Many-Objective Optimization for Anomaly Detection on Multi-Layer Complex Interaction Networks

Abstract

Anomaly detection in complex networks is an important and challenging task in many application domains. Examples include analysis and sensemaking in human interactions, e.g., in (social) interaction networks, as well as the analysis of the behavior of complex technical and cyber-physical systems such as suspicious transactions/behavior in financial or routing networks; here, behavior and/or interactions typically also occur on different levels and layers. In this paper, we focus on detecting anomalies in such complex networks. In particular, we focus on multi-layer complex networks, where we consider the problem of finding sets of anomalous nodes for group anomaly detection. Our presented method is based on centrality-based many-objective optimization on multi-layer networks. Starting from the Pareto Front obtained via many-objective optimization, we rank anomaly candidates using the centrality information on all layers. This ranking is formalized via a scoring function, which estimates relative deviations of the node centralities, considering the density of the network and its respective layers. In a human-centered approach, anomalous sets of nodes can then be identified. A key feature of this approach is its interpretability and explainability, since we can directly assess anomalous nodes in the context of the network topology. We evaluate the proposed method using different datasets, including both synthetic as well as real-world network data. Our results demonstrate the efficacy of the presented approach.