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id title category status canonical_id aliases duplicate_of source_trust_level confidence_score verification_status tags raw_sources last_reinforced github_commit tech_stack
wiki-2026-0508-anomaly-detection Anomaly Detection 10_Wiki/Topics verified self
Outlier Detection
Novelty Detection
이상 탐지
none A 0.9 applied
security
ml
monitoring
observability
2026-05-10 applied
language framework
Python scikit-learn/PyOD/Prometheus

Anomaly Detection

매 한 줄

"매 normal 의 boundary 를 학습하고 그 밖을 flag 한다.". Anomaly detection 은 fraud, intrusion, equipment failure, log spike 등을 unsupervised 로 발견하는 매 core observability/security primitive. 2026 의 standard 는 Isolation Forest + LSTM-AE + transformer-based time-series (PatchTST, TimesNet).

매 핵심

매 Anomaly Type 3가지

  • Point anomaly: 매 single observation 이 outlier — credit card 단일 거래.
  • Contextual anomaly: 매 context 에서만 anomaly — 여름의 영하 온도.
  • Collective anomaly: 매 group 으로만 anomaly — DDoS 의 packet sequence.

매 Algorithm Family

  • Statistical: z-score, MAD, Grubbs, EWMA — 매 univariate baseline.
  • Distance-based: kNN, LOF — 매 density 차이로 detect.
  • Tree-based: Isolation Forest, Extended IF — 매 high-dim 잘 작동.
  • Reconstruction: Autoencoder, VAE — 매 reconstruction error = anomaly score.
  • Time-series DL: LSTM-AE, Transformer (PatchTST 2024, TimesNet) — 매 SOTA 2026.
  • One-class: One-Class SVM, Deep SVDD — 매 normal-only training.

매 응용

  1. Fraud detection: payment, account takeover.
  2. Intrusion detection (IDS): network traffic anomaly.
  3. Predictive maintenance: vibration sensor, temp.
  4. APM: latency/error rate spike — Datadog Watchdog, New Relic.
  5. Log anomaly: unseen log template — DeepLog, LogBERT.

💻 패턴

Isolation Forest baseline

from sklearn.ensemble import IsolationForest
import numpy as np

# 매 contamination = expected anomaly fraction
clf = IsolationForest(contamination=0.01, n_estimators=200, random_state=42)
clf.fit(X_train)
scores = -clf.score_samples(X_test)  # 매 high score = more anomalous
preds = clf.predict(X_test)  # -1=anomaly, 1=normal

LOF for density anomaly

from sklearn.neighbors import LocalOutlierFactor
lof = LocalOutlierFactor(n_neighbors=20, contamination=0.01, novelty=True)
lof.fit(X_train)
anomaly_score = -lof.score_samples(X_test)

Autoencoder reconstruction error (PyTorch)

import torch.nn as nn
class AE(nn.Module):
    def __init__(self, d=64):
        super().__init__()
        self.enc = nn.Sequential(nn.Linear(d,32), nn.ReLU(), nn.Linear(32,8))
        self.dec = nn.Sequential(nn.Linear(8,32), nn.ReLU(), nn.Linear(32,d))
    def forward(self, x): return self.dec(self.enc(x))

# 매 train on normal only — anomaly = high reconstruction error
recon = model(x)
score = ((x - recon) ** 2).mean(dim=1)

EWMA streaming detector

class EWMA:
    def __init__(self, alpha=0.1, k=3.0):
        self.alpha, self.k = alpha, k
        self.mu = self.var = None
    def step(self, x):
        if self.mu is None: self.mu, self.var = x, 1.0; return False
        z = abs(x - self.mu) / (self.var ** 0.5 + 1e-9)
        self.mu = self.alpha * x + (1 - self.alpha) * self.mu
        self.var = self.alpha * (x - self.mu)**2 + (1 - self.alpha) * self.var
        return z > self.k

PyOD ensemble

from pyod.models.iforest import IForest
from pyod.models.lof import LOF
from pyod.models.combination import average

scores = np.column_stack([
    IForest().fit(X).decision_function(X),
    LOF().fit(X).decision_function(X),
])
ensemble_score = average(scores)

매 결정 기준

상황 Algorithm
Tabular, low-dim Isolation Forest
Tabular, density 중요 LOF
Time-series univariate EWMA / Prophet
Time-series multivariate LSTM-AE / PatchTST
Image PaDiM / PatchCore
Log sequence LogBERT / DeepLog

기본값: 매 Isolation Forest baseline → 부족시 deep model.

🔗 Graph

🤖 LLM 활용

언제: log template 추출, anomaly explanation generation, false-positive triage. 언제 X: 매 high-frequency stream 의 inner-loop scoring (use specialized model).

안티패턴

  • Threshold hard-coding: 매 environment drift 시 무용지물 — adaptive threshold 사용.
  • Class imbalance 무시: 매 anomaly 0.1% 일 때 accuracy 99.9% 무의미 — PR-AUC.
  • Train on contaminated data: 매 anomaly 가 train set 에 섞이면 mask 됨.
  • Alert fatigue: 매 raw score 그대로 alert 면 dev 가 무시.

🧪 검증 / 중복

  • Verified: Liu et al. 2008 (Isolation Forest); PyOD docs; Nie et al. 2023 (PatchTST).
  • 신뢰도 A.

🕓 Changelog

날짜 변경
2026-05-08 Phase 1
2026-05-10 Manual cleanup — algorithm taxonomy + PyOD/AE patterns