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arXiv 2109.02704cs.LG
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gen2Out:检测和排序广义异常

gen2Out: Detecting and Ranking Generalized Anomalies

Carnegie Mellon University(卡内基梅隆大学);Barrow Neurological Institute(巴罗神经学研究所)

Meng-Chieh Lee, Shubhranshu Shekhar, Christos Faloutsos, T. Noah Hutson, Leon Iasemidis

摘要:

在m维数据点的云中,我们如何发现单点异常和组异常,并对其进行排序?我们是第一个在两个维度上概括异常检测的人:第一个维度是我们在统一的视图下处理点异常和组异常-我们将其称为广义异常。第二个维度是gen 2 Out不仅检测,而且还按可疑顺序对异常进行排名。异常的检测和排序有许多应用:例如,在癫痫患者的EEG记录中,异常可能表示癫痫发作;在计算机网络流量数据中,它可能表示电源故障或DoS/DDoS攻击。我们首先设置一些合理的公理;令人惊讶的是,没有一个早期的方法通过所有的公理。我们的主要贡献是gen 2 Out算法,它具有以下理想的属性:(a)原则和声音异常评分,遵守检测器的公理,(b)双一般,它检测,以及排名广义异常-点和组异常,(c)可扩展性,它是快速和可扩展的,线性的输入大小。(d)有效的,对真实世界癫痫记录(200 GB)的实验证明了gen 2 Out的有效性,并得到了临床医生的证实。在27个真实世界基准数据集上的实验表明,gen 2 Out检测地面真值组,在准确性上匹配或优于点异常基线算法,而没有组异常的竞争,并且在股票机器上需要大约2分钟的时间才能获得100万个数据点。

英文摘要:

In a cloud of m-dimensional data points, how would we spot, as well as rank, both single-point- as well as group- anomalies? We are the first to generalize anomaly detection in two dimensions: The first dimension is that we handle both point-anomalies, as well as group-anomalies, under a unified view -- we shall refer to them as generalized anomalies. The second dimension is that gen2Out not only detects, but also ranks, anomalies in suspiciousness order. Detection, and ranking, of anomalies has numerous applications: For example, in EEG recordings of an epileptic patient, an anomaly may indicate a seizure; in computer network traffic data, it may signify a power failure, or a DoS/DDoS attack. We start by setting some reasonable axioms; surprisingly, none of the earlier methods pass all the axioms. Our main contribution is the gen2Out algorithm, that has the following desirable properties: (a) Principled and Sound anomaly scoring that obeys the axioms for detectors, (b) Doubly-general in that it detects, as well as ranks generalized anomaly -- both point- and group-anomalies, (c) Scalable, it is fast and scalable, linear on input size. (d) Effective, experiments on real-world epileptic recordings (200GB) demonstrate effectiveness of gen2Out as confirmed by clinicians. Experiments on 27 real-world benchmark datasets show that gen2Out detects ground truth groups, matches or outperforms point-anomaly baseline algorithms on accuracy, with no competition for group-anomalies and requires about 2 minutes for 1 million data points on a stock machine.

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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