Streaming Anomaly Detection

January, 2023


Anomaly detection is critical for finding suspicious behavior in innumerable systems. We need to detect anomalies in real-time, i.e. determine if an incoming entity is anomalous or not, as soon as we receive it, to minimize the effects of malicious activities and start recovery as soon as possible. Therefore, online algorithms that can detect anomalies in a streaming manner are essential.

Rethinking Streaming Machine Learning Evaluation

May, 2022


While most work on evaluating machine learning (ML) models focuses on computing accuracy on batches of data, tracking accuracy alone in a streaming setting (i.e., unbounded, timestamp-ordered datasets) fails to appropriately identify when models are performing unexpectedly. In this position paper, we discuss how the nature of streaming ML problems introduces new real-world challenges (e.g., delayed arrival of labels) and recommend additional metrics to assess streaming ML performance.