Stochastic Voronoi Ensembles for Anomaly Detection

Abstract: Anomaly detection aims to identify data instances that deviate significantly from majority of data, which has been widely used in fraud detection, network security, and industrial quality control. Existing methods struggle with datasets exhibiting varying local densities: distance-based methods miss local anomalies, while density-based approaches require careful parameter selection and incur quadratic time complexity. We observe that local anomalies, though indistinguishable under global analysis, become conspicuous when the data space is decomposed into restricted regions and each region is examined independently. Leveraging this geometric insight, we propose SVEAD (Stochastic Voronoi Ensembles Anomaly Detector), which constructs ensemble random Voronoi diagrams and scores points by normalized cell-relative distances weighted by local scale. The proposed method achieves linear time complexity and constant space complexity. Experiments on 45 datasets demonstrate that SVEAD outperforms 12 state-of-the-art approaches.