Hierarchical Robust PCA for Scalable Data Quality Monitoring in Multi-level Aggregation Pipelines (2504.14524v1)

Abstract: Data quality (DQ) remains a fundamental concern in big data pipelines, especially when aggregations occur at multiple hierarchical levels. Traditional DQ validation rules often fail to scale or generalize across dimensions such as user interactions, sessions, profiles, accounts, and regions. In this paper, we present a novel application of Hierarchical Robust Principal Component Analysis (HrPCA) as a scalable, unsupervised anomaly detection technique tailored to DQ monitoring in multi-level aggregation pipelines. We propose a modular framework that decomposes the data at each hierarchical level into low-rank representations and sparse residuals, allowing the detection of subtle inconsistencies, outliers, and misalignments in the aggregated data. We evaluated our approach using synthetic hierarchical datasets with controlled anomalies and demonstrated how HrPCA outperforms traditional rule-based methods in detecting data corruption and rollup inconsistencies.