AD-MERCS: Modeling Normality and Abnormality in Unsupervised Anomaly
  Detection
Jonas Soenen Elia Van Wolputte Vincent Vercruyssen Wannes Meert Hendrik Blockeel
Most anomaly detection systems try to model normal behavior and assume
anomalies deviate from it in diverse manners. However, there may be patterns in
the anomalies as well. Ideally, an anomaly detection system can exploit
patterns in both normal and anomalous behavior. In this paper, we present
AD-MERCS, an unsupervised approach to anomaly detection that explicitly aims at
doing both. AD-MERCS identifies multiple subspaces of the instance space within
which patterns exist, and identifies conditions (possibly in other subspaces)
that characterize instances that deviate from these patterns. Experiments show
that this modeling of both normality and abnormality makes the anomaly detector
performant on a wide range of types of anomalies. Moreover, by identifying
patterns and conditions in (low-dimensional) subspaces, the anomaly detector
can provide simple explanations of why something is considered an anomaly.
These explanations can be both negative (deviation from some pattern) as
positive (meeting some condition that is typical for anomalies).