OAAE: Optimized adaptive anomaly detection ensemble—Base model boosting by parameter optimization

Abstract

Irregular data or anomalies may occur due to human error, miscalculation, or malicious system behavior. The detection of anomalies is a difficult task that requires the use of multiple strategic methods and models. The ideal detection model should assess the strengths and optimize the results of its base models before making final decisions. This task of optimizing the results of the base models contributes to the generation of more accurate results overall. This work presents an optimized adaptive anomaly detection ensemble using heterogeneous algorithms. In the first stage, it adaptively boosts the outcomes of preceding models by weighting their decisions and finding high‐performance ones, and in the second stage, it optimizes the base models by score margin maximization, which enlarges the contrast between the scores of the anomalies and other data prior to fusion to improve detection accuracy. To validate the model, baselines and test results from 10 benchmark datasets are compared. To assess its effectiveness in terms of distinguishing anomalies, the proposed model is tested and evaluated. The analyzed data are presented as cross‐tabulations, with detailed explanations and interpretations. The experiments show an improvement in results even when the least of anomalies (single cases up to 10%) are used.