Outlier Detection
(also known as Anomaly Detection)
is an exciting yet challenging field. It aims to identify outlying data objects,
and has been proven critical in many fields, such as credit card fraud analytics,
network intrusion detection, and mechanical unit defect detection.
In this repository, you could find:
Books & Academic Papers
Learning Materials, e.g., online courses and videos
Outlier Datasets
Open-source Libraries & Demo Codes
Key Conferences & Journals
Paper Downloader (under development): a Python script to download open access papers listed in this repository.
More items will be added to the repository.
Please feel free to add other key resources by opening an issue report, submitting a pull request, or
dropping me an email @ (yuezhao@cs.toronto.edu). Enjoy reading!
Outlier Analysis
by Charu Aggarwal: Classical text book covering most of the outlier analysis techniques.
A must-read for people in the field of outlier detection. [Preview.pdf]
Udemy Outlier Detection Algorithms in Data Mining and Data Science:
[See Video]
Stanford Data Mining for Cyber Security also covers part of anomaly detection techniques.
[See Video]
3. Toolbox & Datasets
3.1. Multivariate Data
[Python] Python Outlier Detection (PyOD): PyOD is a comprehensive and scalable Python toolkit for detecting outlying objects in multivariate data. It contains more than 20 detection algorithms, including emerging deep learning models and outlier ensembles.
[Java] RapidMiner Anomaly Detection Extension: The Anomaly Detection Extension for RapidMiner comprises the most well know unsupervised anomaly detection algorithms, assigning individual anomaly scores to data rows of example sets. It allows you to find data, which is significantly different from the normal, without the need for the data being labeled.
[R] outliers package: A collection of some tests commonly used for identifying outliers in R.
[Python] datastream.io: An open-source framework for real-time anomaly detection using Python, Elasticsearch and Kibana.
[Python] skyline: Skyline is a near real time anomaly detection system.
[Python] banpei: Banpei is a Python package of the anomaly detection.
[R] AnomalyDetection: AnomalyDetection is an open-source R package to detect anomalies which is robust, from a statistical standpoint, in the presence of seasonality and an underlying trend.
Kannan, R., Woo, H., Aggarwal, C.C. and Park, H., 2017, June. Outlier detection for text data. In Proceedings of the 2017 SIAM International Conference on Data Mining (pp. 489-497). Society for Industrial and Applied Mathematics. [PDF]
4.13. Outlier Detection Applications
Field
Paper Title
Year
Ref
Materials
Security
A survey of distance and similarity measures used within network intrusion anomaly detection
Abe, N., Zadrozny, B. and Langford, J., 2006, August. Outlier detection by active learning. In Proceedings of the 12th ACM SIGKDD international conference on Knowledge discovery and data mining, pp. 504-509, ACM.
Ahmed, M., Mahmood, A.N. and Islam, M.R., 2016. A survey of anomaly detection techniques in financial domain. Future Generation Computer Systems, 55, pp.278-288.
Akoglu, L., Tong, H. and Koutra, D., 2015. Graph based anomaly detection and description: a survey. Data Mining and Knowledge Discovery, 29(3), pp.626-688.
Angiulli, F. and Pizzuti, C., 2002, August. Fast outlier detection in high dimensional spaces. In European Conference on Principles of Data Mining and Knowledge Discovery, pp. 15-27.
Campos, G.O., Zimek, A., Sander, J., Campello, R.J., Micenková, B., Schubert, E., Assent, I. and Houle, M.E., 2016. On the evaluation of unsupervised outlier detection: measures, datasets, and an empirical study. Data Mining and Knowledge Discovery, 30(4), pp.891-927.
Campos, G.O., Zimek, A. and Meira, W., 2018, June. An Unsupervised Boosting Strategy for Outlier Detection Ensembles. In Pacific-Asia Conference on Knowledge Discovery and Data Mining (pp. 564-576). Springer, Cham.
Dang, X.H., Assent, I., Ng, R.T., Zimek, A. and Schubert, E., 2014, March. Discriminative features for identifying and interpreting outliers. In International Conference on Data Engineering (ICDE). IEEE.
Garcia-Teodoro, P., Diaz-Verdejo, J., Maciá-Fernández, G. and Vázquez, E., 2009. Anomaly-based network intrusion detection: Techniques, systems and challenges. computers & security, 28(1-2), pp.18-28.
Goldstein, M. and Uchida, S., 2016. A comparative evaluation of unsupervised anomaly detection algorithms for multivariate data. PloS one, 11(4), p.e0152173.
Gupta, M., Gao, J., Aggarwal, C.C. and Han, J., 2014. Outlier detection for temporal data: A survey. IEEE Transactions on Knowledge and Data Engineering, 26(9), pp.2250-2267.
Chen, J., Sathe, S., Aggarwal, C. and Turaga, D., 2017, June. Outlier detection with autoencoder ensembles. SIAM International Conference on Data Mining, pp. 90-98. Society for Industrial and Applied Mathematics.
Lazarevic, A., Banerjee, A., Chandola, V., Kumar, V. and Srivastava, J., 2008, September. Data mining for anomaly detection. Tutorial at ECML PKDD 2008.
Liu, N., Shin, D. and Hu, X., 2017. Contextual outlier interpretation. In International Joint Conference on Artificial Intelligence (IJCAI-18), pp.2461-2467.
Macha, M. and Akoglu, L., 2018. Explaining anomalies in groups with characterizing subspace rules. Data Mining and Knowledge Discovery, 32(5), pp.1444-1480.
Manzoor, E., Lamba, H. and Akoglu, L. Outlier Detection in Feature-Evolving Data Streams. In 24th ACM SIGKDD International Conference on Knowledge Discovery and Data mining (KDD). 2018.
Pang, G., Cao, L., Chen, L. and Liu, H., 2016, December. Unsupervised feature selection for outlier detection by modelling hierarchical value-feature couplings. In Data Mining (ICDM), 2016 IEEE 16th International Conference on (pp. 410-419). IEEE.
Pang, G., Cao, L., Chen, L. and Liu, H., 2017, August. Learning homophily couplings from non-iid data for joint feature selection and noise-resilient outlier detection. In Proceedings of the 26th International Joint Conference on Artificial Intelligence (pp. 2585-2591). AAAI Press.
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(1, 2) Pang, G., Cao, L., Chen, L. and Liu, H., 2018. Learning Representations of Ultrahigh-dimensional Data for Random Distance-based Outlier Detection. In 24th ACM SIGKDD International Conference on Knowledge Discovery and Data mining (KDD). 2018.
Pelleg, D. and Moore, A.W., 2005. Active learning for anomaly and rare-category detection. In Advances in neural information processing systems, pp. 1073-1080.
Ramaswamy, S., Rastogi, R. and Shim, K., 2000, May. Efficient algorithms for mining outliers from large data sets. ACM SIGMOD Record, 29(2), pp. 427-438.
Weller-Fahy, D.J., Borghetti, B.J. and Sodemann, A.A., 2015. A survey of distance and similarity measures used within network intrusion anomaly detection. IEEE Communications Surveys & Tutorials, 17(1), pp.70-91.
Yu, R., He, X. and Liu, Y., 2015. Glad: group anomaly detection in social media analysis. ACM Transactions on Knowledge Discovery from Data (TKDD), 10(2), p.18.
Zhao, Y. and Hryniewicki, M.K., 2018, July. XGBOD: improving supervised outlier detection with unsupervised representation learning. In 2018 International Joint Conference on Neural Networks (IJCNN). IEEE.
Zimek, A., Schubert, E. and Kriegel, H.P., 2012. A survey on unsupervised outlier detection in high‐dimensional numerical data. Statistical Analysis and Data Mining: The ASA Data Science Journal, 5(5), pp.363-387.
Zimek, A., Campello, R.J. and Sander, J., 2014. Ensembles for unsupervised outlier detection: challenges and research questions a position paper. ACM Sigkdd Explorations Newsletter, 15(1), pp.11-22.
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Anomaly detection related books, papers, videos, and toolboxes