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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
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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

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
  • Pattern Detection in the Activation Space for Identifying Synthesized Content By: Celia Cintas, Skyler Speakman, Girmaw Abebe Tadesse, Victor Akinwande, Edward McFowland III and Komminist Weldemariam
  • A Prescriptive Analytics Framework for Optimal Policy Deployment Using Heterogeneous Treatment Effects By: Edward McFowland III, Sandeep Gangarapu, Ravi Bapna and Tianshu Sun
  • Toward Automated Discovery of Novel Anomalous Patterns By: Edward McFowland III and Daniel B. Neill
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