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Publications
  • November 2021
  • Article
  • Proceedings of Machine Learning Research (PMLR)

Gaussian Process Subset Scanning for Anomalous Pattern Detection in Non-iid Data

By: William Herlands, Edward McFowland III, Andrew Gordon Wilson and Daniel B. Neill
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Abstract

Identifying anomalous patterns in real-world data is essential for understanding where, when, and how systems deviate from their expected dynamics. Yet methods that separately consider the anomalousness of each individual data point have low detection power for subtle, emerging irregularities. Additionally, recent detection techniques based on subset scanning make strong independence assumptions and suffer degraded performance in correlated data. We introduce methods for identifying anomalous patterns in non-iid data by combining Gaussian processes with novel log-likelihood ratio statistic and subset scanning techniques. Our approaches are powerful, interpretable, and can integrate information across multiple streams. We illustrate their performance on numeric simulations and three open source spatiotemporal datasets of opioid overdose deaths, 311 calls, and storm reports.

Keywords

Pattern Detection; Subset Scanning; Gaussian Processes; Mathematical Methods

Citation

Herlands, William, Edward McFowland III, Andrew Gordon Wilson, and Daniel B. Neill. "Gaussian Process Subset Scanning for Anomalous Pattern Detection in Non-iid Data." Proceedings of Machine Learning Research (PMLR) 84 (2018): 425–434. (Also presented at the 21st International Conference on Artificial Intelligence and Statistics (AISTATS), 2018.)
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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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