Anomaly Detection in High Dimensional Data (Q74767)
From MaRDI portal
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anomaly Detection in High Dimensional Data |
scientific article from arXiv |
Statements
12 August 2019
0 references
stat.ML
0 references
cs.LG
0 references
stat.AP
0 references
This article introduces a novel algorithm for detecting anomalies in high-dimensional data, known as the stray algorithm. Developed to overcome limitations in the performance of existing algorithms like HDoutliers, this method identifies anomalies based on extreme value theory by calculating thresholds for large distance gaps between observations. Extensive testing with both synthetic and real datasets has demonstrated that the stray algorithm not only outperforms its predecessor but also excels in terms of accuracy and computational efficiency. The stray algorithm is available as an open-source R package, further highlighting its versatility and potential impact on anomaly detection methods. (English)
0 references
