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Local Anomaly Descriptor: A Robust Unsupervised Algorithm for Anomaly Detection based on Diffusion Space

机译:局部异常描述符:一种基于扩散空间的鲁棒无监督异常检测算法

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Current popular anomaly detection algorithms are capable of detecting global anomalies but oftentimes fail to distinguish local anomalies from normal instances. This paper aims to improve unsupervised anomaly detection via the exploration of physics-based diffusion space. Building upon the embedding manifold derived from diffusion maps, we devise Local Anomaly Descriptor (LAD) whose originality results from faithfully preserving intrinsic and informative density-relevant neighborhood information. This robust and effective algorithm is designed with a weighted umbrella Laplacian operator to bridge global and local properties. To further enhance the efficacy of our proposed algorithm, we explore the utility of anisotropic Gaussian kernel (AGK) which can offer better manifold-aware affinity information. Comprehensive experiments on both synthetic and UCI real datasets verify that our LAD outperforms existing anomaly-detection algorithms.
机译:当前流行的异常检测算法能够检测全局异常,但是通常无法将局部异常与正常实例区分开。本文旨在通过探索基于物理的扩散空间来改进无监督异常检测。基于从扩散图得出的嵌入流形,我们设计了局部异常描述符(LAD),其原始性是忠实地保存与密度相关的内在和有益信息的邻域信息。这种强大而有效的算法是通过加权伞式Laplacian算子设计的,以桥接全局和局部属性。为了进一步提高我们提出的算法的效率,我们探索了各向异性高斯核(AGK)的效用,它可以提供更好的流形感知亲和力信息。在合成和UCI真实数据集上进行的全面实验证明,我们的LAD优于现有的异常检测算法。

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