异常检测学习资源(Anomaly Detection Learning Resources)
异常检测 (anomaly detection)
(又名 Outlier Detection) 是一个重要但非常有挑战性的领域。异常检测的目标主要是找到数据中
偏离于主要分布的案例--它在很多领域都有重要意义,包括「信用卡诈骗检测」、「网络入侵检测」、
「机械故障检测」等。
这个仓库中收藏了关于异常检测的:
- 专业书籍与学术论文
- 在线课程与视频
- 异常检测数据集
- 开源与商业工具库
- 重要的会议与期刊
更多内容会被陆续添加到当前仓库中来。
请建议/推荐相关资源,你可以选择提交issue report、pull request或者给我发邮件 (zhaoy@cmu.edu)。
Enjoy reading!
目录
1. 书籍 & 教程
1.1. 书籍
Outlier Analysis
作者: Charu Aggarwal: 经典异常检测教科书,内容涵盖了大部分相关算法与应用。异常检测领域人士必读。
[预览.pdf]
Outlier Ensembles: An Introduction
作者: Charu Aggarwal and Saket Sathe: 非常权威的集成异常检测教科书。
Data Mining: Concepts and Techniques (3rd)
作者: 韩家炜 (Jiawei Han) and Micheline Kamber and Jian Pei (裴健): 该书第十二章讨论了异常检测技术。 [Google Search]
1.2. 教程
Tutorial Title |
Venue |
Year |
Ref |
Materials |
Outlier detection techniques |
ACM SIGKDD |
2010 |
[27] |
[PDF] |
Anomaly Detection: A Tutorial |
ICDM |
2011 |
[12] |
[PDF] |
Data mining for anomaly detection |
PKDD |
2008 |
[28] |
[Video] |
2. Courses/Seminars/Videos
Coursera Introduction to Anomaly Detection (by IBM):
[See Video]
Coursera Real-Time Cyber Threat Detection and Mitigation partly covers the topic:
[See Video]
Coursera Machine Learning by Andrew Ng also partly covers the topic:
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.
[Python] Scikit-learn Novelty and Outlier Detection. It supports some popular algorithms like LOF, Isolation Forest, and One-class SVM.
[Java] ELKI: Environment for Developing KDD-Applications Supported by Index-Structures:
ELKI is an open source (AGPLv3) data mining software written in Java. The focus of ELKI is research in algorithms, with an emphasis on unsupervised methods in cluster analysis and outlier detection.
[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.
[Matlab] Anomaly Detection Toolbox - Beta: A collection of popular outlier detection algorithms in Matlab.
3.2. Time series outlier detection
[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.
[Python] telemanom: A framework for using LSTMs to detect anomalies in multivariate time series data.
[Python] DeepADoTS: A benchmarking pipeline for anomaly detection on time series data for multiple state-of-the-art deep learning methods.
[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.
3.3. Datasets
ELKI Outlier Datasets: https://elki-project.github.io/datasets/outlier
Outlier Detection DataSets (ODDS): http://odds.cs.stonybrook.edu/#table1
Unsupervised Anomaly Detection Dataverse: https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/OPQMVF
Anomaly Detection Meta-Analysis Benchmarks: https://ir.library.oregonstate.edu/concern/datasets/47429f155
4. Papers
4.1. Overview & Survey Papers
Paper Title |
Venue |
Year |
Ref |
Materials |
A survey of outlier detection methodologies |
ARTIF INTELL REV |
2004 |
[24] |
[PDF] |
Anomaly detection: A survey |
CSUR |
2009 |
[11] |
[PDF] |
A meta-analysis of the anomaly detection problem |
Preprint |
2015 |
[19] |
[PDF] |
On the evaluation of unsupervised outlier detection: measures, datasets, and an empirical study |
DMKD |
2016 |
[9] |
[HTML], [SLIDES]
|
A comparative evaluation of unsupervised anomaly detection algorithms for multivariate data |
PLOS ONE |
2016 |
[22] |
[PDF] |
A comparative evaluation of outlier detection algorithms: Experiments and analyses |
Pattern Recognition |
2018 |
[18] |
[PDF] |
Research Issues in Outlier Detection |
Book Chapter |
2019 |
[50] |
[HTML] |
Quantitative comparison of unsupervised anomaly detection algorithms for intrusion detection |
SAC |
2019 |
[20] |
[HTML] |
4.2. Key Algorithms
Abbreviation |
Paper Title |
Venue |
Year |
Ref |
Materials |
kNN |
Efficient algorithms for mining outliers from large data sets |
ACM SIGMOD Record |
2000 |
[43] |
[PDF] |
KNN |
Fast outlier detection in high dimensional spaces |
PKDD |
2002 |
[6] |
[PDF] |
LOF |
LOF: identifying density-based local outliers |
ACM SIGMOD Record |
2000 |
[8] |
[PDF] |
IForest |
Isolation forest |
ICDM |
2008 |
[31] |
[PDF] |
OCSVM |
Estimating the support of a high-dimensional distribution |
Neural Computation |
2001 |
[48] |
[PDF] |
AutoEncoder Ensemble |
Outlier detection with autoencoder ensembles |
SDM |
2017 |
[13] |
[PDF] |
4.3. Graph & Network Outlier Detection
Paper Title |
Venue |
Year |
Ref |
Materials |
Graph based anomaly detection and description: a survey |
DMKD |
2015 |
[5] |
[PDF] |
Anomaly detection in dynamic networks: a survey |
WIREs Computational Statistic |
2015 |
[44] |
[PDF] |
4.4. Time Series Outlier Detection
Paper Title |
Venue |
Year |
Ref |
Materials |
Outlier detection for temporal data: A survey |
TKDE |
2014 |
[23] |
[PDF] |
Detecting spacecraft anomalies using lstms and nonparametric dynamic thresholding |
KDD |
2018 |
[25] |
[PDF], [Code]
|
4.5. Feature Selection in Outlier Detection
Paper Title |
Venue |
Year |
Ref |
Materials |
Unsupervised feature selection for outlier detection by modelling hierarchical value-feature couplings |
ICDM |
2016 |
[38] |
[PDF] |
Learning homophily couplings from non-iid data for joint feature selection and noise-resilient outlier detection |
IJCAI |
2017 |
[39] |
[PDF] |
4.6. High-dimensional & Subspace Outliers
Paper Title |
Venue |
Year |
Ref |
Materials |
A survey on unsupervised outlier detection in high-dimensional numerical data |
Stat Anal Data Min |
2012 |
[58] |
[HTML] |
Learning Representations of Ultrahigh-dimensional Data for Random Distance-based Outlier Detection |
SIGKDD |
2018 |
[40] |
[PDF] |
Reverse Nearest Neighbors in Unsupervised Distance-Based Outlier Detection |
TKDE |
2015 |
[42] |
[PDF], [SLIDES]
|
Outlier detection for high-dimensional data |
Biometrika |
2015 |
[46] |
[PDF] |
4.7. Outlier Ensembles
Paper Title |
Venue |
Year |
Ref |
Materials |
Outlier ensembles: position paper |
SIGKDD Explorations |
2013 |
[2] |
[PDF] |
Ensembles for unsupervised outlier detection: challenges and research questions a position paper |
SIGKDD Explorations |
2014 |
[59] |
[PDF] |
An Unsupervised Boosting Strategy for Outlier Detection Ensembles |
PAKDD |
2018 |
[10] |
[HTML] |
LSCP: Locally selective combination in parallel outlier ensembles |
SDM |
2019 |
[56] |
[PDF] |
4.8. Outlier Detection in Evolving Data
Paper Title |
Venue |
Year |
Ref |
Materials |
A Survey on Anomaly detection in Evolving Data: [with Application to Forest Fire Risk Prediction] |
SIGKDD Explorations |
2018 |
[47] |
[PDF] |
Unsupervised real-time anomaly detection for streaming data |
Neurocomputing |
2017 |
[4] |
[PDF] |
Outlier Detection in Feature-Evolving Data Streams |
SIGKDD |
2018 |
[35] |
[PDF], [Github]
|
4.9. Representation Learning in Outlier Detection
Paper Title |
Venue |
Year |
Ref |
Materials |
Learning Representations of Ultrahigh-dimensional Data for Random Distance-based Outlier Detection |
SIGKDD |
2018 |
[40] |
[PDF] |
Learning representations for outlier detection on a budget |
Preprint |
2015 |
[36] |
[PDF] |
XGBOD: improving supervised outlier detection with unsupervised representation learning |
IJCNN |
2018 |
[55] |
[PDF] |
4.10. Interpretability
Paper Title |
Venue |
Year |
Ref |
Materials |
Explaining Anomalies in Groups with Characterizing Subspace Rules |
DMKD |
2018 |
[34] |
[PDF] |
Beyond Outlier Detection: LookOut for Pictorial Explanation |
ECML-PKDD |
2018 |
[37] |
[PDF] |
Contextual outlier interpretation |
IJCAI |
2018 |
[32] |
[PDF] |
Mining multidimensional contextual outliers from categorical relational data |
IDA |
2015 |
[51] |
[PDF] |
Discriminative features for identifying and interpreting outliers |
ICDE |
2014 |
[14] |
[PDF] |
Sequential Feature Explanations for Anomaly Detection |
TKDD |
2019 |
[49] |
[HTML] |
4.11. Outlier Detection with Neural Networks
Paper Title |
Venue |
Year |
Ref |
Materials |
Detecting spacecraft anomalies using lstms and nonparametric dynamic thresholding |
KDD |
2018 |
[25] |
[PDF], [Code]
|
MAD-GAN: Multivariate Anomaly Detection for Time Series Data with Generative Adversarial Networks |
Preprint |
2019 |
[30] |
[PDF], [Code]
|
Generative Adversarial Active Learning for Unsupervised Outlier Detection |
TKDE |
2019 |
[33] |
[PDF], [Code]
|
Deep Autoencoding Gaussian Mixture Model for Unsupervised Anomaly Detection |
ICLR |
2018 |
[60] |
[PDF], [Code]
|
4.12. Active Anomaly Detection
Paper Title |
Venue |
Year |
Ref |
Materials |
Active learning for anomaly and rare-category detection |
NeurIPS |
2005 |
[41] |
[PDF] |
Outlier detection by active learning |
SIGKDD |
2006 |
[1] |
[PDF] |
Active Anomaly Detection via Ensembles: Insights, Algorithms, and Interpretability |
Preprint |
2019 |
[15] |
[PDF] |
4.13. Interactive Outlier Detection
Paper Title |
Venue |
Year |
Ref |
Materials |
Learning On-the-Job to Re-rank Anomalies from Top-1 Feedback |
SDM |
2019 |
[29] |
[PDF] |
Interactive anomaly detection on attributed networks |
WSDM |
2019 |
[16] |
[PDF] |
eX2: a framework for interactive anomaly detection |
IUI Workshop |
2019 |
[7] |
[PDF] |
Tripartite Active Learning for Interactive Anomaly Discovery |
IEEE Access |
2019 |
[57] |
[PDF] |
4.14. Outlier Detection in Other fields
Field |
Paper Title |
Venue |
Year |
Ref |
Materials |
Text |
Outlier detection for text data |
SDM |
2017 |
[26] |
[PDF] |
4.15. Outlier Detection Applications
Field |
Paper Title |
Venue |
Year |
Ref |
Materials |
Security |
A survey of distance and similarity measures used within network intrusion anomaly detection |
IEEE Commun. Surv. Tutor. |
2015 |
[52] |
[PDF] |
Security |
Anomaly-based network intrusion detection: Techniques, systems and challenges |
Computers & Security |
2009 |
[21] |
[PDF] |
Finance |
A survey of anomaly detection techniques in financial domain |
Future Gener Comput Syst |
2016 |
[3] |
[PDF] |
Traffic |
Outlier Detection in Urban Traffic Data |
WIMS |
2018 |
[17] |
[PDF] |
Social Media |
A survey on social media anomaly detection |
SIGKDD Explorations |
2016 |
[54] |
[PDF] |
Social Media |
GLAD: group anomaly detection in social media analysis |
TKDD |
2015 |
[53] |
[PDF] |
Machine Failure |
Detecting the Onset of Machine Failure Using Anomaly Detection Methods |
DAWAK |
2019 |
[45] |
[PDF] |
5. Key Conferences/Workshops/Journals
5.1. Conferences & Workshops
Key data mining conference deadlines, historical acceptance rates, and more
can be found data-mining-conferences.
ACM International Conference on Knowledge Discovery and Data Mining (SIGKDD). Note: SIGKDD usually has an Outlier Detection Workshop (ODD), see ODD 2018.
ACM International Conference on Management of Data (SIGMOD)
The Web Conference (WWW)
IEEE International Conference on Data Mining (ICDM)
SIAM International Conference on Data Mining (SDM)
IEEE International Conference on Data Engineering (ICDE)
ACM InternationalConference on Information and Knowledge Management (CIKM)
ACM International Conference on Web Search and Data Mining (WSDM)
The European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD)
The Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD)
5.2. Journals
ACM Transactions on Knowledge Discovery from Data (TKDD)
IEEE Transactions on Knowledge and Data Engineering (TKDE)
ACM SIGKDD Explorations Newsletter
Data Mining and Knowledge Discovery
Knowledge and Information Systems (KAIS)
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[53] |
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[54] |
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