Extended Histogram-based Outlier Score (EHBOS)

TL;DR

EHBOS extends the HBOS anomaly detection method by incorporating two-dimensional histograms to capture feature dependencies, significantly improving detection of complex, context-dependent anomalies in diverse datasets.

Contribution

The paper introduces EHBOS, a novel extension of HBOS that models feature interactions using 2D histograms, enhancing anomaly detection capabilities.

Findings

EHBOS outperforms HBOS on multiple benchmark datasets.

EHBOS effectively detects context-dependent and dependency-driven anomalies.

EHBOS demonstrates robustness across diverse anomaly detection scenarios.

Abstract

Histogram-Based Outlier Score (HBOS) is a widely used outlier or anomaly detection method known for its computational efficiency and simplicity. However, its assumption of feature independence limits its ability to detect anomalies in datasets where interactions between features are critical. In this paper, we propose the Extended Histogram-Based Outlier Score (EHBOS), which enhances HBOS by incorporating two-dimensional histograms to capture dependencies between feature pairs. This extension allows EHBOS to identify contextual and dependency-driven anomalies that HBOS fails to detect. We evaluate EHBOS on 17 benchmark datasets, demonstrating its effectiveness and robustness across diverse anomaly detection scenarios. EHBOS outperforms HBOS on several datasets, particularly those where feature interactions are critical in defining the anomaly structure, achieving notable improvements in ROC AUC. These results highlight that EHBOS can be a valuable extension to HBOS, with the ability to model complex feature dependencies. EHBOS offers a powerful new tool for anomaly detection, particularly in datasets where contextual or relational anomalies play a significant role.