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Anomaly detection

mskhmskh Member Posts: 13 Learner I
edited March 2019 in Help
Hi,
I use histogram-based outlier score for anomaly detection but it dose not consider the dependencies between features. Which anomaly detection algorithm should i use to consider the dependencies between features? 
Thanks

Comments

  • Telcontar120Telcontar120 RapidMiner Certified Analyst, RapidMiner Certified Expert, Member Posts: 1,635 Unicorn
    That is the nature of HBOS.  I am not entirely what you mean by "dependencies" in this instance, but you should consider one of the distance or density-based outlier approaches such as k-nn Global Anomaly Score or Local Outlier Factor (LOF) which are inherently multivariate in nature.  Be sure to normalize your data first though since they are scale-sensitive!  
    Brian T.
    Lindon Ventures 
    Data Science Consulting from Certified RapidMiner Experts
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