Introduction to Anomaly Detection in R

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.

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.

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.