Anomaly Detection Based on Convex Analysis: A Survey

Abstract

As a crucial technique for identifying irregular samples or outlier patterns, anomaly detection has broad applications in many fields. Convex analysis (CA) is one of the fundamental methods used in anomaly detection, which contributes to the robust approximation of algebra and geometry, efficient computation to a unique global solution, and mathematical optimization for modeling. Despite the essential role and evergrowing research in CA-based anomaly detection algorithms, little work has realized a comprehensive survey of it. To fill this gap, we summarize the CA techniques used in anomaly detection and classify them into four categories of density estimation methods, matrix factorization methods, machine learning methods, and the others. The theoretical background, sub-categories of methods, typical applications as well as strengths and limitations for each category are introduced. This paper sheds light on a succinct and structured framework and provides researchers with new insights into both anomaly detection and CA. With the remarkable progress made in the techniques of big data and machine learning, CA-based anomaly detection holds great promise for more expeditious, accurate and intelligent detection capacities.