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InícioRIntroduction to Anomaly Detection in R

Introduction to Anomaly Detection in R

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

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4 horas13 vídeos47 exercícios
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Descrição do Curso

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

Gratuito

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.

Reproduzir Capítulo Agora
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.

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.

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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pré-requisitos

Intermediate R
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