SCoNE: Spherical Consistent Neighborhoods Ensemble for Effective and Efficient Multi-View Anomaly Detection

The core problem in multi-view anomaly detection is to represent local neighborhoods of normal instances consistently across all views. Recent approaches consider a representation of local neighborhood in each view independently, and then capture the consistent neighbors across all views via a learning process. They suffer from two key issues. First, there is no guarantee that they can capture consistent neighbors well, especially when the same neighbors are in regions of varied densities in different views, resulting in inferior detection accuracy. Second, the learning process has a high computational cost of O(N2), rendering them inapplicable for large datasets. To address these issues, we propose a novel method termed Spherical Consistent Neighborhoods Ensemble (SCoNE). It has two unique features: (a) the consistent neighborhoods are represented with multi-view instances directly, requiring no intermediate representations as used in existing approaches; and (b) the neighborhoods have data-dependent properties, which lead to large neighborhoods in sparse regions and small neighborhoods in dense regions. The data-dependent properties enable local neighborhoods in different views to be represented well as consistent neighborhoods, without learning. This leads to O(N) time complexity. Empirical evaluations show that SCoNE has superior detection accuracy and runs orders-of-magnitude faster in large datasets than existing approaches.