Anomaly Detection in High Dimensional Data (Q74767)

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scientific article from arXiv
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Anomaly Detection in High Dimensional Data
scientific article from arXiv

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    12 August 2019
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    This article introduces a novel stray algorithm designed to detect anomalies in high-dimensional data, addressing limitations of the existing HDoutliers method by applying extreme value theory for precise threshold calculation and efficiency. The authors validate the new algorithm's efficacy with both synthetic and real datasets, showcasing its superiority over HDoutliers in accuracy and computational performance. The stray algorithm is encapsulated as an open-source R package, facilitating its application across diverse data structures via feature engineering. (English)
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