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arXiv 1709.03573cs.LG
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未知模型下分层数据流的异常检测

Anomaly Detection in Hierarchical Data Streams under Unknown Models

Cornell University(康奈尔大学);University of California, Davis(加利福尼亚大学戴维斯分校)

Sattar Vakili, Qing Zhao, Chang Liu, Chen-Nee Chuah

摘要:

我们考虑的问题中检测大量的分层数据流中的几个目标。数据流被建模为具有未知和潜在重尾分布的随机过程。我们的目标是一个积极的推理策略,确定,顺序,收集样本的数据流,以尽量减少样本的复杂性下的可靠性约束。我们提出了一种主动推理策略,诱导有偏随机游走的树结构的层次结构的基础上的样本统计量的置信界。然后,我们根据搜索空间的大小(即,数据流的数量)和可靠性要求。结果发现应用在分层重击检测,嘈杂的群体测试,自适应采样的主动学习,分类和随机根查找。

英文摘要:

We consider the problem of detecting a few targets among a large number of hierarchical data streams. The data streams are modeled as random processes with unknown and potentially heavy-tailed distributions. The objective is an active inference strategy that determines, sequentially, which data stream to collect samples from in order to minimize the sample complexity under a reliability constraint. We propose an active inference strategy that induces a biased random walk on the tree-structured hierarchy based on confidence bounds of sample statistics. We then establish its order optimality in terms of both the size of the search space (i.e., the number of data streams) and the reliability requirement. The results find applications in hierarchical heavy hitter detection, noisy group testing, and adaptive sampling for active learning, classification, and stochastic root finding.

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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