# ?-Anomica: A Fast Support Vector Based Novelty Detection Technique.

**ABSTRACT** In this paper we propose ν-Anomica, a novel anomaly detection technique that can be trained on huge data sets with much reduced running time compared to the benchmark one-class Support Vector Machines algorithm. In ν-Anomica, the idea is to train the machine such that it can provide a close approximation to the exact decision plane using fewer training points and without losing much of the generalization performance of the classical approach. We have tested the proposed algorithm on a variety of continuous data sets under different conditions. We show that under all test conditions the developed procedure closely preserves the accuracy of standard one- class Support Vector Machines while reducing both the training time and the test time by 5 � 20 times.

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**ABSTRACT:**There has been a tremendous increase in the volume of sensor data collected over the last decade for different monitoring tasks. For example, petabytes of earth science data are collected from modern satellites, in situ sensors and different climate models. Similarly, huge amount of flight operational data is downloaded for different commercial airlines. These different types of data sets need to be analyzed for finding outliers. Information extraction from such rich data sources using advanced data mining methodologies is a challenging task not only because of the massive volume of data but also because these data sets are physically stored at different geographical locations with only a subset of features available at any location. Moving these petabytes of data to a single location may waste a lot of bandwidth. To solve this problem, in this paper, we present a novel algorithm which can identify outliers in the entire data without moving all the data to a single location. The method we propose only centralizes a very small sample from the different data subsets at different locations. We analytically prove and experimentally verify that the algorithm offers high accuracy compared to complete centralization with only a fraction of the communication cost. We show that our algorithm is highly relevant to both earth sciences and aeronautics by describing applications in these domains. The performance of the algorithm is demonstrated on two large publicly available data sets: (i) the NASA MODIS satellite images and (ii) a simulated aviation data set generated by the ‘Commercial Modular Aero-Propulsion System Simulation’ (CMAPSS). © 2011 Wiley Periodicals, Inc. Statistical Analysis and Data Mining 4: 393–406, 2011Statistical Analysis and Data Mining 01/2011; 4:393-406.

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ν-Anomica: A Fast Support Vector based Novelty Detection Technique

Santanu Das∗, Kanishka Bhaduri†, Nikunj C. Oza‡and Ashok N. Srivastava§

NASA Ames Research Center, Moffett Field, CA 94035

∗UARC, UC Santa Cruz, Santanu.Das-1@nasa.gov

†MCT Inc., Kanishka.Bhaduri-1@nasa.gov

‡NASA Ames Research Center, Nikunj.C.Oza@nasa.gov

§NASA Ames Research Center, Ashok.N.Srivastava@nasa.gov

Abstract—In this paper we propose ν-Anomica, a novel

anomaly detection technique that can be trained on huge

data sets with much reduced running time compared to the

benchmark one-class Support Vector Machines algorithm.

In ν-Anomica, the idea is to train the machine such that

it can provide a close approximation to the exact decision

plane using fewer training points and without losing

much of the generalization performance of the classical

approach. We have tested the proposed algorithm on a

variety of continuous data sets under different conditions.

We show that under all test conditions the developed

procedure closely preserves the accuracy of standard one-

class Support Vector Machines while reducing both the

training time and the test time by 5 − 20 times.

Keywords-Anomaly Detection; Support Vector Ma-

chines; Kernel; Optimization;

I. INTRODUCTION

Outlier or anomaly detection refers to the task of

identifying abnormal or inconsistent patterns from a

dataset. While they may seem to be undesirable entities,

identifying them has many potential applications in

fraud and intrusion detection, financial market analy-

sis, medical research and safety-critical vehicle health

management. Broadly speaking, outliers can be detected

using either supervised or semi-supervised or unsuper-

vised techniques [13] [5]. Unsupervised techniques, as

the name suggests, do not require labeled instances for

detecting outliers. In this category, the most popular

ones are the distance-based and density based tech-

niques. The basic idea of these techniques is that outliers

are points in low density regions or those which are

far from other points. In their seminal work, Knorr

et al. [15] proposed a distance-based outlier detection

technique based on the idea of nearest neighbors. The

naive solution has a quadratic time complexity since

every data point needs to be compared to every other to

find the nearest neighbors. To overcome this, researchers

have proposed several techniques such as the work

by Angiulli and Pizzuti [1], Ramaswamy et al. [17],

and Bay and Schwabacher [2]. Density-based outlier

detection schemes, on the other hand, flag a point as

an outlier if the point is in a low density region. The

density of a point can be evaluated using several tech-

niques such as the ones proposed in [12]. Supervised

techniques require labeled instances of both normal and

abnormal operation data for first building a model (e.g. a

classifier) and then testing if an unknown data point is a

normal one or an outlier. The model can be probabilistic

such as Bayesian inference [9] or deterministic such as

decision trees, Support Vector Machines (SVMs) and

neural networks [14]. Semi-supervised techniques only

require labeled instances of normal data. Hence they are

more widely applicable than the fully supervised ones.

These techniques build models of normal data and then

flag as outliers all those points which do not fit the

model.

Since this paper proposes a variant of unsupervised

anomaly detection technique using support vector ma-

chines, we discuss more about this here. Support vector

machines [21] [7] have been widely used for clas-

sification and regression. While the original idea of

using SVM has been around for many years, recent

interest has been kindled by the need for analyzing

large datasets. Fehr et al. [10] presents a scheme for

efficient learning of SVMs based on the intuition that

most of the training time for non-linear SVMs is wasted

in evaluating the kernel matrix. In their approach, they

approximate a single SVM using a collection of simpler

linear SVMs. Each of these simpler ones can be trained

and tested in constant time, leading to low running time

without any loss of accuracy. Such a construction can

be viewed as a tree in which any intermediate node

represents a hyper-plane and the leaf nodes correspond

to pure labels of one class type.

Burges and Sch¨ olkopf [4] present a different tech-

nique for speeding up SVMs. Let

Ψ =

Ns

?

j=1

αjyjΦ(sj)

be the normal to the decision surface where αj’s denote

2009 Ninth IEEE International Conference on Data Mining

1550-4786/09 $26.00 © 2009 IEEE

DOI 10.1109/ICDM.2009.42

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the Lagrange multipliers corresponding to the support

vectors sj, yjdenotes the true class labels, Φ(·) denotes

the kernel function, and Ns denotes the number of

support vectors. This computation scales linearly with

the number of support vectors. To achieve speedup, the

authors propose to approximate the normal using fewer

support vectors (Nz) as,

Ψ

?=

Nz

?

j=1

αjyjΦ(sj).

The goal is then to minimize the L2-norm of the two

normal vectors

???Ψ − Ψ

of Ψ

The work most closely related to this one is the

reduced support vector machine (RSVM) idea presented

in [16] and [6]. In these, an initial SVM is trained not

on the entire training set, but rather on a subset of the

training set called the active training set. Then, the SVM

is evaluated on a validation set. If the accuracy is accept-

able, the algorithm converges, else a set of misclassified

points are selected from the remaining training set and

added to the active training set. The approach in [6] first

sorts the misclassified points according to their scores

on the validation set and then divides the points into

equal size subsets. When additional points are needed,

it selects new points from each subset. In our approach

we do not sort the points and thereby achieve lower

running time.

The proposed ν-Anomica algorithm is faster than the

standard benchmark one class SVMs while preserving

the accuracy. It achieves this by developing the hy-

perplane in an incremental fashion. We show that, in

many cases, ν-Anomica has similar prediction accuracy

compared to classical one class SVM while reducing

the running time dramatically. Our main contributions

in this paper are:

• We propose a variant of one class SVM-based

novelty detection algorithm called ν-Anomica with

improved running time while retaining the accu-

racy of standard one-class SVMs.

• We demonstrate the capability of the algorithm in

handling huge sizes of training data (both instances

and attributes).

• We measure the performance of the proposed tech-

nique using different metrics, such as accuracy,

sensitivity, and run time.

• We provide some useful insights regarding the

effectiveness of proposed technique based on the

ρ =

????.

As has been shown in [4], there exists nontrivial values

?which ensures ρ ?= 0.

experimental evaluation.

II. NOVELTY DETECTION WITH ONE CLASS SVMS

One class SVMs, an unsupervised learning method

for estimating the density of the target support objects

was introduced by Sch¨ olkopf [18]. Throughout this

paper, we have considered positive labeled data points

as normal and negative label data points as outliers.

The model consists of a parameter ν that denotes the

maximum allowance of outliers in the training data. The

idea is to draw a separating hyperplane that can separate

these outliers from the rest of the training examples, as

shown in Fig. 1. Unlike the 2−class SVMs classifier,

in one class SVMs model, the separating hyperplane is

constructed using positive labeled training data set only.

Since a N − 1 dimensional hyperplane can exist in the

N-dimensional feature space, the primary task is to find

the optimal separating plane that maximizes the margin

between the hyperplane and the origin, which is the lone

representative of the second class with negative label.

A. The Model

Separating

hyperplane

Origin

Marginal SVs

Non−marginal SVs

Non−SVs

ξi

ρ

?w?

w

?w?

Figure 1.

optimal hyperplane for one class SVMs.

This figure illustrates the geometric interpretation of

We assume a set of labeled training data D =

{(? xi)}n

further assume that there exists a function φ that can

be used to map variables from the input space to the

feature space F, i.e. φ : Rd→ F. In feature space

the inner product ?xi,xj? property, where xi:= φ(xi)

holds. Also Cover’s theorem [21] states that nonsep-

arable or nonlinearly separable features in the input

space R is more likely to be linearly separable in the

feature space F, provided the transformation φ(.) is

nonlinear and the dimensionality of the feature space is

high enough. While evaluating the dot product in the

feature space, the explicit calculation using φ can be

avoided by simply evaluating the kernel function i.e.

k (xi,xj) := ?φ(xi),φ(xj)?. However in order for this

to hold, this the chosen inner-product kernel must satisfy

Mercer’s theorem [3]. For the majority of this paper, we

i=1in the input space R, where ? xi ∈ Rd. We

102

Page 3

have used Radial Basis Function (RBF) kernel (Eqn. 1)

that evaluates the distances between data points as,

k(? xi, ? xj) = e

−|| ? xi− ?

2σ2

xj||2

(1)

where ||.|| denotes the Euclidean norm and σ defines

the kernel width.

Sch¨ olkopf [18] showed that in the high dimensional

feature space it is possible to construct an optimal hy-

perplane by maximizing the margin between the origin

and the hyperplane in the feature space by solving the

following primal optimization problem,

minimize

P (w,ρ,ξi) =1

2wwT+1

ν?

?

?

i=1

ξi− ρ

ν ∈ [0,1]

subject to

(w.φ(xi)) ≥ ρ − ξi,ξi≥ 0,

(2)

where ν is an user specified parameter that defines the

upper bound on the training error, and also the lower

bound on the fraction of training points that are support

vectors, ξ is the non-zero slack variable, ρ is the offset,

φ(xi) represents the transformed image of xi in the

Euclidean space and i ∈ [?]. Throughout this study, we

will use the scaled version [8] of the dual problem which

takes the form of,

minimize Q =1

2

?

i,j

αiαjk (xi,xj) + ρ

?

?ν −

?

i

αi

?

subject to

0 ≤ αi≤ 1,ν ∈ [0,1]

(3)

where αiand βiare Lagrangian multipliers. The optimal

solution must satisfy the exact Karush-Kuhn-Tucker

(KKT) conditions which can be summarized as,

αi= 1

0 < αi< 1

αi= 0

g(? xi) < ρ

g(? xi) = ρ

g(? xi) > ρ

ξi> 0

ξi= 0

ξi= 0

(4)

where g(? xj) =

ρ can be recovered from the constraint of the primal

problem by exploiting the solution w and pattern xi

corresponding to 0 < αi< 1 while setting ξi= 0 under

equality condition. There exist at least ν? training points

with non-zero Lagrangian multipliers (? α) and these

points {xi: i ∈ [?],αi> 0} are called support vectors.

Let I0= {i : αi= 0}, Im= {i : 0 < αi< 1} and

Inm= {i : αi= 1} be the set of indices of Lagrangian

multipliers corresponding to non-SVs, marginal and

non-marginal support vectors respectively. Once ? α is

known, SVMs compute the following decision function.

?

iαik (xi,xj). The value of the

f(? xj) = sign(

?

i∈Im

αik(? xi, ? xj) +

?

i∈Inm

k(? xi, ? xj) − ρ)

(5)

If the decision function predicts a negative label for

a given test point xj, this implies that the test point is

classified as outlier. Test examples with positive labels

are considered as normal.

B. Virtual Decision Surface

The decision boundary is defined by a normal vec-

tor w (also referred as weight vector) is orthogonal

to the plane and an offset ρ. All points x lying on

this hyperplane must satisfy g(x) − ρ = 0 where

{g(x) = w.x,

a weighted sum of the features corresponding to the

support vectors, one may be motivated to define two

normal vectors ω and λ both perpendicular to the

decision plane such that,

∀w ∈ F}. Since the weight vector is

γn=

ω

?ω?=

λ

?λ?.

(6)

where γnis the unit normal along ω and λ. It is not

too difficult to prove that,

gω(z)

gλ(z)=?ω?

?λ?=ω0

λ0

(7)

where ω0and λ0are the offset terms corresponding

to normal vectors ω and λ. This is because the distance

of the hyperplane from the origin remains unchanged

i.e.

a fixed test point z, the ratio of the decision values

evaluated using two different normal vectors (defined

by two different sets of points) orthogonal to the same

hyperplane is constant. This can further be expressed

as,

?

i∈ˆIm,ˆInm

j∈Z

where η is a constant, fα(? z) and fβ(? z) are the

decision functions (Eqn. 5) expressed in terms of Sup-

port Vectors corresponding to Lagrange’s multiplier αi

and βi. The fact that members of Im ∪ Inm and

ˆIm∪ˆInmmay differ in number leads to the fact that the

construction of the weight vector does not depend on

the number of support vectors. It is well known that the

positive semidefiniteness of the dual problem may result

in redundant support vectors which defines the normal

ω0

?ω?=

λ0

?λ?. An important conclusion is that for

fα(? z)

fβ(? z)=

i∈Im,Inm

j∈Z

?

αik(? xi,? z) − ρα

βik(? xi,? z) − ρβ

= η

(8)

103

Page 4

vector. This means that some of the support vectors are a

linear combination of other support vectors and implies

that the removal of some of these linearly dependent

support vectors will not change the hyperplane. In

previous work [4], Burges and Sch¨ olkopf pointed out

that the solution of the SVMs may not be the sparsest

one and suggested ways of approximating the solution

using virtual Support Vectors. For one-class SVMs, the

existence of the parameter ν may be the source that

introduces redundancies in the solution because it leads

to a minimum required number of support vectors. In

this research we are motivated to develop a scheme that

searches for a reduced set of the transformed features in

F which is sufficiently close to approximate the normal

vector of the exact solution of one-class SVMs and thus

retaining the same accuracy with lower running time.

III. PROPOSED APPROACH: ν-ANOMICA

ν-Anomica proposes an approximate solution that

permits one-class SVMs to train on huge data sets in

much reduced time. The main idea of this algorithm is

to start with an initial “feasible solution” of classical

one-class model trained on a very reduced data set and

guide the current solution towards the “target solution”.

Here the solution of the optimal hyperplane from the

exact solution is set as the target. To achieve this

goal, a controlled updating of the existing training pool

with new examples in an iterative fashion has been

adopted. In order to select the appropriate subset of new

examples, we propose a two stage strategy. In the first

step, we ensure that at each iteration the solution of

the most updated model is along the direction of the

optimal solution. Secondly, at each step the number of

new members which control the step length is decided

based on some model feedback. The work presented

here exploits the fact that the ν parameter of one-class

SVMs plays a very important role in defining the highest

allowable fraction of misclassification of the training

data. This means the one-class model, once built, should

be able to correctly classify 1−ν fraction of the entire

training set as normal examples. For the rest of the paper

we will refer to this as the “ν-criterion”. Any newly

developed model (based on a subset of the entire data

set) which is a close approximation to the exact solution

is bound to meet the “ν-criterion”. Such a data set can

be considered as a representative working set.

In the following, we will demonstrate the core idea

of the proposed algorithm in steps. The ν-Anomica

algorithm (Algorithm 1) starts with the assumption that

two non overlapping data sets have been randomly

chosen from the same distribution. One of these two

sets was assigned for training purpose while the second

set was kept for validation purpose. The model also

assumes that the optimal value of the kernel parameter

σ (Eqn. 1) has already been evaluated for a fixed ν.

Under this condition, if a standard one-class model is

successfully built on the entire training set, the model

should satisfy the “ν-criterion”.

Algorithm 1 Anomica

Argument:

Let the training set be X = {x1,x2....xp}, X ∈ Rd. Let X1be a

chosen randomly chosen subset of X i.e. X1= {x1,x2,..x?} ⊂ X,

where ? << p and X2= X\X1. Let Z = {z1,z2....zr}, Z ∈ Rdbe

the validation set such that X ∩ Z = ∅, where ∅ corresponds to null

vector.

Notations: I represents indices.

Input: X1, X2, Z, σ and ν ∈ {0,1}.

Output: Lagrangian multipliers (α∗

Bias (ρ∗)

Initialization: Variable Ir

i), Support Vectors (SV s∗) and

neg= ∅ and Ir

iand ρ∗by minimizing

pos= ∅;

Step A: Compute α∗

1

2

?

i,j∈X1

subject to

αiαjk (xi,xj) + ρ

⎛

⎝?ν −

ν ∈ [0,1],

ron Z.

?

i∈X1

αi

⎞

⎠

0 ≤ αi≤ 1,i ∈ X1

Step B: Obtain classification rate Cz

M = {

zm: m ∈ [r],f( ? zm) < 0}

1

N

Cz

r= 1 −

N

?

n=1

I (M)

Step C: Check objective Er ≈ Cz

Step D: [α∗

r− (1 − ν).

i,SV s∗,ρ∗]=UpdateMember(Er,X1,X2,Z).

In the proposed technique, we start by randomly

selecting a small subset from the entire training set

and using this small subset to develop the initial One-

Class SVMs model. Once the SVs are obtained, we

validate the resulting model on the validation set. Since

the current model is based on a very small subset of

the entire training set, the classification accuracy of the

model may not satisfy the “ν-criterion” on the hold

out set. This is based on the fact that a correct model

should be able to achieve the same level of classification

accuracy (in this case 1 − ν because of “ν-criterion”)

on a hold out set which has been generated from a

similar distribution to that of the training set. Here it

is important to note that the proposed algorithm uses

the “ν-criterion” as the target classification rate.

If the classification rate on the validation set is greater

than (1 − ν), it means that either the small subset of

the training set has fewer positive examples or that

the data points corresponding to the support vectors of

this model are not good representative of the positive

104

Page 5

(a)

(b)

(c)

wc

wa

wb

Figure 2.

Subfigures (a) and (b) represent the over classified and under classified

cases respectively. In subfigure (c) the evaluated classification rate

of the current model meets the “ν-criterion”. The target hyperplane

and the current hyperplane is represented by dotted and dashed line

respectively.

This figure shows the update rules of ν-Anomica.

examples. This is analogous to saying that the most

recently evaluated support vectors have defined a normal

vector (w) corresponding to a hyperplane (Fig. 2-b) that

predicts too many positive members in the hold out set

and thus does not satisfy the ν-criterion. Similarly, if

classification rate is less than (1 − ν), it implies that

the current working set has too few negative examples

(Fig. 2-a). Hence there is a necessity to update the

initial working set with additional positive or negative

examples only when any of the above two situations

arises. Pseudo code of our algorithm for doing this is

shown in Algorithm 2. This procedure is repeated until

the ν-criterion is satisfied or close to being satisfied on

the hold out set. The number of examples (positive or

negative) to be selected from the entire remaining set

is governed by a penalized weight function as shown

in line 5 of the pseudo code (Algorithm 2), based on

deviation of the classification rate on the validation set

from the target (1−ν). Once the ν-criterion on the hold

out set is satisfied (Fig. 2-c), the algorithm meets the

stopping criterion, and hence terminates.

A. How does the ν-criterion influence the model?

We will further illustrate the role of “ν-criterion” by

using a synthetic “one class” data set. The data set

consists of samples drawn from a d-dimension Gaussian

distribution with user specified mean (μ) and covariance

(Σ). For simplicity we will use a 2−dimensional data

set drawn from a single distribution. We have chosen

a linear kernel in the SVMs model to do the mapping.

Algorithm 2 UpdateMember(Er,X1,X2,Z)

1: Let the operator ? can take either > or < but one at a time.

3:

while Er? 0 do

4:

Iinterest

index

5:Set k1=length(Iinterest

index

k1

1−ν

6:Randomly select Ik2

indices

7:Update indices I∗

8:

9:

10:Compute α∗

2: while Er = 0 do

← IX2

index(SX2? 0)

) and penalized weight k2

=

|Er|

indexindices from the possible k1

index← Iinterest

?X2(I∗

iand ρ∗by minimizing

index

(Ik2

index)

X1←?X1

index)?

X2←?X2\X2(I∗

index)?

1

2

?

i,j∈X1

subject to

αiαjk (xi,xj) + ρ

⎛

⎝?ν −

ν ∈ [0,1],

?

i∈X1

αi

⎞

⎠

0 ≤ αi≤ 1,i ∈ X1

11:Evaluate decision function,

SX2= sign(

?

j∈X2

i∈Im,Inm

αik(? xi, ? xj) − ρ)

12:Obtain classification rate Cz

ron Z.

M = {

zm: m ∈ [r],f( ? zm) < 0}

1

N

Cz

r= 1 −

N

?

n=1

I (M)

13:

14:

15:

16:

17:

18: end while

Check objective Er ≈ Cz

if Er ≈ 0 then

Return

end if

end while

r− (1 − ν).

With a fixed number of instances, the redundancies in

the data set were controlled by varying the covariance

of the distribution. In the first run, two data sets each

of 1001 instances were generated from a distribution

with same mean (0.001) but with two very different

covariances. For one set the covariance was set to

“machine precision” (eps) which is the minimum al-

lowable spacing between two floating point numbers

and 1020×eps for the other set. The outcome of the One

class SVMs model (with ν = 0.1) on these two data sets

has been summarized in Table I. It can be observed that

even though the redundancies are varying widely from

one set to the other, the total number of support vectors

still remains the same because of the ν-criterion. Hence

there is a possibility that the ν parameter may introduce

redundancies in the solution.

The algorithm ν−Anomica described in the earlier

sections is an extension of the classical One-Class

SVMs. It has been shown that for both these methods

105

Page 6

Table I

HERE WE COMPARE TWO CASES TO CHECK THE REDUNDANCY OF

CLASSICAL ONE CLASS SVMS USING SYNTHETIC DATA SET.

Training

size

1001

1001

CovarianceSVs (Exact)

Non-margin

100

100

Margin

1

1

eps

1020× eps

the fundamental optimization procedure is exactly the

same. In the following we will present interesting study

on how these two techniques may produce a different

outcome and try to provide some insight on what makes

them different.

We also included a separate experiment where both

ν−Anomica and classical one class SVMs were de-

veloped on the same data set and the corresponding

SVs were noted. Each support vector obtained by the

classical approach was evaluated using the same hyper-

plane constructed by the exact solution itself and the

hyperplane constructed by the approximate solution. In

Fig. 3, scores for the support vectors from both solutions

have been compared. The plots represent the absolute

values of the original scores, sorted in descending order.

With normalization, these scores almost lie on the top

of each other. This is because the decision values for

both these method will be proportional (Eqn. 8).

050100150200

0

0.2

0.4

0.6

0.8

1

Indices of support vectors (exact solution)

Normalized scores

Exact

Anomica

Figure 3. This figure represents the normalized scores from classical

one class SVMs and ν−Anomica.

IV. EXPERIMENTAL RESULTS

In this study, we have chosen two systems health

management related data sets and one real-world as-

tronomical data set as benchmark applications. These

data sets represent diverse training set sizes, and input

dimensionality and therefore builds a good platform to

test the accuracy and scalability of these algorithms.

Table II summarizes the characteristics of the data sets

used for the experiments. Both one class SVMs and

ν−Anomica algorithms have been tested on a Dual core

Pentium4 computer running Windows XP with 4 GByte

of memory. The current version of our algorithms is

based on the OSU SVM Classifier Toolbox (ver. 3.00)

1and is written using Matlab. The OSU SVM Toolbox

is an adaptation from the LIBSVM and uses Sequential

Minimal Optimization (SMO) for solving the quadratic

problem (Eqn. 3). To test these algorithms, nonlinear

RBF kernel was used and the optimal setting of the

kernel parameter was determined using the method

described in [20]. In addition to that, it should be noted

that for all analysis using ν−Anomica the size of the

initial subset is chosen to be 15% of the entire training

set. However this parameter can vary depending on the

problem size.

We first experiment with the emulated OPAD [19]

(Optical Plume Anomaly Detection) data which is a

set of time varying spectra profiles measured by an

optical plume analysis in liquid propulsion engines. A

second set of experiments were conducted on Sloan

Digital Sky Survey (SDSS) photometry data (SDSS

DR62) for testing the large scale training capabilities

of our algorithms. The Commercial Modular Aero-

Propulsion System Simulation (CMAPSS) data set has

been used for the final set of analysis. The CMAPSS is

a high fidelity system level engine simulation software

for simulating user-specified transient engine behavior

under normal and faulty conditions over flights. Detailed

background on the CMAPSS framework can be found

in [11]. The above data sets were split into non-

overlapping training, validation and test sets as shown

in table II.

Baseline results were obtained by running one-class

SVMs model and compared with those obtained from

ν-Anomica on the above data sets. Three sets of results

were reported for analyzing the correct classification

accuracy, sensitivity and time complexity of these algo-

rithms. For CMAPSS data set, we will only summarize

the outcomes of the analysis due to space limitations.

A. Run Time Analysis of the ν−Anomica

Figures 4(a) shows the resulting training times for

exact solution and ν-Anomica with five different sizes

of training set on OPAD data. The exact solution uses

the entire training set in all cases. ν-Anomica starts

with an initial model built on a small subset of the

entire training data set and updates the training set as

it progresses towards the target (1 − ν) classification

rate on the validation set. In Fig. 4(a), we show the

1http://svm.sourceforge.net/download.shtml

2http://www.sdss.org/dr6/

106

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Table II

DETAILS ON THE DATA SETS USED TO TEST THE ν-ANOMICA ALGORITHMS

Data setsSourceVariable

Type

Continuous

Continuous

Continuous

Number of

Variables

1024

29

12

Total Instances

Validation

5×103

20×103

10×103

Training

5×103

500×103

275×103

Testing

2×103

100×103

130×103

OPAD

CMAPSS

SDSS

Emulator

Simulator

Real life data

0 1000 20004000 5000

0

20

40

60

80

Number of training points

Time (sec)

Exact solution

Anomica

(a) This graph shows the mean training time complexity

with symmetric error bars of 2×σ long over 50 runs.

0 1000200040005000

0

5

10

15

20

25

Number of training points

Time (sec)

Exact

Anomica

nSVs: 501

nSVs: 79

nSVs: 101

nSVs:62

nSVs:400

nSVs: 18

nSVs: 33

nSVs: 51

nSVs: 10

nSVs: 200

(b) This graph shows the mean test time complexity with

symmetric error bars of 2×σ long over 50 runs. In addition,

for both classifiers, the number of support vector for each

case has been indicated by the variable nSVs.

Figure 4.

model and ν-Anomica with different sizes of the training sets using

OPAD data.

Training (a) and test (b) times of the one-class SVMs

mean training time over 50 runs for varying training

sizes and their corresponding error bars. It is clear that

with fewer training points the difference in training

time for exact solution and ν-Anomica is low. As the

size of the training data set increases, the computing

time increases drastically for exact solution, however

ν-Anomica shows much better performance. Table III

presents the performance of these algorithms on the

SDSS. It can be observed that the proposed technique

outperforms one-class SVM model for all the test

cases and the performance gain factor increases with

increasing training set size. In Fig. 4(b), we present

the time required to evaluate the OPAD test sets. As

the number of SVs increase the resultant test time

proportionally increases and this particular trend can be

seen in the plot. Since ν-Anomica requires fewer SVs

while building a model, the test time is lower compared

to the classical approach. On SDSS data set, with 275k

training and 130k test instances, ν-Anomica is on an

average approximately 15 times faster than the classical

method. With increasing training instances such as with

CMAPSS data, ν-Anomica consistently performs on

average 18 times faster with 500k training and 100k

test instances.

B. Classification Accuracy and Prediction Performance

01000 200040005000

77

78

79

80

81

82

Number of training points

Classification rate (%)

Exact solution Anomica

Figure 5. Figure comparing the classification rate of the test set using

classical one class SVMs and ν-Anomica algorithm with different

sizes of the training sets using OPAD data.

It could be of real interest to find out if the com-

putational advantage of ν-Anomica trades off with the

detector’s ability to match the classification accuracy of

the exact solution of one class SVMs. Figure 5 shows a

comparison of the detection rates of both algorithms and

these results were obtained on the same test set while the

sizes of the training sets were varied. It can be seen that

ν-Anomica overall provides similar accuracies when

compared to one-class SVM but computed with much

reduced training times. As the training size increases,

the models get more accurate and as a result the clas-

sification rate of both the model gets more closer and

107

Page 8

consistent. This is because introducing more training

examples brings in additional useful information that

aid correct detection and classification.

0100200300400500600

0

0.2

0.4

0.6

0.8

1

Indices representing the ranking of detected outliers

Scores (normalized)

Exact solution

Anomica (run 1−AUC: 0.989 )

Anomica (run 2− AUC: 0.988)

Anomica (run 3− AUC: 0.998)

Anomica (run 4−AUC: 0.998)

Anomica (run 5−AUC: 0.981)

Figure 6.

detected in a test set from OPAD data using one class SVMs and

ν-Anomica, arranged in a descending order.

Figure showing the normalized scores of the outliers

Now we present an analysis on predicting the “out-

lierness” of new unseen patterns. Figure 6 indicates

that ν-Anomica ranked the points in terms of their

“outlierness” comparably to classical one-class SVMs.

This can be observed from the plot where both one-

class SVMs and ν-Anomica have been used to predict

a set of outliers in an unlabeled data set and their corre-

sponding outlier scores were compared. These outliers

were sorted based on the absolute values of their scores

and thereafter normalized. Finally, to investigate the

accuracy in separating the sequence of outliers from

normal patterns, ROC analysis on the predictions of

ν-Anomica was accomplished and the area under the

ROC (AUC) was computed for each run. Here we have

assumed that the sequence of outliers detected by one-

class SVMs are the ground truth. Results obtained show

that ν-Anomica consistently performed well in detecting

the presence of these outliers and for each case the AUC

was very close to 1.

V. CONCLUSION

In this paper, we presented a new method for faster

anomaly detection using a modified one-class SVMs.

Compared to classical one-class SVM all our experi-

ments showed a competitive speedup (up to factor 15-18

on these data sets). The proposed method reduces the

number of the operations needed to compute a reduced

and near optimal training set. The model developed on

this working set is a close approximation of the exact

solution and can be represented with much less number

of SVs. Hence both training time and test time is

significantly reduced. However ν-Anomica can achieve

very close classification accuracies (losing less than 1%

in most cases) compared to one-class SVMs. The paper

demonstrates the preliminary success of the proposed

method on a wide variety of data sets. Also from all

the experimental observations we find that the model

converges in finite number of iterations which ensures

that the cardinality of the final training set is always

less than the cardinality of the entire training set. We

note that the current version of the paper doesn’t have

a theoretical upper bound on the number of support

vectors but we intend to consider this in our future

research.

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Table III

IN THIS TABLE WE COMPARE THE PERFORMANCE OF CLASSICAL ONE CLASS SVMS AND ANOMICA USING DIFFERENT METRICS ON SDSS DATA SET. FOR ν−ANOMICA μ AND σ

REPRESENTS THE MEAN AND THE STANDARD DEVIATION OVER 50 RUNS WITH A RANDOM INITIAL SET FOR EACH RUN.. THE SUBSCRIPTS E AND A STANDS FOR “EXACT” AND

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90.33

90.33

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1012

165

2.86

7.3

1.0

0.37

21.0

3.63

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20000

90.23

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2015

315

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2.4

0.66

43.71

6.63

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30000

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3010

464

2.66

86.4

4.6

1.03

89.24

9.95

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50000

90.08

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5012

766

3.77

263.4

12.0

2.62

138.75

15.71

0.09

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10011

1514

12.84

1094.7

40.7

3.29

277.72

31.23

0.37

150000

90.01

90.12

0.17

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2268

7.26

2613.3

114.1

23.93

422.2

50.39

1.35

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90.07

90.07

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3012

2.38

4730.4

203.0

5.75

553.9

84.24

2.27

275000

90.03

90.48

0.14

27511

4161

8.95

9033.4

546.0

55.32

759.96

115.7

0.44

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