Directional anomaly detection

Semi-supervised anomaly detection is based on the principle that potential anomalies are those records that look different from normal training data. However, in some cases we are specifically interested in anomalies that correspond to high attribute values (or low, but not both). We present two asymmetrical distance measures that take this directionality into account: ramp distance and signed distance. Through experiments on synthetic and real-life datasets we show that ramp distance performs as well or better than the absolute distance traditionally used in anomaly detection. While signed distance also performs well on synthetic data, it performs substantially poorer on real-life datasets. We argue that this reflects the fact that in practice, good scores on some attributes should not be allowed to compensate for bad scores on others.