Related papers: Anomaly Search Over Many Sequences With Switching …
The maximum coverage problem is to select $k$ sets from a collection of sets such that the cardinality of the union of the selected sets is maximized. We consider $(1-1/e-\epsilon)$-approximation algorithms for this NP-hard problem in three…
Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…
This paper is motivated by the task of detecting anomalies in networks of financial transactions, with accounts as nodes and a directed weighted edge between two nodes denoting a money transfer. The weight of the edge is the transaction…
Data shuffling between distributed cluster of nodes is one of the critical steps in implementing large-scale learning algorithms. Randomly shuffling the data-set among a cluster of workers allows different nodes to obtain fresh data…
We consider the problem of finding anomalies in high-dimensional data using popular PCA based anomaly scores. The naive algorithms for computing these scores explicitly compute the PCA of the covariance matrix which uses space quadratic in…
We study the problem of deciding whether, and when an organization should replace a trained incumbent model with a challenger relying on newly available features. We develop a unified economic and statistical framework that links…
Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations. When the process is in a normal mode (in-control), the…
In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics. We propose a solution that leverages control theoretic tools…
Anomaly detection is an essential problem in machine learning. Application areas include network security, health care, fraud detection, etc., involving high-dimensional datasets. A typical anomaly detection system always faces the…
Detecting and resolving performance anomalies in Cloud services is crucial for maintaining desired performance objectives. Scaling actions triggered by an anomaly detector help achieve target latency at the cost of extra resource…
Real-time detection of anomalies in streaming data is receiving increasing attention as it allows us to raise alerts, predict faults, and detect intrusions or threats across industries. Yet, little attention has been given to compare the…
Unsupervised detection of anomaly points in time series is a challenging problem, which requires the model to derive a distinguishable criterion. Previous methods tackle the problem mainly through learning pointwise representation or…
Transmission-constrained problems in power systems can be cast as polynomial optimization problems whose coefficients vary over time. We consider the complications therein and suggest several approaches. On the example of the…
Detecting point anomalies in bank account balances is essential for financial institutions, as it enables the identification of potential fraud, operational issues, or other irregularities. Robust statistics is useful for flagging outliers…
We address the problem of detecting an anomalous process among a large number of processes. At each time t, normal processes are in state zero (normal state), while the abnormal process may be in either state zero (normal state) or state…
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…
This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…
The ability to quickly and accurately detect anomalous structure within data sequences is an inference challenge of growing importance. This work extends recently proposed post-hoc (offline) anomaly detection methodology to the sequential…
Web crawling is the problem of keeping a cache of webpages fresh, i.e., having the most recent copy available when a page is requested. This problem is usually coupled with the natural restriction that the bandwidth available to the web…
In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…