Related papers: Interpretable Anomaly Detection with Mondrian P{\'…

Anomaly detection is critical for finding suspicious behavior in innumerable systems. We need to detect anomalies in real-time, i.e. determine if an incoming entity is anomalous or not, as soon as we receive it, to minimize the effects of…

Anomaly detectors are often used to produce a ranked list of statistical anomalies, which are examined by human analysts in order to extract the actual anomalies of interest. Unfortunately, in realworld applications, this process can be…

This work studies the statistical implications of using features comprised of general linear combinations of covariates to partition the data in randomized decision tree and forest regression algorithms. Using random tessellation theory in…

This paper introduces a new methodology for detecting anomalies in time series data, with a primary application to monitoring the health of (micro-) services and cloud resources. The main novelty in our approach is that instead of modeling…

Unsupervised anomaly detection tackles the problem of finding anomalies inside datasets without the labels availability; since data tagging is typically hard or expensive to obtain, such approaches have seen huge applicability in recent…

In the research area of anomaly detection, novel and promising methods are frequently developed. However, most existing studies exclusively focus on the detection task only and ignore the interpretability of the underlying models as well as…

We present a real-time multivariate anomaly detection algorithm for data streams based on the Probabilistic Exponentially Weighted Moving Average (PEWMA). Our formulation is resilient to (abrupt transient, abrupt distributional, and gradual…

Isolation forest (iForest) has been emerging as arguably the most popular anomaly detector in recent years due to its general effectiveness across different benchmarks and strong scalability. Nevertheless, its linear axis-parallel isolation…

We propose a new method to define anomaly scores and apply this to particle physics collider events. Anomalies can be either rare, meaning that these events are a minority in the normal dataset, or different, meaning they have values that…

Deep forest is a non-differentiable deep model which has achieved impressive empirical success across a wide variety of applications, especially on categorical/symbolic or mixed modeling tasks. Many of the application fields prefer…

Data mining offers a diverse toolbox for extracting meaningful structures from complex datasets, with anomaly detection emerging as a critical subfield particularly in the context of streaming or real-time data. Within anomaly detection,…

Data analysis and machine learning have become an integrative part of the modern scientific methodology, offering automated procedures for the prediction of a phenomenon based on past observations, unraveling underlying patterns in data and…

We address the problem of detecting anomalies as samples that do not conform to structured patterns represented by low-dimensional manifolds. To this end, we conceive a general anomaly detection framework called Preference Isolation Forest…

Ensuring secure and reliable operations of the power grid is a primary concern of system operators. Phasor measurement units (PMUs) are rapidly being deployed in the grid to provide fast-sampled operational data that should enable quicker…

State-of-the-art clustering algorithms use heuristics to partition the feature space and provide little insight into the rationale for cluster membership, limiting their interpretability. In healthcare applications, the latter poses a…

We introduce an extension of the P\'olya tree approach for constructing distributions on the space of probability measures. By using optional stopping and optional choice of splitting variables, the construction gives rise to random…

We make two contributions to the Isolation Forest method for anomaly and outlier detection. The first contribution is an information-theoretically motivated generalisation of the score function that is used to aggregate the scores across…

The increasing use of ML in astronomy introduces important questions about interpretability. Due to their complexity and non-linear nature, it can be challenging to understand their decision-making process. While these models can…

A robust and efficient anomaly detection technique is proposed, capable of dealing with crowded scenes where traditional tracking based approaches tend to fail. Initial foreground segmentation of the input frames confines the analysis to…

Machine learning algorithms often assume that training samples are independent. When data points are connected by a network, the induced dependency between samples is both a challenge, reducing effective sample size, and an opportunity to…