IDK-S: Incremental Distributional Kernel for Streaming Anomaly Detection

Abstract: Anomaly detection on data streams presents significant challenges, requiring methods to maintain high detection accuracy among evolving distributions while ensuring real-time efficiency. Here we introduce $\mathcal{IDK}$-$\mathcal{S}$, a novel $\mathbf{I}$ncremental $\mathbf{D}$istributional $\mathbf{K}$ernel for $\mathbf{S}$treaming anomaly detection that effectively addresses these challenges by creating a new dynamic representation in the kernel mean embedding framework. The superiority of $\mathcal{IDK}$-$\mathcal{S}$ is attributed to two key innovations. First, it inherits the strengths of the Isolation Distributional Kernel, an offline detector that has demonstrated significant performance advantages over foundational methods like Isolation Forest and Local Outlier Factor due to the use of a data-dependent kernel. Second, it adopts a lightweight incremental update mechanism that significantly reduces computational overhead compared to the naive baseline strategy of performing a full model retraining. This is achieved without compromising detection accuracy, a claim supported by its statistical equivalence to the full retrained model. Our extensive experiments on thirteen benchmarks demonstrate that $\mathcal{IDK}$-$\mathcal{S}$ achieves superior detection accuracy while operating substantially faster, in many cases by an order of magnitude, than existing state-of-the-art methods.