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Anomaly detection is an important problem that has been well-studied within diverse research areas and application domains. The aim of this survey is two-fold, firstly we present a structured and comprehensive overview of research methods…
Google uses continuous streams of data from industry partners in order to deliver accurate results to users. Unexpected drops in traffic can be an indication of an underlying issue and may be an early warning that remedial action may be…
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…
In this paper we propose a novel machine-learning method for anomaly detection applicable to data with periodic characteristics where randomly varying period lengths are explicitly allowed. A multi-dimensional time series analysis is…
Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal…
Hacking and false data injection from adversaries can threaten power grids' everyday operations and cause significant economic loss. Anomaly detection in power grids aims to detect and discriminate anomalies caused by cyber attacks against…
There is a growing need for machine learning-based anomaly detection strategies to broaden the search for Beyond-the-Standard-Model (BSM) physics at the Large Hadron Collider (LHC) and elsewhere. The first step of any anomaly detection…
We address the problem of anomaly detection, that is, detecting anomalous events in a video sequence. Anomaly detection methods based on convolutional neural networks (CNNs) typically leverage proxy tasks, such as reconstructing input video…
The problem of detecting a single anomalous process among multiple independent processes is considered. Under a constraint on the number of processes that can be probed simultaneously, the decision maker should decide which processes to…
We consider the problem of detecting an odd process among a group of Poisson point processes, all having the same rate except the odd process. The actual rates of the odd and non-odd processes are unknown to the decision maker. We consider…
Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…
This paper studies the problem of detecting anomalous graphs using a machine learning model trained on only normal graphs, which has many applications in molecule, biology, and social network data analysis. We present a self-discriminative…
The leading workhorse of anomaly (and attack) detection in the literature has been residual-based detectors, where the residual is the discrepancy between the observed output provided by the sensors (inclusive of any tampering along the…
Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…
A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…
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…
Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…
Deep learning-based methods have achieved a breakthrough in image anomaly detection, but their complexity introduces a considerable challenge to understanding why an instance is predicted to be anomalous. We introduce a novel explanation…
Anomaly detection remains an open challenge in many application areas. While there are a number of available machine learning algorithms for detecting anomalies, analysts are frequently asked to take additional steps in reasoning about the…
We formulate and study a fundamental search and detection problem, Schedule Optimization, motivated by a variety of real-world applications, ranging from monitoring content changes on the web, social networks, and user activities to…