Anomaly Detection with Selective Dictionary Learning

In this paper we present new methods of anomaly detection based on Dictionary Learning (DL) and Kernel Dictionary Learning (KDL). The main contribution consists in the adaption of known DL and KDL algorithms in the form of unsupervised methods, used for outlier detection. We propose a reduced kernel version (RKDL), which is useful for problems with large data sets, due to the large kernel matrix. We also improve the DL and RKDL methods by the use of a random selection of signals, which aims to eliminate the outliers from the training procedure. All our algorithms are introduced in an anomaly detection toolbox and are compared to standard benchmark results

Kernel t-distributed stochastic neighbor embedding

This paper presents a kernelized version of the t-SNE algorithm, capable of mapping high-dimensional data to a low-dimensional space while preserving the pairwise distances between the data points in a non-Euclidean metric. This can be achieved using a kernel trick only in the high dimensional space or in both spaces, leading to an end-to-end kernelized version. The proposed kernelized version of the t-SNE algorithm can offer new views on the relationships between data points, which can improve performance and accuracy in particular applications, such as classification problems involving kernel methods. The differences between t-SNE and its kernelized version are illustrated for several datasets, showing a neater clustering of points belonging to different classes