One analysis a day keeps anomalies away! — Madalina Ciortan

Learn practical tips for anomaly detection using Python libraries like PyOD & PiSAD. Explore validation techniques, thresholding methods & root cause analysis for real-world applications.

Key takeaways
  • Most anomaly detection work happens in unsupervised settings with unlabeled data, making it technically challenging to validate results and set appropriate thresholds

  • PyOD is recommended as a primary library for anomaly detection, offering 50+ algorithms for tabular data and extensions for time series and graph data

  • For streaming/real-time anomaly detection, the PiSAD library provides 16 dedicated algorithms and assemblers, with Lightweight Online Detector and Xtreme being highlighted solutions

  • Time series data can be transformed into tabular format using feature engineering (e.g., TSFresh) to leverage the extensive research and methods available for tabular data

  • Evaluation metrics should focus on extreme class imbalance measures like AUC, F1 score, precision, and recall due to the rare nature of anomalies

  • ADBench provides 57 benchmark datasets across various industries for testing anomaly detection approaches

  • Root cause analysis and causal discovery (using libraries like causal-learn and Duy) help understand why anomalies occur

  • LLMs underperform traditional anomaly detection methods by approximately 30% according to recent research

  • Dynamic thresholding (PyThresh library with 30 algorithms) can help automatically adjust anomaly thresholds over time

  • For multivariate time series analysis, the darts library is recommended with its 40+ forecasting algorithms