Online Influence Forest for Streaming Anomaly Detection

As the digital world grows, data is being collected at high speed on a continuous and real-time scale. Hence, the imposed imbalanced and evolving scenario that introduces learning from streaming data remains a challenge. As the research field is still open to consistent strategies that assess continuous and evolving data properties, this paper proposes an unsupervised, online, and incremental anomaly detection ensemble of influence trees that implement adaptive mechanisms to deal with inactive or saturated leaves. This proposal features the fourth standardized moment, also known as kurtosis, as the splitting criteria and the isolation score, Shannon’s information content, and the influence function of an instance as the anomaly score. In addition to improving interpretability, this proposal is also evaluated on publicly available datasets, providing a detailed discussion of the results.