Fast and reliable anomaly detection in categorical data

  • Authors:
  • Leman Akoglu;Hanghang Tong;Jilles Vreeken;Christos Faloutsos

  • Affiliations:
  • Carnegie Mellon University, Pittsburgh, PA, USA;IBM T. J. Watson, Hawthorne, NY, USA;University of Antwerp, Mathematics and Computer Science, Belgium;Carnegie Mellon University, Pittsburgh, PA, USA

  • Venue:
  • Proceedings of the 21st ACM international conference on Information and knowledge management
  • Year:
  • 2012

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Abstract

Spotting anomalies in large multi-dimensional databases is a crucial task with many applications in finance, health care, security, etc. We introduce COMPREX, a new approach for identifying anomalies using pattern-based compression. Informally, our method finds a collection of dictionaries that describe the norm of a database succinctly, and subsequently flags those points dissimilar to the norm---with high compression cost---as anomalies. Our approach exhibits four key features: 1) it is parameter-free; it builds dictionaries directly from data, and requires no user-specified parameters such as distance functions or density and similarity thresholds, 2) it is general; we show it works for a broad range of complex databases, including graph, image and relational databases that may contain both categorical and numerical features, 3) it is scalable; its running time grows linearly with respect to both database size as well as number of dimensions, and 4) it is effective; experiments on a broad range of datasets show large improvements in both compression, as well as precision in anomaly detection, outperforming its state-of-the-art competitors.