arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1508.04887cs.CVcs.LGstat.ML
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基于Pareto深度分析的多准则相似性异常检测

Multi-criteria Similarity-based Anomaly Detection using Pareto Depth Analysis

WhisperText;University of Toledo(托莱多大学);University of California, Berkeley(加州大学伯克利分校);University of Michigan(密歇根大学)

Ko-Jen Hsiao, Kevin S. Xu, Jeff Calder, Alfred O. Hero

摘要:

我们认为,在一个数据集中,表现出异常的行为,通常被称为异常检测识别模式的问题。基于相似性的异常检测算法检测异常大量的相似性或不相似性,例如~如通过测试样本和训练样本之间的最近邻欧几里德距离所测量的。在许多应用领域中,可能不存在捕获所有可能的异常模式的单个相异性度量。在这种情况下,可以定义多个相异性度量,包括非度量度量,并且可以通过使用它们的非负线性组合进行标量化来测试异常。如果事先不知道不同相异性度量的相对重要性,如在许多异常检测应用中,则可能需要在线性组合中选择不同权重的情况下多次执行异常检测算法。在本文中,我们提出了一种基于相似性的异常检测方法,使用一种新的多标准相异性测度,Pareto深度。所提出的Pareto深度分析(PDA)异常检测算法使用Pareto最优性的概念来在多个标准下检测异常,而不必使用不同的权重选择多次运行算法。建议的PDA方法是证明优于使用线性组合的标准,并显示出优越的性能与合成和真实的数据集的实验。

英文摘要:

We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. Similarity-based anomaly detection algorithms detect abnormally large amounts of similarity or dissimilarity, e.g.~as measured by nearest neighbor Euclidean distances between a test sample and the training samples. In many application domains there may not exist a single dissimilarity measure that captures all possible anomalous patterns. In such cases, multiple dissimilarity measures can be defined, including non-metric measures, and one can test for anomalies by scalarizing using a non-negative linear combination of them. If the relative importance of the different dissimilarity measures are not known in advance, as in many anomaly detection applications, the anomaly detection algorithm may need to be executed multiple times with different choices of weights in the linear combination. In this paper, we propose a method for similarity-based anomaly detection using a novel multi-criteria dissimilarity measure, the Pareto depth. The proposed Pareto depth analysis (PDA) anomaly detection algorithm uses the concept of Pareto optimality to detect anomalies under multiple criteria without having to run an algorithm multiple times with different choices of weights. The proposed PDA approach is provably better than using linear combinations of the criteria and shows superior performance on experiments with synthetic and real data sets.

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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