Adaptive Anomaly Detection with Kernel Eigenspace Splitting and Merging. O'Reilly, C., Gluhak, A., & Imran, M. IEEE Transactions on Knowledge and Data Engineering, 27(1):3--16, January, 2015. 00000
doi  abstract   bibtex   
Kernel principal component analysis and the reconstruction error is an effective anomaly detection technique for non-linear data sets. In an environment where a phenomenon is generating data that is non-stationary, anomaly detection requires a recomputation of the kernel eigenspace in order to represent the current data distribution. Recomputation is a computationally complex operation and reducing computational complexity is therefore a key challenge. In this paper, we propose an algorithm that is able to accurately remove data from a kernel eigenspace without performing a batch recomputation. Coupled with a kernel eigenspace update, we demonstrate that our technique is able to remove and add data to a kernel eigenspace more accurately than existing techniques. An adaptive version determines an appropriately sized sliding window of data and when a model update is necessary. Experimental evaluations on both synthetic and real-world data sets demonstrate the superior performance of the proposed approach in comparison to alternative incremental KPCA approaches and alternative anomaly detection techniques.
@article{ oreilly_adaptive_2015,
  title = {Adaptive {Anomaly} {Detection} with {Kernel} {Eigenspace} {Splitting} and {Merging}},
  volume = {27},
  issn = {1041-4347},
  doi = {10.1109/TKDE.2014.2324594},
  abstract = {Kernel principal component analysis and the reconstruction error is an effective anomaly detection technique for non-linear data sets. In an environment where a phenomenon is generating data that is non-stationary, anomaly detection requires a recomputation of the kernel eigenspace in order to represent the current data distribution. Recomputation is a computationally complex operation and reducing computational complexity is therefore a key challenge. In this paper, we propose an algorithm that is able to accurately remove data from a kernel eigenspace without performing a batch recomputation. Coupled with a kernel eigenspace update, we demonstrate that our technique is able to remove and add data to a kernel eigenspace more accurately than existing techniques. An adaptive version determines an appropriately sized sliding window of data and when a model update is necessary. Experimental evaluations on both synthetic and real-world data sets demonstrate the superior performance of the proposed approach in comparison to alternative incremental KPCA approaches and alternative anomaly detection techniques.},
  number = {1},
  journal = {IEEE Transactions on Knowledge and Data Engineering},
  author = {O'Reilly, C. and Gluhak, A. and Imran, M.A.},
  month = {January},
  year = {2015},
  note = {00000},
  pages = {3--16}
}

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