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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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Title:
Generic and Scalable Framework for Automated Time-series Anomaly Detection
Abstract:
This talk introduces a generic and scalable framework for automated anomaly detection on large scale time-series data. Early detection of anomalies plays a key role in maintaining consistency of person’s data and protects corporations against malicious attackers. Current state of the art anomaly detection approaches suffer from scalability, use-case restrictions, difficulty of use and a large number of false positives. Our system at Yahoo, EGADS, uses a collection of anomaly detection and forecasting models with an anomaly filtering layer for accurate and scalable anomaly detection on time- series. We compare our approach against other anomaly detection systems on real and synthetic data with varying time-series characteristics. We found that our framework allows for 50-60% improvement in precision and recall for a variety of use-cases. Both the data and the framework are being open-sourced. The open-sourcing of the data, in particular, represents the first of its kind effort to establish the standard benchmark for anomaly detection.
Bio:
Dr. Laptev completed his PhD in Computer Science at UCLA. The focus of his research is on Big Data machine learning and system design. Besides Big Data machine learning, during his PhD years Nikolay also conducted research on approximation approaches with an error guarantee for general machine learning algorithms. At Yahoo! Labs he conducts research on system design and machine learning over massive data-streams and stored data.
Host:
Polo Chau (CSE), Le Song (CSE)
There will be snacks and swag.
Yahoo! is hiring.
