13 research outputs found
Automatic Hyperparameter Tuning Method for Local Outlier Factor, with Applications to Anomaly Detection
In recent years, there have been many practical applications of anomaly
detection such as in predictive maintenance, detection of credit fraud, network
intrusion, and system failure. The goal of anomaly detection is to identify in
the test data anomalous behaviors that are either rare or unseen in the
training data. This is a common goal in predictive maintenance, which aims to
forecast the imminent faults of an appliance given abundant samples of normal
behaviors. Local outlier factor (LOF) is one of the state-of-the-art models
used for anomaly detection, but the predictive performance of LOF depends
greatly on the selection of hyperparameters. In this paper, we propose a novel,
heuristic methodology to tune the hyperparameters in LOF. A tuned LOF model
that uses the proposed method shows good predictive performance in both
simulations and real data sets.Comment: 15 pages, 5 figure
Randomizing Ensemble-based approaches for Outlier
The data size is increasing dramatically every day, therefore, it has emerged the need of detecting abnormal behaviors, which can harm seriously our systems. Outlier detection refers to the process of identifying outlying activities, which diverge from the remaining group of data. This process, an integral part of data mining field, has experienced recently a substantial interest from the data mining community. An outlying activity or an outlier refers to a data point, which significantly deviates and appears to be inconsistent compared to other data members. Ensemble-based outlier detection is a line of research employed in order to reduce the model dependence from datasets or data locality by raising the robustness of the data mining procedures. The key principle of an ensemble approach is using the combination of individual detection results, which do not contain the same list of outliers in order to come up with a consensus finding. In this paper, we propose a novel strategy of constructing randomized ensemble outlier detection. This approach is an extension of the heuristic greedy ensemble construction previously built by the research community. We will focus on the core components of constructing an ensemble –based algorithm for outlier detection. The randomization will be performed by intervening into the pseudo code of greedy ensemble and implementing randomization in the respective java code through the ELKI data-mining platform. The key purpose of our approach is to improve the greedy ensemble and to overcome its local maxima problem. In order to induce diversity, it is performed randomization by initializing the search with a random outlier detector from the pool of detectors. Finally, the paper provides strong insights regarding the ongoing work of our randomized ensemble-based approach for outlier detection. Empirical results indicate that due to inducing diversity by employing various outlier detection algorithms, the randomized ensemble approach performs better than using only one outlier detector
SINKING IMPLEMENTATION COSTS WITH ELEVATED LIKELIHOOD IN SEARCHING
A proper theoretical analysis implies that with high probability, the RCT returns a proper query lead to time that will depend very competitively on the way of measuring the intrinsic dimensionality from the data set. Objects are selected based on their ranks with regards to the query object, allowing much tighter control around the overall execution costs. This paper introduces an information structure for k-NN search, the Rank Cover Tree (RCT), whose pruning tests depend exclusively around the comparison of similarity values other qualities from the underlying space, like the triangular inequality, aren't employed. Additionally they reveal that the RCT is capable of doing meeting or exceeding the amount of performance of condition-of-the-art techniques that utilize metric pruning or any other selection tests involving statistical constraints on distance values. The experimental recent results for the RCT reveal that non-metric pruning techniques for similarity search could be practical even if your representational dimension from the information is very high. Experimental evidence indicating that for practical k-NN search applications, our rank-based technique is very as good as approaches which make explicit utilization of similarity constraints
On the Nature and Types of Anomalies: A Review
Anomalies are occurrences in a dataset that are in some way unusual and do
not fit the general patterns. The concept of the anomaly is generally
ill-defined and perceived as vague and domain-dependent. Moreover, despite some
250 years of publications on the topic, no comprehensive and concrete overviews
of the different types of anomalies have hitherto been published. By means of
an extensive literature review this study therefore offers the first
theoretically principled and domain-independent typology of data anomalies, and
presents a full overview of anomaly types and subtypes. To concretely define
the concept of the anomaly and its different manifestations, the typology
employs five dimensions: data type, cardinality of relationship, anomaly level,
data structure and data distribution. These fundamental and data-centric
dimensions naturally yield 3 broad groups, 9 basic types and 61 subtypes of
anomalies. The typology facilitates the evaluation of the functional
capabilities of anomaly detection algorithms, contributes to explainable data
science, and provides insights into relevant topics such as local versus global
anomalies.Comment: 38 pages (30 pages content), 10 figures, 3 tables. Preprint; review
comments will be appreciated. Improvements in version 2: Explicit mention of
fifth anomaly dimension; Added section on explainable anomaly detection;
Added section on variations on the anomaly concept; Various minor additions
and improvement