CMU-CS-12-146
Computer Science Department
School of Computer Science, Carnegie Mellon University



CMU-CS-12-146

Fast Anomaly Discovery given Duplicates

Jay-Yoon Lee, U Kang, Danai Koutra, Christos Faloutsos

December 2012

CMU-CS-12-146.pdf


Keywords: Computer science, tech reports, anomaly detection, large graph

Given a large cloud of multi-dimensional points, and an off-the-shelf outlier detection method, why does it take a week to finish? After careful analysis, we discovered that duplicate points create subtle issues, that the literature has ignored: if dmax is the multiplicity of the most overplotted point, typical algorithms are quadratic on dmax. For graph-related outlier detection, all the satellites of a 'star' node will have identical features, and thus create over-plotting with dmax being the highest degree; due to power law degree distributions, this may be huge, for real graph data. We propose several ways to eliminate the problem; we report wall-clock times and our time savings; and we show that our methods give either exact results, or highly accurate approximate ones.

16 pages



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