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基于帕累托深度分析的多准则异常检测

Multi-criteria Anomaly Detection using Pareto Depth Analysis
课程网址: http://videolectures.net/machine_hero_anomaly_detection/  
主讲教师: Alfred O. Hero III
开课单位: 密歇根大学
开课时间: 2013-06-14
课程语种: 英语
中文简介:
我们考虑识别表现出异常行为的数据集中的模式的问题,通常称为异常检测。在大多数异常检测算法中,数据样本之间的不相似性通过单个标准计算,例如欧几里德距离。但是,在许多情况下,可能不存在捕获所有可能的异常模式的单一相异性度量。在这种情况下,可以定义多个标准,并且可以通过对多个标准进行一些线性组合来对多个标准进行标量化来测试异常。如果事先不知道不同标准的重要性,则可能需要在线性组合中使用不同的权重选择多次执行算法。在本文中,我们介绍了一种新的非参数多准则异常检测方法,使用帕累托深度分析(PDA)。 PDA使用Pareto最优性的概念来检测多个标准下的异常,而不必使用不同的权重选择多次运行算法。所提出的PDA方法在标准数量上线性扩展,并且可证明优于标准的线性组合。
课程简介: We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. In most anomaly detection algorithms, the dissimilarity between data samples is calculated by a single criterion, such as Euclidean distance. However, in many cases there may not exist a single dissimilarity measure that captures all possible anomalous patterns. In such a case, multiple criteria can be defined, and one can test for anomalies by scalarizing the multiple criteria by taking some linear combination of them. If the importance of the different criteria are not known in advance, the algorithm may need to be executed multiple times with different choices of weights in the linear combination. In this paper, we introduce a novel non-parametric multi-criteria anomaly detection method using Pareto depth analysis (PDA). PDA uses the concept of Pareto optimality to detect anomalies under multiple criteria without having to run an algorithm multiple times with different choices of weights. The proposed PDA approach scales linearly in the number of criteria and is provably better than linear combinations of the criteria.
关 键 词: 异常行为; 数据集中; 标准计算
课程来源: 视频讲座网
最后编审: 2019-05-15:cwx
阅读次数: 91