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Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…

Methodology · Statistics 2019-02-01 Louis Capitaine , Robin Genuer , Rodolphe Thiébaut

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

Machine Learning · Statistics 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, corresponding to intervals where one or more of the data…

Methodology · Statistics 2019-09-05 Alexander T M Fisch , Idris A Eckley , Paul Fearnhead

Anomalies are samples that significantly deviate from the rest of the data and their detection plays a major role in building machine learning models that can be reliably used in applications such as data-driven design and novelty…

Machine Learning · Statistics 2023-06-19 Amin Yousefpour , Mehdi Shishehbor , Zahra Zanjani Foumani , Ramin Bostanabad

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

In this paper, a novel framework for anomaly estimation is proposed. The basic idea behind our method is to reduce the data into a two-dimensional space and then rank each data point in the reduced space. We attempt to estimate the degree…

Machine Learning · Computer Science 2021-05-12 Zhongping Ji

We introduce an algorithmic method for population anomaly detection based on gaussianization through an adversarial autoencoder. This method is applicable to detection of `soft' anomalies in arbitrarily distributed highly-dimensional data.…

Machine Learning · Statistics 2018-05-08 David Tolpin

Random cut forest (RCF) algorithms have been developed for anomaly detection, particularly in time series data. The RCF algorithm is an improved version of the isolation forest (IF) algorithm. Unlike the IF algorithm, the RCF algorithm can…

Machine Learning · Computer Science 2024-01-10 Sijin Yeom , Jae-Hun Jung

We present a new algorithm for anomaly detection called Anomaly Awareness. The algorithm learns about normal events while being made aware of the anomalies through a modification of the cost function. We show how this method works in…

Machine Learning · Computer Science 2023-08-02 Charanjit K. Khosa , Veronica Sanz

Anomalies can be defined as any non-random structure which deviates from normality. Anomaly detection methods reported in the literature are numerous and diverse, as what is considered anomalous usually varies depending on particular…

Computer Vision and Pattern Recognition · Computer Science 2021-10-07 Matias Tailanian , Pablo Musé , Álvaro Pardo

Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Machine Learning · Statistics 2024-07-11 Pavlo Mozharovskyi , Romain Valla

The Random Forests classifier, a widely utilized off-the-shelf classification tool, assumes training and test samples come from the same distribution as other standard classifiers. However, in safety-critical scenarios like medical…

Machine Learning · Computer Science 2024-03-01 Yujin Han , Mingwenchan Xu , Leying Guan

Because anomalous samples cannot be used for training, many anomaly detection and localization methods use pre-trained networks and non-parametric modeling to estimate encoded feature distribution. However, these methods neglect the impact…

Computer Vision and Pattern Recognition · Computer Science 2023-03-31 Jaehyeok Bae , Jae-Han Lee , Seyun Kim

We introduce an online outlier detection algorithm to detect outliers in a sequentially observed data stream. For this purpose, we use a two-stage filtering and hedging approach. In the first stage, we construct a multi-modal probability…

Machine Learning · Computer Science 2018-03-13 Mohammadreza Mohaghegh Neyshabouri , Suleyman Serdar Kozat

Shared mobility systems, such as bike-sharing networks, play a crucial role in urban transportation. Identifying anomalies in these systems is essential for optimizing operations, improving service reliability, and enhancing user…

Machine Learning · Computer Science 2025-07-22 Elnur Isgandarov , Matteo Cederle , Federico Chiariotti , Gian Antonio Susto

We propose a novel multivariate nonparametric multiple change point detection method using classifiers. We construct a classifier log-likelihood ratio that uses class probability predictions to compare different change point configurations.…

Methodology · Statistics 2023-08-16 Malte Londschien , Peter Bühlmann , Solt Kovács

This paper considers the real-time detection of anomalies in high-dimensional systems. The goal is to detect anomalies quickly and accurately so that the appropriate countermeasures could be taken in time, before the system possibly gets…

Machine Learning · Computer Science 2020-07-16 Mahsa Mozaffari , Yasin Yilmaz

Anomalies are those deviating from the norm. Unsupervised anomaly detection often translates to identifying low density regions. Major problems arise when data is high-dimensional and mixed of discrete and continuous attributes. We propose…

Machine Learning · Computer Science 2016-10-21 Kien Do , Truyen Tran , Svetha Venkatesh

Nondominated sorting, also called Pareto Depth Analysis (PDA), is widely used in multi-objective optimization and has recently found important applications in multi-criteria anomaly detection. Recently, a partial differential equation (PDE)…

Machine Learning · Computer Science 2018-04-17 Bilal Abbasi , Jeff Calder , Adam M. Oberman
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