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On-Line Unsupervised Outlier Detection Using Finite Mixtures with Discounting Learning Algorithms

Authors:

Kenji Yamanishi,

Jun-Ichi Takeuchi,

Graham Williams,

Peter MilneAuthors Info & Claims

Data Mining and Knowledge Discovery, Volume 8, Issue 3

Pages 275 - 300

https://doi.org/10.1023/B:DAMI.0000023676.72185.7c

Published: 01 May 2004 Publication History

Abstract

Outlier detection is a fundamental issue in data mining, specifically in fraud detection, network intrusion detection, network monitoring, etc. SmartSifter is an outlier detection engine addressing this problem from the viewpoint of statistical learning theory. This paper provides a theoretical basis for SmartSifter and empirically demonstrates its effectiveness. SmartSifter detects outliers in an on-line process through the on-line unsupervised learning of a probabilistic model (using a finite mixture model) of the information source. Each time a datum is input SmartSifter employs an on-line discounting learning algorithm to learn the probabilistic model. A score is given to the datum based on the learned model with a high score indicating a high possibility of being a statistical outlier. The novel features of SmartSifter are: (1) it is adaptive to non-stationary sources of data; (2) a score has a clear statistical/information-theoretic meaning; (3) it is computationally inexpensive; and (4) it can handle both categorical and continuous variables. An experimental application to network intrusion detection shows that SmartSifter was able to identify data with high scores that corresponded to attacks, with low computational costs. Further experimental application has identified a number of meaningful rare cases in actual health insurance pathology data from Australia's Health Insurance Commission.

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Cited By

Leveni FCassales GPfahringer BBifet ABoracchi GSalakhutdinov RKolter ZHeller KWeller AOliver NScarlett JBerkenkamp F(2024)Online isolation forestProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3693158(27288-27298)Online publication date: 21-Jul-2024
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Jiang JChen YHe BChen MChen J(2024)Spade+: A Generic Real-Time Fraud Detection Framework on Dynamic GraphsIEEE Transactions on Knowledge and Data Engineering10.1109/TKDE.2024.339415536:11(7058-7073)Online publication date: 1-Nov-2024
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On-Line Unsupervised Outlier Detection Using Finite Mixtures with Discounting Learning Algorithms

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cover image Data Mining and Knowledge Discovery

Data Mining and Knowledge Discovery Volume 8, Issue 3

May 2004

96 pages

ISSN:1384-5810

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Copyright © Copyright © 2004 Kluwer Academic Publishers.

Publisher

Kluwer Academic Publishers

United States

Publication History

Published: 01 May 2004

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Cited By

Leveni FCassales GPfahringer BBifet ABoracchi GSalakhutdinov RKolter ZHeller KWeller AOliver NScarlett JBerkenkamp F(2024)Online isolation forestProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3693158(27288-27298)Online publication date: 21-Jul-2024
https://dl.acm.org/doi/10.5555/3692070.3693158
Jiang JChen YHe BChen MChen J(2024)Spade+: A Generic Real-Time Fraud Detection Framework on Dynamic GraphsIEEE Transactions on Knowledge and Data Engineering10.1109/TKDE.2024.339415536:11(7058-7073)Online publication date: 1-Nov-2024
https://dl.acm.org/doi/10.1109/TKDE.2024.3394155
Wadinger MKvasnica M(2024)Adaptable and Interpretable Framework for Anomaly Detection in SCADA-based industrial systemsExpert Systems with Applications: An International Journal10.1016/j.eswa.2024.123200246:COnline publication date: 15-Jul-2024
https://dl.acm.org/doi/10.1016/j.eswa.2024.123200
Ren YZhou RZhang JWang W(2023)An Outlier Detection Algorithm Based on Probability Density ClusteringInternational Journal of Data Warehousing and Mining10.4018/IJDWM.33390119:1(1-20)Online publication date: 21-Nov-2023
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Yakura H(2023)A Generative Framework for Designing Interactions to Overcome the Gaps between Humans and Imperfect AIs Instead of Improving the Accuracy of the AIsExtended Abstracts of the 2023 CHI Conference on Human Factors in Computing Systems10.1145/3544549.3577036(1-5)Online publication date: 19-Apr-2023
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Huang CXu QWang YWang YZhang Y(2023)Self-Supervised Masking for Unsupervised Anomaly Detection and LocalizationIEEE Transactions on Multimedia10.1109/TMM.2022.317561125(4426-4438)Online publication date: 1-Jan-2023
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