Anomaly Detection

Detect outliers and novelties

Statistics and Machine Learning Toolbox™ provides several anomaly detection features for unlabeled multivariate sample data. The anomaly detection features detect outliers (anomalies in training data) either by training a model or by learning parameters. For novelty detection (detecting anomalies in new data with uncontaminated training data), you train a model or learn parameters with uncontaminated training data (data with no outliers) and detect anomalies in new data by using the trained model or learned parameters. For more details, see Unsupervised Anomaly Detection.

If you have training data labeled as normal points and anomalies, you can train a binary classification model and use the resubPredict and predict object functions to detect anomalies in the training data and new data, respectively. For the list of supported classification features, see Classification.

The toolbox also provides model-specific anomaly detection features that you can apply after training a classification, regression, or clustering model. For details, see Model-Specific Anomaly Detection.

Functions

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Isolation Forest

`iforest`	Fit isolation forest for anomaly detection
`isanomaly`	Find anomalies in data using isolation forest

Robust Random Cut Forest

`rrcforest`	Fit robust random cut forest model for anomaly detection
`isanomaly`	Find anomalies in data using robust random cut forest

Local Outlier Factor

`lof`	Create local outlier factor model for anomaly detection
`isanomaly`	Find anomalies in data using local outlier factor

One-Class Support Vector Machine (SVM)

`ocsvm`	Fit one-class support vector machine (SVM) model for anomaly detection
`isanomaly`	Find anomalies in data using one-class support vector machine (SVM)

Mahalanobis Distance

`robustcov`	Robust multivariate covariance and mean estimate
`mahal`	Mahalanobis distance to reference samples
`pdist2`	Pairwise distance between two sets of observations

Objects

`IsolationForest`	Isolation forest for anomaly detection
`RobustRandomCutForest`	Robust random cut forest model for anomaly detection
`LocalOutlierFactor`	Local outlier factor model for anomaly detection
`OneClassSVM`	One-class support vector machine (SVM) for anomaly detection

Topics

Unsupervised Anomaly Detection
Detect anomalies using isolation forest, robust random cut forest, local outlier factor, one-class SVM, and Mahalanobis distance.
Anomaly Detection with Isolation Forest
Detect anomalies by isolating anomalies from normal points using an isolation forest (ensemble of isolation trees).
Model-Specific Anomaly Detection
After training a classification, regression, or clustering model, detect anomalies using a model-specific anomaly detection feature.
Build Condition Model for Industrial Machinery and Manufacturing Processes
Train a binary classification model using Classification Learner App to detect anomalies in sensor data collected from an industrial manufacturing machine.
Code Generation for Anomaly Detection
Generate single-precision code that detects anomalies in data using a trained isolation forest model or one-class SVM.

Related Information

Anomaly Detection in Industrial Machinery Using Three-Axis Vibration Data (Predictive Maintenance Toolbox)