Effective Dimension in Anomaly Detection: Its Application to Computer Systems.
Tsuyoshi Idé, Hisashi Kashima · 2004
Abstract. We consider the issue of online anomaly detection from a time sequence of directional data (normalized vectors) in high dimensional systems. In spite of the practical importance, little is known about anomaly detection methods for directional data. Using a novel concept of the effective dimension of the system, we successfully formulated an anomaly detection method which is free from the “curse of dimensionality.” In our method, we derive a probability distribution function (pdf) for an anomaly metric, and use a novel update algorithm for the parameters in the pdf, where the effective dimension is included as a fitting parameter. For directional data from a computer system, we demonstrate the utility of our algorithm in anomaly detection. 1