geometric Entropy Minimization
We consider the online and nonparametric detection of abrupt and persistent
anomalies, such as a change in the regular system dynamics at a time instance
due to an anomalous event (e.g., a failure, a malicious activity). Combining
the simplicity of the nonparametric Geometric Entropy Minimization (GEM) method
with the timely detection capability of the Cumulative Sum (CUSUM) algorithm we
propose a computationally efficient online anomaly detection method that is
applicable to high-dimensional datasets, and at the same time achieve a
near-optimum average detection delay performance for a given false alarm
constraint. We provide new insights to both GEM and CUSUM, including new
asymptotic analysis for GEM, which enables soft decisions for outlier
detection, and a novel interpretation of CUSUM in terms of the discrepancy
theory, which helps us generalize it to the nonparametric GEM statistic. We
numerically show, using both simulated and real datasets, that the proposed
nonparametric algorithm attains a close performance to the clairvoyant
parametric CUSUM test.Comment: to appear in IEEE International Symposium on Information Theory
(ISIT) 201
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