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Introduction to Anomaly Detection in R

IntermediateSkill Level
4.8+
25 reviews
Updated 09/2024
Learn statistical tests for identifying outliers and how to use sophisticated anomaly scoring algorithms.
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RProbability & Statistics4 hr13 videos47 Exercises3,900 XP7,313Statement of Accomplishment

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Course Description

Are you concerned about inaccurate or suspicious records in your data, but not sure where to start? An anomaly detection algorithm could help! Anomaly detection is a collection of techniques designed to identify unusual data points, and are crucial for detecting fraud and for protecting computer networks from malicious activity. In this course, you'll explore statistical tests for identifying outliers, and learn to use sophisticated anomaly scoring algorithms like the local outlier factor and isolation forest. You'll apply anomaly detection algorithms to identify unusual wines in the UCI Wine quality dataset and also to detect cases of thyroid disease from abnormal hormone measurements.

Prerequisites

Intermediate R
1

Statistical outlier detection

In this chapter, you'll learn how numerical and graphical summaries can be used to informally assess whether data contain unusual points. You'll use a statistical procedure called Grubbs' test to check whether a point is an outlier, and learn about the Seasonal-Hybrid ESD algorithm, which can help identify outliers when the data are a time series.
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2

Distance and density based anomaly detection

In this chapter, you'll learn how to calculate the k-nearest neighbors distance and the local outlier factor, which are used to construct continuous anomaly scores for each data point when the data have multiple features. You'll learn the difference between local and global anomalies and how the two algorithms can help in each case.
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3

Isolation forest

k-nearest neighbors distance and local outlier factor use the distance or relative density of the nearest neighbors to score each point. In this chapter, you'll explore an alternative tree-based approach called an isolation forest, which is a fast and robust method of detecting anomalies that measures how easily points can be separated by randomly splitting the data into smaller and smaller regions.
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4

Comparing performance

You've now been introduced to a few different algorithms for anomaly scoring. In this final chapter, you'll learn to compare the detection performance of the algorithms in instances where labeled anomalies are available. You'll learn to calculate and interpret the precision and recall statistics for an anomaly score, and how to adapt the algorithms so they can accommodate data with categorical features.
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Introduction to Anomaly Detection in R
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*4.8
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Shinyeong

abe

Stanislau

FAQs

Is this course suitable for beginners?

Yes, this course is suitable for beginners. You'll learn all the basics of anomaly detection and apply the algorithms to useful datasets. We recommend first taking the "Intermediate R" course.

Will I receive a certificate at the end of the course?

Yes, you will receive a certificate of completion when you have finished the course.

Who will benefit from this course?

This course would be beneficial for data scientists, fraud investigators, cybersecurity experts, and anyone who works with data that includes anomalies or suspicious records.

What kind of anomaly detection algorithms will be discussed?

In this course, you'll explore statistical tests for identifying outliers, and learn to use sophisticated anomaly scoring algorithms like the local outlier factor and isolation forest.

What type of data will be discussed?

You'll apply anomaly detection algorithms to identify unusual wines in the UCI Wine quality dataset and also to detect cases of thyroid disease from abnormal hormone measurements.

What type of summaries will be used to find outliers?

You'll use numerical and graphical summaries to informally assess whether data contain unusual points. You'll also use a statistical procedure called Grubbs' test to check whether a point is an outlier.

What is the difference between local and global anomalies?

Local anomalies are outliers relative to their neighbors, while global anomalies are outliers relative to all other points in the dataset. You'll learn how the local outlier factor and isolation forest algorithms can help in each case.

How will the algorithms be compared?

In the final chapter, you'll learn to calculate and interpret the precision and recall statistics for an anomaly score, and how to adapt the algorithms so they can accommodate data with categorical features.

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