Published:
2018-02-08
Proceedings:
Proceedings of the AAAI Conference on Artificial Intelligence, 32
Volume
Issue:
Thirty-Second AAAI Conference on Artificial Intelligence 2018
Track:
AAAI Technical Track: Machine Learning
Downloads:
Abstract:
Scan statistics is one of the most popular approaches for anomaly detection in spatial and network data. In practice, there are numerous sources of uncertainty in the observed data. However, most prior works have overlooked such uncertainty, which can affect the accuracy and inferences of such methods. In this paper, we develop the first systematic approach to incorporating uncertainty in scan statistics. We study two formulations for robust scan statistics, one based on the sample average approximation and the other using a max-min objective. We show that uncertainty significantly increases the computational complexity of these problems. Rigorous algorithms and efficient heuristics for both formulations are developed with justification of theoretical bounds. We evaluate our proposed methods on synthetic and real datasets, and we observe that our methods give significant improvement in the detection power as well as optimization objective, relative to a baseline.
DOI:
10.1609/aaai.v32i1.11799
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AAAI
Thirty-Second AAAI Conference on Artificial Intelligence 2018
ISSN 2374-3468 (Online) ISSN 2159-5399 (Print)
Published by AAAI Press, Palo Alto, California USA Copyright © 2018, Association for the Advancement of Artificial Intelligence All Rights Reserved.