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Designing a Streaming Algorithm for Outlier Detection in Data Mining-An Incrementa Approach.
Kangqing Yu1, Wei Shi2, Nicola Santoro1
1School of Computer Science, Carleton University, Ottawa, ON K1S 5B6, Canada.
New algorithms, C_KDE_WR and C_LOF, effectively detect outliers in streaming data. These methods utilize sliding windows and incremental processing, overcoming challenges like concept drift for improved accuracy and efficiency in real-time applications.
Area of Science:
- Data Science and Machine Learning
- Algorithm Design and Analysis
- Real-time Data Processing
Background:
- Outlier detection in streaming data is crucial for applications like fraud detection and network monitoring.
- Existing algorithms struggle with streaming data's properties: concept drift, temporal context, transiency, uncertainty, and resource constraints.
- Incremental processing and scalability are key challenges for accurate outlier detection in real-time environments.
Purpose of the Study:
- To design and evaluate novel algorithms for accurate and efficient outlier detection in streaming data.
- To address the limitations of existing methods in handling the dynamic and resource-constrained nature of data streams.
- To introduce incremental approaches for established outlier detection techniques to enable real-time application.
Main Methods:
- Developed C_KDE_WR using sliding windows and kernel functions for online processing on GPUs (CUDA framework).
- Introduced C_LOF, an incremental adaptation of the Local Outlier Factor (LOF) algorithm, incorporating sliding windows and statistical summaries.
- Employed Precision, Recall, F-score, ROC curves, AUC, and t-tests for comparative accuracy and significance evaluation.
Main Results:
- C_KDE_WR demonstrated high throughput and effectiveness in handling real-time streaming data.
- C_LOF successfully adapted LOF for streaming contexts, overcoming high complexity and addressing the 'masquerading' problem.
- Both algorithms showed effectiveness and efficiency, with C_LOF offering significant improvements in accuracy and timely results.
Conclusions:
- C_KDE_WR and C_LOF are effective solutions for outlier detection in streaming data, addressing key challenges.
- The proposed incremental approaches enable real-time application of sophisticated outlier detection techniques.
- The developed algorithms offer a promising direction for robust and scalable outlier detection in dynamic data environments.
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