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Anomaly detection (preview)

#artificialintelligence

Anomaly detection helps you enhance your line charts by automatically detecting anomalies in your time series data. It also provides explanations for the anomalies to help with root cause analysis. With just a couple of clicks, you can easily find insights without having to slice and dice the data. You can enable Anomaly detection by selecting the chart and adding the "Find Anomalies" option in the analytics pane. For example, let's look at this chart showing Revenue over time.


Improved histogram-based anomaly detector with the extended principal component features

arXiv.org Machine Learning

In this era of big data, databases are growing rapidly in terms of the number of records. Fast automatic detection of anomalous records in these massive databases is a challenging task. Traditional distance based anomaly detectors are not applicable in these massive datasets. Recently, a simple but extremely fast anomaly detector using one-dimensional histograms has been introduced. The anomaly score of a data instance is computed as the product of the probability mass of histograms in each dimensions where it falls into. It is shown to produce competitive results compared to many state-of-the-art methods in many datasets. Because it assumes data features are independent of each other, it results in poor detection accuracy when there is correlation between features. To address this issue, we propose to increase the feature size by adding more features based on principal components. Our results show that using the original input features together with principal components improves the detection accuracy of histogram-based anomaly detector significantly without compromising much in terms of run-time.


Active Anomaly Detection for time-domain discoveries

arXiv.org Machine Learning

We present the first application of adaptive machine learning to the identification of anomalies in a data set of non-periodic astronomical light curves. The method follows an active learning strategy where highly informative objects are selected to be labelled. This new information is subsequently used to improve the machine learning model, allowing its accuracy to evolve with the addition of every new classification. For the case of anomaly detection, the algorithm aims to maximize the number of real anomalies presented to the expert by slightly modifying the decision boundary of a traditional isolation forest in each iteration. As a proof of concept, we apply the Active Anomaly Discovery (AAD) algorithm to light curves from the Open Supernova Catalog and compare its results to those of a static Isolation Forest (IF). For both methods, we visually inspected objects within 2% highest anomaly scores. We show that AAD was able to identify 80% more true anomalies than IF. This result is the first evidence that AAD algorithms can play a central role in the search for new physics in the era of large scale sky surveys.


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.


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.