The main shortage of principle component analysis (PCA) based anomaly detection models is their interpretability. In this paper, our goal is to propose an interpretable PCA-based model for anomaly detection and interpretation. The propose ASPCA model constructs principal components with sparse and orthogonal loading vectors to represent the abnormal subspace, and uses them to interpret detected anomalies. Our experiments on a synthetic dataset and two real world datasets showed that the proposed ASPCA models achieved comparable detection accuracies as the PCA model, and can provide interpretations for individual anomalies.
Comment: ODDx3, ACM SIGKDD 2015 Workshop