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Anomaly or Outlier Detection

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Vignesh Senthil
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55 views14 pages

Anomaly or Outlier Detection

Uploaded by

Vignesh Senthil
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Anomaly Detection

Anomaly/Outlier Detection

 What are anomalies/outliers?


– The set of data points that are considerably different than the
remainder of the data
 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
 Applications:
– Credit card fraud detection, telecommunication fraud detection,
network intrusion detection, fault detection
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
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 characteristics
differ significantly from the normal profile

 Types of anomaly detection


schemes
– Graphical & Statistical-based
– Distance-based
– Model-based
Graphical Approaches

 Boxplot (1-D), Scatter plot (2-D), Spin plot (3-D)

 Limitations
– Time consuming
– Subjective
Convex Hull Method

 Extreme points are assumed to be outliers


 Use convex hull method to detect extreme values

 What if the outlier occurs in the middle of the


data?
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)
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
 max X  X
Grubbs’ test statistic: G
s
 Reject H0 if: ( N  1) t (2 / N , N  2 )
G
N N  2  t (2 / N , N  2 )
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
– For each point xt that 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
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
Distance-based Approaches

 Data is represented as a vector of features

 Three major approaches


– Nearest-neighbor based
– Density based
– Clustering based
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
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

In the NN approach, p2 is
not considered as outlier,
while LOF approach find
both p1 and p2 as outliers

p2
 p1

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.
 Ifcandidate points are far
from all other non-
candidate points, they are
outliers

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