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arXiv 2201.020082022-01-06cs.LGcs.AIeess.SP

Sparsity-based Feature Selection for Anomalous Subgroup Discovery

IBM Research Africa（IBM非洲研究院）；Carnegie Mellon University Africa（卡内基梅隆大学非洲分校）；IBM Research - Cambridge（IBM剑桥研究院）

Girmaw Abebe Tadesse, William Ogallo, Catherine Wanjiru, Charles Wachira, Isaiah Onando Mulang', Vibha Anand, Aisha Walcott-Bryant, Skyler Speakman

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英文摘要：

Anomalous pattern detection aims to identify instances where deviation from normalcy is evident, and is widely applicable across domains. Multiple anomalous detection techniques have been proposed in the state of the art. However, there is a common lack of a principled and scalable feature selection method for efficient discovery. Existing feature selection techniques are often conducted by optimizing the performance of prediction outcomes rather than its systemic deviations from the expected. In this paper, we proposed a sparsity-based automated feature selection (SAFS) framework, which encodes systemic outcome deviations via the sparsity of feature-driven odds ratios. SAFS is a model-agnostic approach with usability across different discovery techniques. SAFS achieves more than $3\times$ reduction in computation time while maintaining detection performance when validated on publicly available critical care dataset. SAFS also results in a superior performance when compared against multiple baselines for feature selection.

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