RAD – Outlier Detection on Big Data

http://techblog.netflix.com/2015/02/rad-outlier-detection-on-big-data.html

by trickz • 11 years ago

44 4 11 years ago

techblog.netflix.com

graycat2• 11 years ago

Consider:

"A Real-Time System-Adapted Anomaly Detector", 'Information Sciences', volume 115, April, 1999, pages 221-259.

It's a distribution-free statistical hypothesis test for multidimensional data. False alarm rate can be adjusted in small steps over a wide range and, then, is achieved exactly.

It has nothing to do with any Gaussian distribution (is distribution-free), principal components analysis, singular value decomposition, etc.

beejiu• 11 years ago

But it doesn't come with an open source implementation.

graycat2• 11 years ago

How to implement it efficiently is an issue!

If you can figure it out, publish it!

Else when I get time, I will!

cromwellian• 11 years ago

There's also Symbolic Aggregate ApproXimation (SAX) techniques which are very fast and support indexing algorithms.

RAD – Outlier Detection on Big Data

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