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anomaly-detection-resources's Introduction

😄 I am an Assistant Professor at USC Computer Science; see more information at my homepage.

Prospective Students. I am peacefully welcoming prospective Ph.D. students (apply by Dec 15th for Fall 24 admission; full financial support) and research interns. You are expected to have one published top paper on my research topics (current focus includes anomaly/outlier/OOD detection, Auto ML, and Multimodal Learning) and strong programming skills (such as (ML) System papers and/or open-source experience) for open-source ML and/or systems. See more at my homepage

🌱 My research: I build fast, automated, and open machine learning (ML) and data mining (DM) systems, with a focus on but not limited to anomaly detection, graph neural networks, and healthcare for AI.

  1. Accelerate large-scale learning tasks by leveraging ML systems techniques.
  2. Automate unsupervised ML by model selection and hyperparameter optimization.
  3. Develop open-source ML tools to support applications in healthcare, finance, and security.

Ph.D. time. At CMU, I work with Prof. Leman Akoglu for automated ML, Prof. Zhihao Jia for machine learning systems, and Prof. George H. Chen for general ML. I am a member of CMU automated learning systems group (Catalyst) and Data Analytics Techniques Algorithms (DATA) Lab. I have collaborated with Prof. Jure Leskovec at Stanford and Prof. Philip S. Yu at UIC.

Open-source Contribution: I have led or contributed as a core member to more than 10 ML open-source initiatives, receiving 15,000 GitHub stars (top 0.002%: ranked 800 out of 40M GitHub users) and >20,000,000 total downloads.

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anomaly-detection-resources's Issues

Is there any possbility that a ordinary supervised model performs better than a outlier algorithm in this task?

I have tried some outlier detection datasets (ODDs) in this website like Annthyroid dataset (http://odds.cs.stonybrook.edu/annthyroid-dataset/).

However, when I compare some ordinary supervised models (e.g., SVM and Random Forest), the results indicate that SVM and RF are much better than the anomaly detection algorithms like OC-SVM and Isolation Forest.

I was wonder the reason for this weird results, because threoratically the outlier detection algorithms should perform better in the outlier detection task. Could anyone help me figure this problem? Thanks!

paper link to XGBOD failed, cannot connect to www.yuezhao.me

I cannot open to link to the XGBOD paper.

the following is the error message. I guess I just dont have access right to this url.

Secure Connection Failed

An error occurred during a connection to www.yuezhao.me. PR_END_OF_FILE_ERROR

The page you are trying to view cannot be shown because the authenticity of the received data could not be verified.
Please contact the website owners to inform them of this problem.

SimpleDetectorAggregator can not be used for novelty detection

Currently, the implementation of SimpleDetectorAggregator does not allow for novelty detection usages.

The method _create_scores(self, X) does apply standardization based on the tensor of scores X. The data evaluated for novelty detection are not transformed the same way as the data used to fit the SimpleDetectorAggregator, and thus the threshold defined at fitting can not be applied to determine wether or not the data is a novelty.

One notable consequence is that running SimpleDetectorAggregator(...).predict(X[0, :]) (novelty detection on a single point) will always output the a score of 0.

SimpleDetectorAggregator should instead keep the scalers used when fitting and use them to process the data when creating new scores. This would add support for novelty detection.

About new isolation based anomaly detection methods

Hi Yue,

I found your repository is amazing. Just let you know that our research group (the inventor of iForest) recently has proposed new isolation based anomaly detection methods that you may like to include:

  1. Ting, Kai Ming, Bi-Cun Xu, Takashi Washio, and Zhi-Hua Zhou. "Isolation Distributional Kernel: A New Tool for Kernel based Anomaly Detection." In Proceedings of the 26th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining, pp. 198-206. 2020.

code: https://github.com/IsolationKernel/Codes/tree/main/IDK

  1. Bandaragoda, Tharindu R., Kai Ming Ting, David Albrecht, Fei Tony Liu, Ye Zhu, and Jonathan R. Wells. "Isolation‐based anomaly detection using nearest‐neighbor ensembles." Computational Intelligence 34, no. 4 (2018): 968-998.

code: https://github.com/zhuye88/iNNE

Cheers,
Ye Zhu

Anomaly Detection Using Seasonal Hybrid Extreme Studentized Deviate Test + tidy

https://github.com/hrbrmstr/AnomalyDetection/blob/master/README.md
Anomaly Detection Using Seasonal Hybrid Extreme Studentized Deviate Test

Twitterfolks launched this package in 2014. Many coding and package standards have changed. The package now conforms to CRAN standards.

The plots were nice and all but terribly unnecessary. The two core functions have been modified to only return tidy data frames (tibbles, actually). This makes it easier to chain them without having to deal with list element dereferencing.

Shorter, snake-case aliases have also been provided:

ad_ts for AnomalyDetectionTs
ad_vec for AnomalyDetectionVec

The original names are still in the package but the README and examples all use the newer, shorter versions.

The following outstanding PRs from the original repo are included:

Added in PR #98 (@gggodhwani)
Added in PR #93 (@nujnimka)
Added in PR #69 (@randakar)
Added in PR #44 (@nicolasmiller)
PR #92 (@caijun) inherently resolved

If those authors find this repo, please add yourselves to the DESCRIPTION as contirbutors.

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