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arXiv 0910.5461cs.LG
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基于最近邻图的Score函数异常检测

Anomaly Detection with Score functions based on Nearest Neighbor Graphs

Boston University(波士顿大学)

Manqi Zhao, Venkatesh Saligrama

摘要:

提出了一种新的基于$n$点标称数据最近邻图的评分函数的高维数据非参数自适应异常检测算法。每当测试样本的分数低于$α$(假定为所需的假警报水平)时,即声明异常。所得到的异常检测器被证明是渐近最优的,它是统一的最强大的指定的虚警水平,$α$,异常密度的情况下,当是一个混合物的标称和一个已知的密度。我们的算法是计算效率高,是线性的维度和二次的数据大小。它不需要选择复杂的调整参数或函数逼近类,并能适应局部结构,如局部变化的维数。我们在高维特征空间中的人工和真实数据集上演示了该算法。

英文摘要:

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test sample falls below $α$, which is supposed to be the desired false alarm level. The resulting anomaly detector is shown to be asymptotically optimal in that it is uniformly most powerful for the specified false alarm level, $α$, for the case when the anomaly density is a mixture of the nominal and a known density. Our algorithm is computationally efficient, being linear in dimension and quadratic in data size. It does not require choosing complicated tuning parameters or function approximation classes and it can adapt to local structure such as local change in dimensionality. We demonstrate the algorithm on both artificial and real data sets in high dimensional feature spaces.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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