Atom dimension adaptation for infinite set dictionary learning

Recent work on dictionary learning with set-atoms has shown benefits in anomaly detection. Instead of viewing an atom as a single vector, these methods allow building sparse representations with atoms taken from a set around a central vector; the set can be a cone or may have a probability distribution associated to it. We propose a method for adaptively adjusting the size of set-atoms in Gaussian and cone dictionary learning. The purpose of the algorithm is to match the atom sizes with their contribution in representing the signals. The proposed algorithm not only decreases the representation error, but also improves anomaly detection, for a class of anomalies called `dependency'. We obtain better detection performance than state-of-the-art methods.

Unsupervised Dictionary Learning for Anomaly Detection

We investigate the possibilities of employing dictionary learning to address the requirements of most anomaly detection applications, such as absence of supervision, online formulations, low false positive rates. We present new results of our recent semi-supervised online algorithm, TODDLeR, on a anti-money laundering application. We also introduce a novel unsupervised method of using the performance of the learning algorithm as indication of the nature of the samples.