CPC G06N 3/08 (2013.01) [G06F 11/0721 (2013.01); G06F 11/0751 (2013.01)] | 20 Claims |
1. A computer program product comprising: a non-transitory tangible storage medium readable by a processing circuit and storing instructions for execution by the processing circuit for performing a method comprising:
a) receiving input data in the form of a matrix A of size m×n and rank k, wherein m represents a plurality of multidimensional data points (MDDPs) and wherein n represents a dimension of each MDDP;
b) constructing iteratively i dictionaries Di, wherein each Di is a matrix Bi=Ai′Ri of dimension ki×n, wherein Ai′ is the transpose of matrix Ai, wherein ki is a rank of matrix Ai, wherein Ri is a Gaussian distributed random matrix of dimension mi×ki, wherein each mi is smaller than an iteration mi−1, wherein mi−1 is an immediately preceding iteration, and wherein each Di is constructed by applying to Ai a multi-layer feedforward artificial neural network made of one hidden layer (NN(Ai)) such that ∥Bi−NN(Ai)∥ is minimized with respect to parameters of the neural network;
c) concatenating all dictionaries Di to construct a dictionary D; and
d) using dictionary D to classify a MDDP as an anomaly or as normal, wherein a detected anomaly is indicative of an undesirable event,
whereby a reduction in m enhances the performance of a computer including the computer program product in both processing and storage terms.
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