Spectral Anomaly Detection in Large Graphs Using a Complex Moment-Based Eigenvalue Solver
Publication: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering
Volume 6, Issue 2
Abstract
Detecting anomalies is an important and challenging task for many applications. In recent years, spectral methods have been proposed to detect anomalous subgraphs embedded into a background graph using eigenvectors corresponding to some of the largest positive eigenvalues of the graph’s modularity matrix. The spectral methods use the standard Lanczos-type eigenvalue solver to compute these exterior eigenpairs. However, eigenvectors with interior eigenvalues could also indicate the existence of anomalous subgraphs. In this study, we propose an efficient method using a complex moment-based eigenvalue solver, which can efficiently search anomalous subgraphs related to eigenvectors with both exterior and interior eigenvalues. Experimental results show the potential of the proposed method.
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Data Availability Statement
Some or all data, models, or code generated or used during the study are available from the corresponding author by request. Available items: matrix data files and program codes for numerical experiments.
Acknowledgments
The present study is supported in part by the Japan Science and Technology Agency (JST), ACT-I (No. JPMJPR16U6), the New Energy and Industrial Technology Development Organization (NEDO), and the Japan Society for the Promotion of Science (JSPS), Grants-in-Aid for Scientific Research (Nos. 17K12690, 18H03250, and 19K20280).
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©2020 American Society of Civil Engineers.
History
Received: Jul 3, 2019
Accepted: Oct 28, 2019
Published online: Feb 8, 2020
Published in print: Jun 1, 2020
Discussion open until: Jul 8, 2020
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