The Importance of Features for Statistical Anomaly Detection

HotCloud '15, 7th USENIX Workshop on Hot Topics in Cloud Computing, Santa Clara July 2015
The Importance of Features for Statistical Anomaly Detection
David Goldberg, Yinan Shan
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eBay Authors
Abstract

The theme of this paper is that anomaly detection splits into two parts: developing the right features, and then feeding these features into a statistical system that detects anomalies in the features. Most literature on anomaly detection focuses on the second part. Our goal is to illustrate the importance of the first part. We do this with two real-life examples of anomaly detectors in use at eBay.

Another publication from the same author: David Goldberg

WWW '17 Perth Australia April 2017

Drawing Sound Conclusions from Noisy Judgments

David Goldberg, Andrew Trotman, Xiao Wang, Wei Min, Zongru Wan

The quality of a search engine is typically evaluated using hand-labeled data sets, where the labels indicate the relevance of documents to queries. Often the number of labels needed is too large to be created by the best annotators, and so less accurate labels (e.g. from crowdsourcing) must be used. This introduces errors in the labels, and thus errors in standard precision metrics (such as P@k and DCG); the lower the quality of the judge, the more errorful the labels, consequently the more inaccurate the metric. We introduce equations and algorithms that can adjust the metrics to the values they would have had if there were no annotation errors.

This is especially important when two search engines are compared by comparing their metrics. We give examples where one engine appeared to be statistically significantly better than the other, but the effect disappeared after the metrics were corrected for annotation error. In other words the evidence supporting a statistical difference was illusory, and caused by a failure to account for annotation error.

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Another publication from the same category: Other

Information Systems 60: 34-49 (2016)

Aggregated 2D range queries on clustered points.

Nieves R. Brisaboa, Guillermo de Bernardo, Roberto Konow, Gonzalo Navarro, Diego Seco

Efficient processing of aggregated range queries on two-dimensional grids is a common requirement in information retrieval and data mining systems, for example in Geographic Information Systems and OLAP cubes. We introduce a technique to represent grids supporting aggregated range queries that requires little space when the data points in the grid are clustered, which is common in practice. We show how this general technique can be used to support two important types of aggregated queries, which are ranked range queries and counting range queries. Our experimental evaluation shows that this technique can speed up aggregated queries up to more than an order of magnitude, with a small space overhead.

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