Multiple Kernel Learning based Heterogeneous Algorithm (MKAD)

Contributing Author(s) :

Santanu Das , Bryan Matthews

The Multiple Kernel Anomaly Detection (MKAD) algorithm is designed for anomaly detection over a set of files. It combines multiple kernels into a single optimization function using the One Class Support Vector Machine (OCSVM) framework. Any kernel function can be combined in the algorithm as long as it meets the Mercer conditions, however for the purposes of this code the data preformatting and kernel type is specific to the Flight Operations Quality Assurance (FOQA) data and has been integrated into the coding steps. For this domain, discrete binary switch sequences are used in the discrete kernel, and discretized continuous parameter features are used to form the continuous kernel. The OCSVM uses a training set of nominal examples (in this case flights) and evaluates test examples for anomaly detection to determine whether they are anomalous or not. After completing this analysis the algorithm reports the anomalous examples and determines whether there is a contribution from either or both continuous and discrete elements.