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Anomaly Detection

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Introduction to Anomaly Detection and Data mining

Introduction to Anomaly Detection and Data mining

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  • 1. Anomaly Detection
  • 2. What are anomalies/outliers?
    • The set of data points that are considerably different than the remainder of the data
    Applications:
    Credit card fraud detection,
    telecommunication fraud detection,
    network intrusion detection,
    fault detection
  • 3. Variants of Anomaly/Outlier Detection Problems
    Given a database D, find all the data points x D with anomaly scores greater than some threshold t
    Given a database D, find all the data points x D having the top-n largest anomaly scores f(x)
    Given a database D, containing mostly normal (but unlabeled) data points, and a test point x, compute the anomaly score of x with respect to D
  • 4. Anomaly Detection
    Challenges
    How many outliers are there in the data?
    Method is unsupervised
    Validation can be quite challenging (just like for clustering)
    Finding needle in a haystack
    Working assumption:
    There are considerably more “normal” observations than “abnormal” observations (outliers/anomalies) in the data
  • 5. Anomaly Detection Schemes
    General Steps:
    Build a profile of the “normal” behavior
    Profile can be patterns or summary statistics for the overall population
    Use the “normal” profile to detect anomalies
    Anomalies are observations whose characteristicsdiffer significantly from the normal profile
  • 6. Types of anomaly detection schemes
    • Statistical-based
    • 7. Distance-based
    • 8. Model-based
  • Statistical Approaches
    Assume a parametric model describing the distribution of the data (e.g., normal distribution)
    Apply a statistical test that depends on
    Data distribution
    Parameter of distribution (e.g., mean, variance)
    Number of expected outliers (confidence limit)
  • 9. Grubbs’ Test
    Detect outliers in univariate data
    Assume data comes from normal distribution
    Detects one outlier at a time, remove the outlier, and repeat
    H0: There is no outlier in data
    HA: There is at least one outlier
    Grubbs’ test statistic:
    Reject H0 if:
  • 10. Statistical-based – Likelihood Approach
    Assume the data set D contains samples from a mixture of two probability distributions:
    M (majority distribution)
    A (anomalous distribution)
    General Approach:
    Initially, assume all the data points belong to M
    Let Lt(D) be the log likelihood of D at time t
  • 11. Contd…
    For each point xtthat belongs to M, move it to A
    Let Lt+1 (D) be the new log likelihood.
    Compute the difference,  = Lt(D) – Lt+1 (D)
    If  > c (some threshold), then xt is declared as an anomaly and moved permanently from M to A
  • 12. Limitations of Statistical Approaches
    Most of the tests are for a single attribute
    In many cases, data distribution may not be known
    For high dimensional data, it may be difficult to estimate the true distribution
  • 13. Distance-based Approaches
    Data is represented as a vector of features
    Three major approaches
    Nearest-neighbor based
    Density based
    Clustering based
  • 14. Nearest-Neighbor Based Approach
    Approach:
    Compute the distance between every pair of data points
    There are various ways to define outliers:
    Data points for which there are fewer than p neighboring points within a distance D
    The top n data points whose distance to the kth nearest neighbor is greatest
    The top n data points whose average distance to the k nearest neighbors is greatest
  • 15. Density-based: LOF approach
    For each point, compute the density of its local neighborhood
    Compute local outlier factor (LOF) of a sample p as the average of the ratios of the density of sample p and the density of its nearest neighbors
    Outliers are points with largest LOF value
  • 16. Clustering-Based
    Basic idea:
    Cluster the data into groups of different density
    Choose points in small cluster as candidate outliers
    Compute the distance between candidate points and non-candidate clusters.
    If candidate points are far from all other non-candidate points, they are outliers
  • 17. Pros and Cons
    Advantages:
    No need to be supervised
    Easily adaptable to on-line / incremental mode suitable for anomaly detection from temporal data
  • 18. Pros and Cons
    Drawbacks
    Computationally expensive
    Using indexing structures (k-d tree, R* tree) may alleviate this problem
    If normal points do not create any clusters the techniques may fail
    In high dimensional spaces, datais sparse and distances between any two data records may become quite similar.
    Clustering algorithms may not give any meaningful clusters
  • 19. conclusion
    Anomaly detection in data mining is dealt in detail in this presentation
    Types of anomaly detection and their merits and demerits are briefly discussed.
  • 20. Visit more self help tutorials
    Pick a tutorial of your choice and browse through it at your own pace.
    The tutorials section is free, self-guiding and will not involve any additional support.
    Visit us at www.dataminingtools.net