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Unsupervised learning methods are well established in the area of anomaly detection and achieve state of the art performances on outlier datasets. Outliers play a significant role, since they bear the potential to distort the predictions of…

Machine Learning · Computer Science 2024-07-02 Andreas Lohrer , Daniyal Kazempour , Maximilian Hünemörder , Peer Kröger

Outlier detection (OD) literature exhibits numerous algorithms as it applies to diverse domains. However, given a new detection task, it is unclear how to choose an algorithm to use, nor how to set its hyperparameter(s) (HPs) in…

Machine Learning · Computer Science 2022-10-20 Xueying Ding , Lingxiao Zhao , Leman Akoglu

We study two problems in high-dimensional robust statistics: \emph{robust mean estimation} and \emph{outlier detection}. In robust mean estimation the goal is to estimate the mean $\mu$ of a distribution on $\mathbb{R}^d$ given $n$…

Data Structures and Algorithms · Computer Science 2019-06-28 Yihe Dong , Samuel B. Hopkins , Jerry Li

Outlier detection and cluster number estimation is an important issue for clustering real data. This paper focuses on spectral clustering, a time-tested clustering method, and reveals its important properties related to outliers. The…

Computer Vision and Pattern Recognition · Computer Science 2017-03-06 Takuro Ina , Atsushi Hashimoto , Masaaki Iiyama , Hidekazu Kasahara , Mikihiko Mori , Michihiko Minoh

In this paper, a new nonlinear identification framework is proposed to address the issue of off-line computation of moving-horizon observer estimate. The proposed structure merges the advantages of nonlinear approximators with the efficient…

Systems and Control · Computer Science 2016-11-17 Mazen Alamir

Object detection is a pivotal task in computer vision that has received significant attention in previous years. Nonetheless, the capability of a detector to localise objects out of the training distribution remains unexplored. Whilst…

Computer Vision and Pattern Recognition · Computer Science 2024-07-23 Brian K. S. Isaac-Medina , Yona Falinie A. Gaus , Neelanjan Bhowmik , Toby P. Breckon

Support Vector Data Description (SVDD) is a popular outlier detection technique which constructs a flexible description of the input data. SVDD computation time is high for large training datasets which limits its use in big-data…

Machine Learning · Computer Science 2018-11-02 Arin Chaudhuri , Deovrat Kakde , Maria Jahja , Wei Xiao , Hansi Jiang , Seunghyun Kong , Sergiy Peredriy

In this paper, an outlier elimination algorithm for ellipse/ellipsoid fitting is proposed. This two-stage algorithm employs a proximity-based outlier detection algorithm (using the graph Laplacian), followed by a model-based outlier…

Methodology · Statistics 2009-10-27 Jieqi Yu , Haipeng Zheng , Sanjeev R. Kulkarni , H. Vincent Poor

With the sweeping digitalization of societal, medical, industrial, and scientific processes, sensing technologies are being deployed that produce increasing volumes of time series data, thus fueling a plethora of new or improved…

Machine Learning · Computer Science 2024-04-23 David Campos , Tung Kieu , Chenjuan Guo , Feiteng Huang , Kai Zheng , Bin Yang , Christian S. Jensen

This paper proposes a novel method for solving one-class classification problems. The proposed approach, namely Subspace Support Vector Data Description, maps the data to a subspace that is optimized for one-class classification. In that…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 Fahad Sohrab , Jenni Raitoharju , Moncef Gabbouj , Alexandros Iosifidis

Whether an extreme observation is an outlier or not, depends strongly on the corresponding tail behaviour of the underlying distribution. We develop an automatic, data-driven method to identify extreme tail behaviour that deviates from the…

Methodology · Statistics 2019-12-06 Shrijita Bhattacharya , Jan Beirlant

Anomaly detection algorithms are often thought to be limited because they don't facilitate the process of validating results performed by domain experts. In Contrast, deep learning algorithms for anomaly detection, such as autoencoders,…

Machine Learning · Computer Science 2020-07-02 Liat Antwarg , Ronnie Mindlin Miller , Bracha Shapira , Lior Rokach

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…

Machine Learning · Computer Science 2019-04-26 Mariem Ben Fadhel , Kofi Nyarko

Outlier detection is a key field of machine learning for identifying abnormal data objects. Due to the high expense of acquiring ground truth, unsupervised models are often chosen in practice. To compensate for the unstable nature of…

Machine Learning · Computer Science 2020-02-11 Yue Zhao , Xueying Ding , Jianing Yang , Haoping Bai

In this paper, we propose a novel method for projecting data from multiple modalities to a new subspace optimized for one-class classification. The proposed method iteratively transforms the data from the original feature space of each…

Machine Learning · Computer Science 2020-09-15 Fahad Sohrab , Jenni Raitoharju , Alexandros Iosifidis , Moncef Gabbouj

Data cubes are multidimensional databases, often built from several separate databases, that serve as flexible basis for data analysis. Surprisingly, outlier detection on data cubes has not yet been treated extensively. In this work, we…

Databases · Computer Science 2023-03-16 Lara Kuhlmann , Daniel Wilmes , Emmanuel Müller , Markus Pauly , Daniel Horn

It is important to detect anomalous inputs when deploying machine learning systems. The use of larger and more complex inputs in deep learning magnifies the difficulty of distinguishing between anomalous and in-distribution examples. At the…

Machine Learning · Computer Science 2019-01-30 Dan Hendrycks , Mantas Mazeika , Thomas Dietterich

In this paper, we propose an outlier detection algorithm for multivariate data based on their projections on the directions that maximize the Cumulant Generating Function (CGF). We prove that CGF is a convex function, and we characterize…

Computational Finance · Quantitative Finance 2023-05-19 Francesco Cesarone , Rosella Giacometti , Jacopo Maria Ricci

This paper evaluates algorithms for classification and outlier detection accuracies in temporal data. We focus on algorithms that train and classify rapidly and can be used for systems that need to incorporate new data regularly. Hence, we…

Machine Learning · Statistics 2018-05-03 Victoria J. Hodge , Jim Austin

Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time…

Statistics Theory · Mathematics 2009-09-29 Roberto Baragona , Francesco Battaglia
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