Kernel-based nonparametric anomaly detection

Shaofeng Zou, Yingbin Liang, H. Vincent Poor, Xinghua Shi

Research output: Contribution to conferencePaperpeer-review

4 Scopus citations

Abstract

An anomaly detection problem is investigated, in which there are totally n sequences, with s anomalous sequences to be detected. Each normal sequence contains m independent and identically distributed (i.i.d.) samples drawn from a distribution p, whereas each anomalous sequence contains m i.i.d. samples drawn from a distribution q that is distinct from p. The distributions p and q are assumed to be unknown a priori. The scenario with a reference sequence generated by p is studied. Distribution-free tests are constructed using maximum mean discrepancy (MMD) as the metric, which is based on mean embeddings of distributions into a reproducing kernel Hilbert space (RKHS). It is shown that as the number n of sequences goes to infinity, if the value of s is known, then the number m of samples in each sequence should be of order O(log n) or larger in order for the developed tests to consistently detect s anomalous sequences. If the value of s is unknown, then m should be of order strictly larger than O(log n). The computational complexity of all developed tests is shown to be polynomial. Numerical results demonstrate that these new tests outperform (or perform as well as) tests based on other competitive traditional statistical approaches and kernel-based approaches under various cases.

Original languageEnglish (US)
Pages224-228
Number of pages5
DOIs
StatePublished - Oct 31 2014
Event2014 15th IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2014 - Toronto, Canada
Duration: Jun 22 2014Jun 25 2014

Other

Other2014 15th IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2014
CountryCanada
CityToronto
Period6/22/146/25/14

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Computer Science Applications
  • Information Systems

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