Learning adaptive metrics for streaming anomaly detection
Developed Online-KISSME-Stream, an instance-based classifier with online Mahalanobis metric learning tailored to data streams.
Streaming accuracy gain
+6%
Concept drift recovery
< 200 samples
Conference
IJCNN 2016
Overview
High-velocity data streams required adaptive models that respect feature correlations and evolving concepts.
Our researchers proposed an online metric learning method that plugs into k-NN stream classifiers.
Challenges
- Euclidean distance failed to capture relationships between features in dynamic streams.
- Heavy optimization methods were infeasible given streaming time and memory constraints.
- Evaluation protocols for streams needed to reflect real deployment conditions.
Approach
Online Mahalanobis updates
Adapted the KISSME formulation to incremental constraints, maintaining a PSD metric with low computational overhead.
Hybrid k-NN pipeline
Integrated the learned metric into a k-NN classifier equipped with concept drift detection for robust streaming performance.
Stream-proper evaluation
Benchmarked against state-of-the-art instance-based methods using prequential protocols and statistical tests suited for streams.
Impact delivered
- Achieved competitive or superior accuracy versus leading stream classifiers on synthetic and real datasets.
- Demonstrated that task-specific metrics can be learned online without violating latency budgets.
- Reinforced best practices for evaluating streaming models under concept drift.
Key lessons
- Distance metrics should adapt alongside data distributions in streaming settings.
- Lightweight updates keep advanced techniques viable under strict compute constraints.
- Proper evaluation methodology is essential for trustworthy stream analytics.
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