Local Subspace-Based Outlier Detection using Global Neighbourhoods

Outlier detection in high-dimensional data is a challenging yet important task, as it has applications in, e.g., fraud detection and quality control. State-of-the-art density-based algorithms perform well because they 1) take the local neighbourhoods of data points into account and 2) consider feature subspaces. In highly complex and high-dimensional data, however, existing methods are likely to overlook important outliers because they do not explicitly take into account that the data is often a mixture distribution of multiple components. We therefore introduce GLOSS, an algorithm that performs local subspace outlier detection using global neighbourhoods. Experiments on synthetic data demonstrate that GLOSS more accurately detects local outliers in mixed data than its competitors. Moreover, experiments on real-world data show that our approach identifies relevant outliers overlooked by existing methods, confirming that one should keep an eye on the global perspective even when doing local outlier detection.Comment: Short version accepted at IEEE BigData 201

A Local Density-Based Approach for Local Outlier Detection

This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in which the density distribution at the location of an object is estimated with a local KDE method based on extended nearest neighbors of the object. Instead of using only $k$ nearest neighbors, we further consider reverse nearest neighbors and shared nearest neighbors of an object for density distribution estimation. Some theoretical properties of the proposed RDOS including its expected value and false alarm probability are derived. A comprehensive experimental study on both synthetic and real-life data sets demonstrates that our approach is more effective than state-of-the-art outlier detection methods.Comment: 22 pages, 14 figures, submitted to Pattern Recognition Letter

Towards Real-Time Detection and Tracking of Spatio-Temporal Features: Blob-Filaments in Fusion Plasma

A novel algorithm and implementation of real-time identification and tracking of blob-filaments in fusion reactor data is presented. Similar spatio-temporal features are important in many other applications, for example, ignition kernels in combustion and tumor cells in a medical image. This work presents an approach for extracting these features by dividing the overall task into three steps: local identification of feature cells, grouping feature cells into extended feature, and tracking movement of feature through overlapping in space. Through our extensive work in parallelization, we demonstrate that this approach can effectively make use of a large number of compute nodes to detect and track blob-filaments in real time in fusion plasma. On a set of 30GB fusion simulation data, we observed linear speedup on 1024 processes and completed blob detection in less than three milliseconds using Edison, a Cray XC30 system at NERSC.Comment: 14 pages, 40 figure

Detecting Outliers in Data with Correlated Measures

Advances in sensor technology have enabled the collection of large-scale datasets. Such datasets can be extremely noisy and often contain a significant amount of outliers that result from sensor malfunction or human operation faults. In order to utilize such data for real-world applications, it is critical to detect outliers so that models built from these datasets will not be skewed by outliers. In this paper, we propose a new outlier detection method that utilizes the correlations in the data (e.g., taxi trip distance vs. trip time). Different from existing outlier detection methods, we build a robust regression model that explicitly models the outliers and detects outliers simultaneously with the model fitting. We validate our approach on real-world datasets against methods specifically designed for each dataset as well as the state of the art outlier detectors. Our outlier detection method achieves better performances, demonstrating the robustness and generality of our method. Last, we report interesting case studies on some outliers that result from atypical events.Comment: 10 page

A taxonomy framework for unsupervised outlier detection techniques for multi-type data sets

The term "outlier" can generally be defined as an observation that is significantly different from the other values in a data set. The outliers may be instances of error or indicate events. The task of outlier detection aims at identifying such outliers in order to improve the analysis of data and further discover interesting and useful knowledge about unusual events within numerous applications domains. In this paper, we report on contemporary unsupervised outlier detection techniques for multiple types of data sets and provide a comprehensive taxonomy framework and two decision trees to select the most suitable technique based on data set. Furthermore, we highlight the advantages, disadvantages and performance issues of each class of outlier detection techniques under this taxonomy framework

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