Jul 6 – 8, 2021
Europe/Zurich timezone

Anomaly Detection in the Copula Space

Jul 6, 2021, 3:00 PM
20m
BSM

Speaker

Tommaso Dorigo (Universita e INFN, Padova (IT))

Description

A unsupervised learning tool that searches for localized, overdense regions of the copula space of a multidimensional feature space is discussed. The algorithm, named RanBox, exists in two versions - one which searches multiple times in random subspaces (typically of 8 to 12 dimensions) of the feature space, and a second one (RanBoxIter) which iteratively adds dimensions to the searched space. Gradient descent is used to localize the multi-dimensional interval which maximizes a suitable test statistic proportional to the significance of the observed data in the box. Applications to UCI datasets from fundamental physics and from fraud detection are discussed.

Affiliation INFN, Padova
Academic Rank professor

Primary author

Tommaso Dorigo (Universita e INFN, Padova (IT))

Presentation materials