Five key learnings from building a large scale anomaly detection system

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Eliminating Insight Latencies…One Anomaly at a Time

Ira Cohen, Chief Data Scientistira@anodot.com

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What is the problem?

Business Insight Latency

Delayed business insights cost companies millions of dollars

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Business insights at any granularity

Publishers Ad exchanges DevicesConversion Ad types X XX

User types Countries RegionPurchases Item categories X XX

OS Browsers Software verPage views Pages X XX

Sheet type Locations CustomerPrint errors Printer type X XX

Measuring KPIs with many dimensions

Millions of time series metrics to track

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How to Track the Millions and Get the Insights?

Automated Anomaly Detection

Aggregate, Detect and Group

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Realtime Anomaly Detection: Design Principals

• Collect metrics from ANY source Universal• Realtime tracking of millions of metricsScale• Unique IP for anomaly detection that eliminates FP Accurate• Multivariate anomalies for swift problem isolation Concise

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Automatic Anomaly Detection in Five Steps

Normal behavior learning

Abnormal behavior learning

Behavioral Topology Learning

Detection, scoring and grouping anomalies

Feedback based learning

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Automatic Anomaly Detection in Five Steps

Normal behavior learning

- Adaptive- Detects and learns seasonal patterns + trends- Auto-configuration- Model selection algorithm

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Automatic Anomaly Detection in Five Steps

P(Anomaly | Duration, Deviation)

Bayesian model combining statistics of:- Abnormal durations- Abnormal intensity- Abnormal pattern

Abnormal behavior learning

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Automatic Anomaly Detection in Five Steps

- Normal behavior relationship learning- Abnormal behavior relationship learning- Meta-data based relationship learning

Behavioral Topology Learning

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Automatic Anomaly Detection in Five Steps

Detection, scoring and grouping anomalies

Feedback based learning

90

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Anodot - Summary

• Founded June 2014• Beta since Jan 2015, GA in Sep• Over 20 million metrics tracked• Over 12,000 real-time insights provided to over 200 users • To try us out, contact: info@anodot.com• Follow us on twitter: @TeamAnodot

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THANK YOUinfo@anodot.com@TeamAnodot

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