Sparse Gaussian markov random field mixtures for anomaly detection

Tsuyoshi Idé; Ankush Khandelwal; Jayant Kalagnanam

doi:10.1109/ICDM.2016.168

Sparse Gaussian markov random field mixtures for anomaly detection

Tsuyoshi Idé, Ankush Khandelwal, Jayant Kalagnanam

Computer Science and Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

7 Scopus citations

Abstract

We propose a new approach to anomaly detection from multivariate noisy sensor data. We address two major challenges: To provide variable-wise diagnostic information and to automatically handle multiple operational modes. Our task is a practical extension of traditional outlier detection, which is to compute a single scalar for each sample. To consistently define the variable-wise anomaly score, we leverage a predictive conditional distribution. We then introduce a mixture of Gaussian Markov random field and its Bayesian inference, resulting in a sparse mixture of sparse graphical models. Our anomaly detection method is capable of automatically handling multiple operational modes while removing unwanted nuisance variables.We demonstrate the utility of our approach using real equipment data from the oil industry.

Original language	English (US)
Title of host publication	Proceedings - 16th IEEE International Conference on Data Mining, ICDM 2016
Editors	Francesco Bonchi, Xindong Wu, Ricardo Baeza-Yates, Josep Domingo-Ferrer, Zhi-Hua Zhou
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	955-960
Number of pages	6
ISBN (Electronic)	9781509054725
DOIs	https://doi.org/10.1109/ICDM.2016.168
State	Published - Jan 31 2017
Event	16th IEEE International Conference on Data Mining, ICDM 2016 - Barcelona, Catalonia, Spain Duration: Dec 12 2016 → Dec 15 2016

Publication series

Name	Proceedings - IEEE International Conference on Data Mining, ICDM
Volume	0
ISSN (Print)	1550-4786

Other

Other	16th IEEE International Conference on Data Mining, ICDM 2016
Country	Spain
City	Barcelona, Catalonia
Period	12/12/16 → 12/15/16

Access

10.1109/ICDM.2016.168

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Cite this

Idé, T., Khandelwal, A., & Kalagnanam, J. (2017). Sparse Gaussian markov random field mixtures for anomaly detection. In F. Bonchi, X. Wu, R. Baeza-Yates, J. Domingo-Ferrer, & Z-H. Zhou (Eds.), Proceedings - 16th IEEE International Conference on Data Mining, ICDM 2016 (pp. 955-960). [7837932] (Proceedings - IEEE International Conference on Data Mining, ICDM; Vol. 0). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICDM.2016.168

Sparse Gaussian markov random field mixtures for anomaly detection. / Idé, Tsuyoshi; Khandelwal, Ankush; Kalagnanam, Jayant.

Proceedings - 16th IEEE International Conference on Data Mining, ICDM 2016. ed. / Francesco Bonchi; Xindong Wu; Ricardo Baeza-Yates; Josep Domingo-Ferrer; Zhi-Hua Zhou. Institute of Electrical and Electronics Engineers Inc., 2017. p. 955-960 7837932 (Proceedings - IEEE International Conference on Data Mining, ICDM; Vol. 0).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Idé, T, Khandelwal, A & Kalagnanam, J 2017, Sparse Gaussian markov random field mixtures for anomaly detection. in F Bonchi, X Wu, R Baeza-Yates, J Domingo-Ferrer & Z-H Zhou (eds), Proceedings - 16th IEEE International Conference on Data Mining, ICDM 2016., 7837932, Proceedings - IEEE International Conference on Data Mining, ICDM, vol. 0, Institute of Electrical and Electronics Engineers Inc., pp. 955-960, 16th IEEE International Conference on Data Mining, ICDM 2016, Barcelona, Catalonia, Spain, 12/12/16. https://doi.org/10.1109/ICDM.2016.168

Idé T, Khandelwal A, Kalagnanam J. Sparse Gaussian markov random field mixtures for anomaly detection. In Bonchi F, Wu X, Baeza-Yates R, Domingo-Ferrer J, Zhou Z-H, editors, Proceedings - 16th IEEE International Conference on Data Mining, ICDM 2016. Institute of Electrical and Electronics Engineers Inc. 2017. p. 955-960. 7837932. (Proceedings - IEEE International Conference on Data Mining, ICDM). https://doi.org/10.1109/ICDM.2016.168

Idé, Tsuyoshi ; Khandelwal, Ankush ; Kalagnanam, Jayant. / Sparse Gaussian markov random field mixtures for anomaly detection. Proceedings - 16th IEEE International Conference on Data Mining, ICDM 2016. editor / Francesco Bonchi ; Xindong Wu ; Ricardo Baeza-Yates ; Josep Domingo-Ferrer ; Zhi-Hua Zhou. Institute of Electrical and Electronics Engineers Inc., 2017. pp. 955-960 (Proceedings - IEEE International Conference on Data Mining, ICDM).

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