arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1702.05148stat.MLcs.CRcs.LG
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基于潜在拉普拉斯最大熵判别的高效用异常检测

Latent Laplacian Maximum Entropy Discrimination for Detection of High-Utility Anomalies

University of Michigan(密歇根大学);PARC(帕洛阿尔托研究中心)

Elizabeth Hou, Kumar Sricharan, Alfred O. Hero

摘要:

数据驱动的异常检测方法的缺点是检测统计上罕见的所有实例,而不管检测到的实例是否具有现实意义。在本文中,我们感兴趣的问题,具体检测异常的情况下,已知具有较高的现实世界的效用,而忽略低效用的统计异常的情况。为此,我们提出了一种新的方法,称为潜在的拉普拉斯最大熵歧视(LatLapMED)作为一个潜在的解决方案。该方法使用期望最大化算法同时结合几何熵最小化原理来识别统计异常,并结合最大熵判别原理来结合效用标签,以检测高效用异常。我们将我们的方法应用于模拟和真实数据集,以证明它具有优于现有替代方案的性能,这些替代方案在分类之前独立地使用无监督异常检测算法进行预处理。

英文摘要:

Data-driven anomaly detection methods suffer from the drawback of detecting all instances that are statistically rare, irrespective of whether the detected instances have real-world significance or not. In this paper, we are interested in the problem of specifically detecting anomalous instances that are known to have high real-world utility, while ignoring the low-utility statistically anomalous instances. To this end, we propose a novel method called Latent Laplacian Maximum Entropy Discrimination (LatLapMED) as a potential solution. This method uses the EM algorithm to simultaneously incorporate the Geometric Entropy Minimization principle for identifying statistical anomalies, and the Maximum Entropy Discrimination principle to incorporate utility labels, in order to detect high-utility anomalies. We apply our method in both simulated and real datasets to demonstrate that it has superior performance over existing alternatives that independently pre-process with unsupervised anomaly detection algorithms before classifying.

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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