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  • Article
  • Journal of Machine Learning Research

Fast Generalized Subset Scan for Anomalous Pattern Detection

By: Edward McFowland III, Skyler Speakman and Daniel B. Neill
  • Format:Electronic
  • | Pages:29
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Abstract

We propose Fast Generalized Subset Scan (FGSS), a new method for detecting anomalous patterns in general categorical data sets. We frame the pattern detection problem as a search over subsets of data records and attributes, maximizing a nonparametric scan statistic over all such subsets. We prove that the nonparametric scan statistics possess a novel property that allows for efficient optimization over the exponentially many subsets of the data without an exhaustive search, enabling FGSS to scale to massive and high-dimensional data sets. We evaluate the performance of FGSS in three real-world application domains (customs monitoring, disease surveillance, and network intrusion detection), and demonstrate that FGSS can successfully detect and characterize relevant patterns in each domain. As compared to three other recently proposed detection algorithms, FGSS substantially decreased run time and improved detection power for massive multivariate data sets.

Keywords

Pattern Detection; Anomaly Detection; Knowledge Discovery; Bayesian Networks; Scan Statistics; Analytics and Data Science

Citation

McFowland III, Edward, Skyler Speakman, and Daniel B. Neill. "Fast Generalized Subset Scan for Anomalous Pattern Detection." Art. 12. Journal of Machine Learning Research 14 (2013): 1533–1561.
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About The Author

Edward McFowland III

Technology and Operations Management
→More Publications

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More from the Authors
  • Navigating the Jagged Technological Frontier: Field Experimental Evidence of the Effects of AI on Knowledge Worker Productivity and Quality By: Fabrizio Dell'Acqua, Edward McFowland III, Ethan Mollick, Hila Lifshitz-Assaf, Katherine C. Kellogg, Saran Rajendran, Lisa Krayer, François Candelon and Karim R. Lakhani
  • So, Who Likes You? Evidence from a Randomized Field Experiment By: Ravi Bapna, Edward McFowland III, Probal Mojumder, Jui Ramaprasad and Akhmed Umyarov
  • Insufficiently Justified Disparate Impact: A New Criterion for Subgroup Fairness By: Neil Menghani, Edward McFowland III and Daniel B. Neill
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