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Introduction to Anomaly Detection in R

Learn statistical tests for identifying outliers and how to use sophisticated anomaly scoring algorithms.

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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.
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  1. 1

    Statistical outlier detection

    Free

    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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    What do we mean when we talk about anomalies?
    50 xp
    Recognizing anomaly types
    50 xp
    Exploring the river nitrate data
    100 xp
    Testing the extremes with Grubbs' test
    50 xp
    Visual check of normality
    100 xp
    Grubbs' test
    100 xp
    Hunting multiple outliers using Grubbs' test
    100 xp
    Anomalies in time series
    50 xp
    Visual assessment of seasonality
    100 xp
    Seasonal Hybrid ESD algorithm
    100 xp
    Interpreting Seasonal-Hybrid ESD output
    100 xp
    Seasonal-Hybrid ESD versus Grubbs' test
    50 xp
  2. 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. 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. 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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datasets

FurnitureWineThyroid

collaborators

Collaborator's avatar
Chester Ismay
Collaborator's avatar
Amy Peterson

prerequisites

Intermediate R
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DataCamp offers interactive R, Python, Spreadsheets, SQL and shell courses. All on topics in data science, statistics, and machine learning. Learn from a team of expert teachers in the comfort of your browser with video lessons and fun coding challenges and projects.
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