Skip to main content

Online Anomaly Detection Using Random Forest

  • Conference paper
  • First Online:
Recent Trends and Future Technology in Applied Intelligence (IEA/AIE 2018)

Abstract

In this paper, we focus on how to use random forests based methods to improve the anomaly detection rate for streaming datasets.

The key concept in a current work [12] is to build a random forest where in any tree, at any internal node, a feature is randomly selected and the associated data space is partitioned in half. However, the model parameters were pre-defined and the efficiency on applying this model for various conditions is not discussed. In this paper, we first give mathematical justification of required tree height and number of trees by casting the problem as a classical coupon collector problem. Then we design a majority voting score combination strategy to combine the results from different anomaly detection trees. Finally, we apply feature clustering to group the correlated features together in order to find the anomalies jointly determined by subsets of features.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 89.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 119.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Aggarwal, C.C.: On abnormality detection in spuriously populated data streams. In: Proceedings of the 2005 SIAM International Conference on Data Mining, SIAM 2005, pp. 80–91 (2005)

    Google Scholar 

  2. Beckman, R.J., Cook, R.D.: Outlier.......... s. Technometrics 25(2), 119–149 (1983). https://doi.org/10.1080/00401706.1983.10487840

    Article  MathSciNet  MATH  Google Scholar 

  3. Chandola, V., Banerjee, A., Kumar, V.: Anomaly detection: a survey. ACM Comput. Surv. (CSUR) 41(3), 15 (2009)

    Article  Google Scholar 

  4. Chen, Q., Luley, R., Wu, Q., Bishop, M., Linderman, R.W., Qiu, Q.: AnRAD: a neuromorphic anomaly detection framework for massive concurrent data streams. IEEE Trans. Neural Netw. Learn. Syst. 29(5), 1622–1636 (2017)

    Article  MathSciNet  Google Scholar 

  5. Fawcett, T.: An introduction to ROC analysis. Pattern Recogn. Lett. 27(8), 861–874 (2006)

    Article  MathSciNet  Google Scholar 

  6. Frey, B.J., Dueck, D.: Clustering by passing messages between data points. Science 315(5814), 972–976 (2007)

    Article  MathSciNet  Google Scholar 

  7. Gupta, M., Gao, J., Aggarwal, C.C., Han, J.: Outlier detection for temporal data: a survey. IEEE Trans. Knowl. Data Eng. 26(9), 2250–2267 (2014)

    Article  Google Scholar 

  8. Han, J., Pei, J., Kamber, M.: Data Mining: Concepts and Techniques. Elsevier, New York (2011)

    MATH  Google Scholar 

  9. Hanley, J.A., McNeil, B.J.: The meaning and use of the area under a receiver operating characteristic (ROC) curve. Radiology 143(1), 29–36 (1982)

    Article  Google Scholar 

  10. Motwani, R., Raghavan, P.: Randomized Algorithms. Chapman & Hall/CRC, London (2010)

    MATH  Google Scholar 

  11. Pokrajac, D., Lazarevic, A., Latecki, L.J.: Incremental local outlier detection for data streams. In: IEEE Symposium on Computational Intelligence and Data Mining, CIDM 2007, pp. 504–515. IEEE (2007)

    Google Scholar 

  12. Tan, S.C., Ting, K.M., Liu, T.F.: Fast anomaly detection for streaming data. In: IJCAI Proceedings-International Joint Conference on Artificial Intelligence, vol. 22, no. 1, p. 1511 (2011)

    Google Scholar 

  13. Yamanishi, K., Takeuchi, J.-I.: A unifying framework for detecting outliers and change points from non-stationary time series data. In: Proceedings of the Eighth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 676–681. ACM (2002)

    Google Scholar 

  14. Zhao, Z., Mehrotra, K.G., Mohan, C.K.: Ensemble algorithms for unsupervised anomaly detection. In: Ali, M., Kwon, Y.S., Lee, C.-H., Kim, J., Kim, Y. (eds.) IEA/AIE 2015. LNCS (LNAI), vol. 9101, pp. 514–525. Springer, Cham (2015). https://doi.org/10.1007/978-3-319-19066-2_50

    Chapter  Google Scholar 

  15. Zikeba, M., Tomczak, S.K., Tomczak, J.M.: Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction. Expert Syst. Appl. 58, 93–101 (2016)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zhiruo Zhao .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

Âİ 2018 Springer International Publishing AG, part of Springer Nature

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Zhao, Z., Mehrotra, K.G., Mohan, C.K. (2018). Online Anomaly Detection Using Random Forest. In: Mouhoub, M., Sadaoui, S., Ait Mohamed, O., Ali, M. (eds) Recent Trends and Future Technology in Applied Intelligence. IEA/AIE 2018. Lecture Notes in Computer Science(), vol 10868. Springer, Cham. https://doi.org/10.1007/978-3-319-92058-0_13

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-92058-0_13

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-92057-3

  • Online ISBN: 978-3-319-92058-0

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics