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anomaly-detection-resources's Issues

paper link to XGBOD failed, cannot connect to www.yuezhao.me

I cannot open to link to the XGBOD paper.

the following is the error message. I guess I just dont have access right to this url.

Secure Connection Failed

An error occurred during a connection to www.yuezhao.me. PR_END_OF_FILE_ERROR

The page you are trying to view cannot be shown because the authenticity of the received data could not be verified.
Please contact the website owners to inform them of this problem.

About new isolation based anomaly detection methods

Hi Yue,

I found your repository is amazing. Just let you know that our research group (the inventor of iForest) recently has proposed new isolation based anomaly detection methods that you may like to include:

  1. Ting, Kai Ming, Bi-Cun Xu, Takashi Washio, and Zhi-Hua Zhou. "Isolation Distributional Kernel: A New Tool for Kernel based Anomaly Detection." In Proceedings of the 26th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining, pp. 198-206. 2020.

code: https://github.com/IsolationKernel/Codes/tree/main/IDK

  1. Bandaragoda, Tharindu R., Kai Ming Ting, David Albrecht, Fei Tony Liu, Ye Zhu, and Jonathan R. Wells. "Isolation‐based anomaly detection using nearest‐neighbor ensembles." Computational Intelligence 34, no. 4 (2018): 968-998.

code: https://github.com/zhuye88/iNNE

Cheers,
Ye Zhu

Anomaly Detection Using Seasonal Hybrid Extreme Studentized Deviate Test + tidy

https://github.com/hrbrmstr/AnomalyDetection/blob/master/README.md
Anomaly Detection Using Seasonal Hybrid Extreme Studentized Deviate Test

Twitterfolks launched this package in 2014. Many coding and package standards have changed. The package now conforms to CRAN standards.

The plots were nice and all but terribly unnecessary. The two core functions have been modified to only return tidy data frames (tibbles, actually). This makes it easier to chain them without having to deal with list element dereferencing.

Shorter, snake-case aliases have also been provided:

ad_ts for AnomalyDetectionTs
ad_vec for AnomalyDetectionVec

The original names are still in the package but the README and examples all use the newer, shorter versions.

The following outstanding PRs from the original repo are included:

Added in PR #98 (@gggodhwani)
Added in PR #93 (@nujnimka)
Added in PR #69 (@randakar)
Added in PR #44 (@nicolasmiller)
PR #92 (@caijun) inherently resolved

If those authors find this repo, please add yourselves to the DESCRIPTION as contirbutors.

Is there any possbility that a ordinary supervised model performs better than a outlier algorithm in this task?

I have tried some outlier detection datasets (ODDs) in this website like Annthyroid dataset (http://odds.cs.stonybrook.edu/annthyroid-dataset/).

However, when I compare some ordinary supervised models (e.g., SVM and Random Forest), the results indicate that SVM and RF are much better than the anomaly detection algorithms like OC-SVM and Isolation Forest.

I was wonder the reason for this weird results, because threoratically the outlier detection algorithms should perform better in the outlier detection task. Could anyone help me figure this problem? Thanks!

SimpleDetectorAggregator can not be used for novelty detection

Currently, the implementation of SimpleDetectorAggregator does not allow for novelty detection usages.

The method _create_scores(self, X) does apply standardization based on the tensor of scores X. The data evaluated for novelty detection are not transformed the same way as the data used to fit the SimpleDetectorAggregator, and thus the threshold defined at fitting can not be applied to determine wether or not the data is a novelty.

One notable consequence is that running SimpleDetectorAggregator(...).predict(X[0, :]) (novelty detection on a single point) will always output the a score of 0.

SimpleDetectorAggregator should instead keep the scalers used when fitting and use them to process the data when creating new scores. This would add support for novelty detection.

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