Benchmarking Anomaly Detection Algorithms: Deep Learning and Beyond

Fuente: arXiv
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Autores principales: Mehta, Shanay, Mehendale, Shlok, Fernandes, Nicole, Sarkar, Jyotirmoy, Sarkar, Santonu, Saha, Snehanshu
Formato: Preprint
Publicado: 2024
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author Mehta, Shanay
Mehendale, Shlok
Fernandes, Nicole
Sarkar, Jyotirmoy
Sarkar, Santonu
Saha, Snehanshu
author_facet Mehta, Shanay
Mehendale, Shlok
Fernandes, Nicole
Sarkar, Jyotirmoy
Sarkar, Santonu
Saha, Snehanshu
contents Detection of anomalous situations for complex mission-critical systems hold paramount importance when their service continuity needs to be ensured. A major challenge in detecting anomalies from the operational data arises due to the imbalanced class distribution problem since the anomalies are supposed to be rare events. This paper evaluates a diverse array of Machine Learning (ML)-based anomaly detection algorithms through a comprehensive benchmark study. The paper contributes significantly by conducting an unbiased comparison of various anomaly detection algorithms, spanning classical ML, including various tree-based approaches to Deep Learning (DL) and outlier detection methods. The inclusion of 104 publicly available enhances the diversity of the study, allowing a more realistic evaluation of algorithm performance and emphasizing the importance of adaptability to real-world scenarios. The paper evaluates the general notion of DL as a universal solution, showing that, while powerful, it is not always the best fit for every scenario. The findings reveal that recently proposed tree-based evolutionary algorithms match DL methods and sometimes outperform them in many instances of univariate data where the size of the data is small and number of anomalies are less than 10%. Specifically, tree-based approaches successfully detect singleton anomalies in datasets where DL falls short. To the best of the authors' knowledge, such a study on a large number of state-of-the-art algorithms using diverse data sets, with the objective of guiding researchers and practitioners in making informed algorithmic choices, has not been attempted earlier.
format Preprint
id arxiv_https___arxiv_org_abs_2402_07281
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Benchmarking Anomaly Detection Algorithms: Deep Learning and Beyond
Mehta, Shanay
Mehendale, Shlok
Fernandes, Nicole
Sarkar, Jyotirmoy
Sarkar, Santonu
Saha, Snehanshu
Machine Learning
Detection of anomalous situations for complex mission-critical systems hold paramount importance when their service continuity needs to be ensured. A major challenge in detecting anomalies from the operational data arises due to the imbalanced class distribution problem since the anomalies are supposed to be rare events. This paper evaluates a diverse array of Machine Learning (ML)-based anomaly detection algorithms through a comprehensive benchmark study. The paper contributes significantly by conducting an unbiased comparison of various anomaly detection algorithms, spanning classical ML, including various tree-based approaches to Deep Learning (DL) and outlier detection methods. The inclusion of 104 publicly available enhances the diversity of the study, allowing a more realistic evaluation of algorithm performance and emphasizing the importance of adaptability to real-world scenarios. The paper evaluates the general notion of DL as a universal solution, showing that, while powerful, it is not always the best fit for every scenario. The findings reveal that recently proposed tree-based evolutionary algorithms match DL methods and sometimes outperform them in many instances of univariate data where the size of the data is small and number of anomalies are less than 10%. Specifically, tree-based approaches successfully detect singleton anomalies in datasets where DL falls short. To the best of the authors' knowledge, such a study on a large number of state-of-the-art algorithms using diverse data sets, with the objective of guiding researchers and practitioners in making informed algorithmic choices, has not been attempted earlier.
title Benchmarking Anomaly Detection Algorithms: Deep Learning and Beyond
topic Machine Learning
url https://arxiv.org/abs/2402.07281