Anomaly detection using unsupervised machine learning algorithms: A simulation study
This study presents a comprehensive evaluation of five prominent unsupervised machine learning anomaly detection algorithms: One-Class Support Vector Machine (One-Class SVM), One-Class SVM with Stochastic Gradient Descent (SGD), Isolation Forest (iForest), Local Outlier Factor (LOF), and Robust Cova...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-12-01
|
| Series: | Scientific African |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2468227624003284 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1846113737881157632 |
|---|---|
| author | Edmund Fosu Agyemang |
| author_facet | Edmund Fosu Agyemang |
| author_sort | Edmund Fosu Agyemang |
| collection | DOAJ |
| description | This study presents a comprehensive evaluation of five prominent unsupervised machine learning anomaly detection algorithms: One-Class Support Vector Machine (One-Class SVM), One-Class SVM with Stochastic Gradient Descent (SGD), Isolation Forest (iForest), Local Outlier Factor (LOF), and Robust Covariance (Elliptic Envelope). Through systematic analysis on a synthetically simulated dataset, the study assessed each algorithm’s predictive performance using accuracy, precision, recall, and F1 score specifically for outlier detection. The evaluation reveals that One-Class SVM, Isolation Forest, and Robust Covariance are more effective in identifying outliers in the synthetic simulated dataset, with Isolation Forest slightly outperforming the other algorithms in terms of balancing precision and recall. One-Class SVM with SGD shows promise in precision but needs adjustment to improve recall. Local Outlier Factor may require parameter tuning or may not be as suitable for this particular dataset’s characteristics. The findings reveal significant variations in performance, highlighting the strengths and limitations of each method in identifying anomalies. This research contributes to the field of machine learning by demonstrating that the selection of an anomaly detection algorithm should be a considered decision, taking into account the specific characteristics of the data and the operational context of its application. Future work should explore parameter optimization, the impact of dataset characteristics on model performance, and the application of these models to real-world datasets to validate their efficacy in practical anomaly detection scenarios. |
| format | Article |
| id | doaj-art-aa6a3d4aa3194f3aac81cba8ab595940 |
| institution | Kabale University |
| issn | 2468-2276 |
| language | English |
| publishDate | 2024-12-01 |
| publisher | Elsevier |
| record_format | Article |
| series | Scientific African |
| spelling | doaj-art-aa6a3d4aa3194f3aac81cba8ab5959402024-12-21T04:29:01ZengElsevierScientific African2468-22762024-12-0126e02386Anomaly detection using unsupervised machine learning algorithms: A simulation studyEdmund Fosu Agyemang0Correspondence to: Department of Statistics and Actuarial Science, College of Basic and Applied Sciences, University of Ghana, Ghana.; School of Mathematical and Statistical Science, College of Sciences, University of Texas Rio Grande Valley, USA; Department of Statistics and Actuarial Science, College of Basic and Applied Sciences, University of Ghana, Ghana; Department of Computer Science, Ashesi University, No. 1 University Avenue, Berekuso, Accra, GhanaThis study presents a comprehensive evaluation of five prominent unsupervised machine learning anomaly detection algorithms: One-Class Support Vector Machine (One-Class SVM), One-Class SVM with Stochastic Gradient Descent (SGD), Isolation Forest (iForest), Local Outlier Factor (LOF), and Robust Covariance (Elliptic Envelope). Through systematic analysis on a synthetically simulated dataset, the study assessed each algorithm’s predictive performance using accuracy, precision, recall, and F1 score specifically for outlier detection. The evaluation reveals that One-Class SVM, Isolation Forest, and Robust Covariance are more effective in identifying outliers in the synthetic simulated dataset, with Isolation Forest slightly outperforming the other algorithms in terms of balancing precision and recall. One-Class SVM with SGD shows promise in precision but needs adjustment to improve recall. Local Outlier Factor may require parameter tuning or may not be as suitable for this particular dataset’s characteristics. The findings reveal significant variations in performance, highlighting the strengths and limitations of each method in identifying anomalies. This research contributes to the field of machine learning by demonstrating that the selection of an anomaly detection algorithm should be a considered decision, taking into account the specific characteristics of the data and the operational context of its application. Future work should explore parameter optimization, the impact of dataset characteristics on model performance, and the application of these models to real-world datasets to validate their efficacy in practical anomaly detection scenarios.http://www.sciencedirect.com/science/article/pii/S2468227624003284Anomaly detectionUnsupervised machine learning algorithmsOne-class support vector machineIsolation forestLocal outlier factorRobust covariance |
| spellingShingle | Edmund Fosu Agyemang Anomaly detection using unsupervised machine learning algorithms: A simulation study Scientific African Anomaly detection Unsupervised machine learning algorithms One-class support vector machine Isolation forest Local outlier factor Robust covariance |
| title | Anomaly detection using unsupervised machine learning algorithms: A simulation study |
| title_full | Anomaly detection using unsupervised machine learning algorithms: A simulation study |
| title_fullStr | Anomaly detection using unsupervised machine learning algorithms: A simulation study |
| title_full_unstemmed | Anomaly detection using unsupervised machine learning algorithms: A simulation study |
| title_short | Anomaly detection using unsupervised machine learning algorithms: A simulation study |
| title_sort | anomaly detection using unsupervised machine learning algorithms a simulation study |
| topic | Anomaly detection Unsupervised machine learning algorithms One-class support vector machine Isolation forest Local outlier factor Robust covariance |
| url | http://www.sciencedirect.com/science/article/pii/S2468227624003284 |
| work_keys_str_mv | AT edmundfosuagyemang anomalydetectionusingunsupervisedmachinelearningalgorithmsasimulationstudy |