arXiv:2606.12483cs.LG2026-06被引 2

提出新方法提升异常检测的可扩展性,保持理论优势。

Scalable anomaly detection via a univariate Christoffel function

论文配图:Scalable anomaly detection via a univariate Christoffel function
图 1 · 摘自论文原文
  • 用单变量柯西函数基于点到支持点距离设计新算法
  • 在ADBench上平均精度超越14个前沿基线方法
  • 适合需要理论保证且数据维度中等的异常检测场景

异常检测在欺诈识别、网络入侵和系统故障诊断等领域至关重要。基于柯西函数的方法因数学基础坚实且计算开销小,成为深度学习的有力替代方案。然而,其实际应用受限于需对随数据维度指数增长的矩阵求逆,导致中等维度数据即不可行。本文针对柯西函数方法的维度瓶颈,在保留其关键理论特性(如支持集的开关行为和形状精确捕捉)的前提下,提出UCF——一种基于查询点与支持点间平方距离的单变量柯西函数。在ADBench基准上的大量实验表明,UCF在平均精度上持续优于14个前沿基线方法。该工作通过解决柯西函数的可扩展性难题,为异常检测提供了兼具鲁棒性、理论依据和普适性的新工具。

原文摘要 · Abstract (English)

Anomaly detection plays a critical role in identifying unusual patterns across domains such as fraud detection, network intrusion, and system fault diagnosis. Recently, Christoffel function-based methods, rooted in polynomial optimization, have emerged as promising alternatives to deep learning due to their strong mathematical foundations and computational frugality. However, their practical applicability is hindered by the need to invert a matrix whose size grows exponentially with the data dimension, rendering the method intractable even for moderate-dimensional datasets. This paper addresses the dimensionality limitations of Christoffel function-based anomaly detection while preserving its key theoretical properties, i.e., the on-off support dichotomy behavior and the accurate support shape capture. We introduce UCF, a univariate Christoffel function which is based on the squared distance between the query point and the support points. Extensive experiments on the ADBench benchmark demonstrate that UCF consistently outperforms 14 state-of-the-art baselines in terms of Average Precision. By resolving the scalability bottleneck of the Christoffel Function, this work expands the toolkit of anomaly detection methods with a robust, theoretically grounded, and universally applicable approach.

异常检测柯西函数可扩展性机器学习

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