Temporal anomaly detection: Calibrating the surprise

Eyal Gutflaish, Aryeh Kontorovich, Sivan Sabato, Ofer Biller, Oded Sofer

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

We propose a hybrid approach to temporal anomaly detection in access data of users to databases - or more generally, any kind of subject-object co-occurrence data. We consider a high-dimensional setting that also requires fast computation at test time. Our methodology identifies anomalies based on a single stationary model, instead of requiring a full temporal one, which would be prohibitive in this setting. We learn a low-rank stationary model from the training data, and then fit a regression model for predicting the expected likelihood score of normal access patterns in the future. The disparity between the predicted likelihood score and the observed one is used to assess the “surprise” at test time. This approach enables calibration of the anomaly score, so that time-varying normal behavior patterns are not considered anomalous. We provide a detailed description of the algorithm, including a convergence analysis, and report encouraging empirical results. One of the data sets that we tested is new for the public domain. It consists of two months' worth of database access records from a live system. This data set and our code are publicly available at https://github.com/eyalgut/TLR anomaly detection.git.

Original languageEnglish
Title of host publication33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Innovative Applications of Artificial Intelligence Conference, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019
PublisherAAAI press
Pages3755-3762
Number of pages8
ISBN (Electronic)9781577358091
StatePublished - 1 Jan 2019
Event33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Annual Conference on Innovative Applications of Artificial Intelligence, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019 - Honolulu, United States
Duration: 27 Jan 20191 Feb 2019

Conference

Conference33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Annual Conference on Innovative Applications of Artificial Intelligence, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019
Country/TerritoryUnited States
CityHonolulu
Period27/01/191/02/19

ASJC Scopus subject areas

  • Artificial Intelligence

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