In data mining, anomaly detection (also outlier detection) is the identification of rare items, events or observations which raise suspicions by differing significantly from the majority of the data. (Wikipedia)
It's a common frustration--software updates intended to make our applications run faster inadvertently end up doing just the opposite. These bugs, called performance regressions in the field of computer science, are time-consuming to fix because locating software errors normally requires substantial human intervention. To overcome this obstacle, researchers at Texas A&M University, in collaboration with computer scientists at Intel Labs, developed a completely automated way of identifying the source of the errors. Their algorithm, based on a specialized form of machine learning called deep learning, is not only turnkey, but also quick. It finds performance bugs in a matter of a few hours instead of days.
Artificial intelligence systems are being employed for a wide range of tasks from recognition systems to autonomous activities, from pattern and anomaly detection to predictive analytics and conversational systems, and many other aspects . One of the areas where AI has shown particular capability is in the area of recognition, from image recognition to speech and other aspects of pattern recognition. Source: Can AI Detect Your Emotion Just By How You Walk?
Anomaly detection in graphs is a severe problem finding strange behaviors in systems, like intrusion detection, fake ratings, and financial fraud. To minimize the effect of malicious activities as soon as possible, we need to detect anomalies in real-time to identify an incoming edge and decide if it is anomalous or not. Existing methods, process edge streams in an online manner and can miss a large amount of suspicious activity; in contrast to this, MIDAS detects microclusters anomalies in edge streams using constant time and memory, providing theoretical bounds on the false positive probability. Main MIDAS contributions are: 1. Streaming Microcluster Detection, novel streaming approach for detecting microcluster anomalies; 2. Theoretical Guarantee, on the false positive probability of MIDAS; 3. Effectiveness, MIDAS' experimental results show that MIDAS outperforms the baseline approaches by 42%-48% accuracy and processes the data 162–644 times faster. If we compare MIDAS to previous approaches that detect anomalies in edge streams, we see that MIDAS includes more features like Microcluster Detection and Guarantee on false-positive probability, keeping the other elements of other approaches.
Asynchronous event sequences are the basis of many applications throughout different industries. In this work, we tackle the task of predicting the next event (given a history), and how this prediction changes with the passage of time. In both cases, the combination of RNNs with either Gaussian process or function decomposition allows to express rich temporal evolution of the distribution parameters, and naturally captures uncertainty. Experiments on class prediction, time prediction and anomaly detection demonstrate the high performances of our models on various datasets compared to other approaches. Papers published at the Neural Information Processing Systems Conference.
We consider the problem of detecting anomalies in a large dataset. We propose a framework called Partial Identification which captures the intuition that anomalies are easy to distinguish from the overwhelming majority of points by relatively few attribute values. Formalizing this intuition, we propose a geometric anomaly measure for a point that we call PIDScore, which measures the minimum density of data points over all subcubes containing the point. We present PIDForest: a random forest based algorithm that finds anomalies based on this definition. We show that it performs favorably in comparison to several popular anomaly detection methods, across a broad range of benchmarks.
This paper presents a provable and strong algorithm, termed Innovation Search (iSearch), to robust Principal Component Analysis (PCA) and outlier detection. An outlier by definition is a data point which does not participate in forming a low dimensional structure with a large number of data points in the data. In other word, an outlier carries some innovation with respect to most of the other data points. A convex optimization problem is proposed whose optimal value is used as our measure of innovation. We derive analytical performance guarantees for the proposed robust PCA method under different models for the distribution of the outliers including randomly distributed outliers, clustered outliers, and linearly dependent outliers.
Nearest-neighbor (NN) procedures are well studied and widely used in both supervised and unsupervised learning problems. In this paper we are concerned with investigating the performance of NN-based methods for anomaly detection. We first show through extensive simulations that NN methods compare favorably to some of the other state-of-the-art algorithms for anomaly detection based on a set of benchmark synthetic datasets. We further consider the performance of NN methods on real datasets, and relate it to the dimensionality of the problem. Next, we analyze the theoretical properties of NN-methods for anomaly detection by studying a more general quantity called distance-to-measure (DTM), originally developed in the literature on robust geometric and topological inference.
Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical difficulties of estimating time-varying and high-dimensional covariance matrices often limits existing methods to handling at most a few hundred dimensions or requires making strong assumptions on the dependence between series. We propose to combine an RNN-based time series model with a Gaussian copula process output model with a low-rank covariance structure to reduce the computational complexity and handle non-Gaussian marginal distributions. This permits to drastically reduce the number of parameters and consequently allows the modeling of time-varying correlations of thousands of time series. We show on several real-world datasets that our method provides significant accuracy improvements over state-of-the-art baselines and perform an ablation study analyzing the contributions of the different components of our model.
Despite the wide success of deep neural networks (DNN), little progress has been made on end-to-end unsupervised outlier detection (UOD) from high dimensional data like raw images. In this paper, we propose a framework named E 3Outlier, which can perform UOD in a both effective and end-to-end manner: First, instead of the commonly-used autoencoders in previous end-to-end UOD methods, E 3Outlier for the first time leverages a discriminative DNN for better representation learning, by using surrogate supervision to create multiple pseudo classes from original unlabelled data. Next, unlike classic UOD that utilizes data characteristics like density or proximity, we exploit a novel property named inlier priority to enable end-to-end UOD by discriminative DNN. We demonstrate theoretically and empirically that the intrinsic class imbalance of inliers/outliers will make the network prioritize minimizing inliers' loss when inliers/outliers are indiscriminately fed into the network for training, which enables us to differentiate outliers directly from DNN's outputs. Finally, based on inlier priority, we propose the negative entropy based score as a simple and effective outlierness measure.
Novelty detection, a fundamental task in machine learning, has drawn a lot of recent attention due to its wide-ranging applications and the rise of neural approaches. In this work, we present a general framework for neural novelty detection that centers around a multivariate extension of the univariate quantile function. Our framework unifies and extends many classical and recent novelty detection algorithms, and opens the way to exploit recent advances in flow-based neural density estimation. We adapt the multiple gradient descent algorithm to obtain the first efficient end-to-end implementation of our framework that is free of tuning hyperparameters. Extensive experiments over a number of real datasets confirm the efficacy of our proposed method against state-of-the-art alternatives.