Online Multivariate Anomaly Detection and Localization for High-dimensional Settings

arXiv.org Machine Learning

This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets harmed. We propose a sequential and multivariate anomaly detection method that scales well to high-dimensional datasets. The proposed method follows a nonparametric, i.e., data-driven, and semi-supervised approach, i.e., trains only on nominal data. Thus, it is applicable to a wide range of applications and data types. Thanks to its multivariate nature, it can quickly and accurately detect challenging anomalies, such as changes in the correlation structure and stealth low-rate cyberattacks. Its asymptotic optimality and computational complexity are comprehensively analyzed. In conjunction with the detection method, an effective technique for localizing the anomalous data dimensions is also proposed. We further extend the proposed detection and localization methods to a supervised setup where an additional anomaly dataset is available, and combine the proposed semi-supervised and supervised algorithms to obtain an online learning algorithm under the semi-supervised framework. The practical use of proposed algorithms are demonstrated in DDoS attack mitigation, and their performances are evaluated using a real IoT-botnet dataset and simulations.


Integrated Clustering and Anomaly Detection (INCAD) for Streaming Data (Revised)

arXiv.org Machine Learning

Most current clustering based anomaly detection methods use scoring schema and thresholds to classify anomalies. These methods are often tailored to target specific data sets with "known" number of clusters. The paper provides a streaming clustering and anomaly detection algorithm that does not require strict arbitrary thresholds on the anomaly scores or knowledge of the number of clusters while performing probabilistic anomaly detection and clustering simultaneously. This ensures that the cluster formation is not impacted by the presence of anomalous data, thereby leading to more reliable definition of "normal vs abnormal" behavior. The motivations behind developing the INCAD model and the path that leads to the streaming model is discussed.


Bayesian Anomaly Detection Using Extreme Value Theory

arXiv.org Machine Learning

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or low) scores as anomalies. This presents a practical limitation on the applicability of such methods, since most methods are sensitive to the choice of the threshold, and it is challenging to set optimal thresholds. We present a probabilistic framework to explicitly model the normal and anomalous behaviors and probabilistically reason about the data. An extreme value theory based formulation is proposed to model the anomalous behavior as the extremes of the normal behavior. As a specific instantiation, a joint non-parametric clustering and anomaly detection algorithm (INCAD) is proposed that models the normal behavior as a Dirichlet Process Mixture Model. A pseudo-Gibbs sampling based strategy is used for inference. Results on a variety of data sets show that the proposed method provides effective clustering and anomaly detection without requiring strong initialization and thresholding parameters.


An Encoder-Decoder Based Approach for Anomaly Detection with Application in Additive Manufacturing

arXiv.org Machine Learning

We present a novel unsupervised deep learning approach that utilizes the encoder-decoder architecture for detecting anomalies in sequential sensor data collected during industrial manufacturing. Our approach is designed not only to detect whether there exists an anomaly at a given time step, but also to predict what will happen next in the (sequential) process. We demonstrate our approach on a dataset collected from a real-world testbed. The dataset contains images collected under both normal conditions and synthetic anomalies. We show that the encoder-decoder model is able to identify the injected anomalies in a modern manufacturing process in an unsupervised fashion. In addition, it also gives hints about the temperature non-uniformity of the testbed during manufacturing, which is what we are not aware of before doing the experiment.


Group Anomaly Detection using Flexible Genre Models

Neural Information Processing Systems

An important task in exploring and analyzing real-world data sets is to detect unusual and interesting phenomena. In this paper, we study the group anomaly detection problem. Unlike traditional anomaly detection research that focuses on data points, our goal is to discover anomalous aggregated behaviors of groups of points. For this purpose, we propose the Flexible Genre Model (FGM). FGM is designed to characterize data groups at both the point level and the group level so as to detect various types of group anomalies. We evaluate the effectiveness of FGM on both synthetic and real data sets including images and turbulence data, and show that it is superior to existing approaches in detecting group anomalies.