NDLI: Direct Robust Matrix Factorizatoin for Anomaly Detection

Content Provider	IEEE Xplore Digital Library
Author	Liang Xiong Xi Chen Schneider, J.
Copyright Year	2011
Abstract	Matrix factorization methods are extremely useful in many data mining tasks, yet their performances are often degraded by outliers. In this paper, we propose a novel robust matrix factorization algorithm that is insensitive to outliers. We directly formulate robust factorization as a matrix approximation problem with constraints on the rank of the matrix and the cardinality of the outlier set. Then, unlike existing methods that resort to convex relaxations, we solve this problem directly and efficiently. In addition, structural knowledge about the outliers can be incorporated to find outliers more effectively. We applied this method in anomaly detection tasks on various data sets. Empirical results show that this new algorithm is effective in robust modeling and anomaly detection, and our direct solution achieves superior performance over the state-of-the-art methods based on the L1-norm and the nuclear norm of matrices.
Starting Page	844
Ending Page	853
File Size	350068
Page Count	10
File Format	PDF
ISBN	9781457720758
ISSN	15504786
DOI	10.1109/ICDM.2011.52
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-12-11
Publisher Place	Canada
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Robustness Approximation methods Measurement uncertainty Approximation algorithms Estimation Vectors Matrix decomposition anomaly detection matrix factorization robust
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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