ONLINE SPARSE REGULARIZED JOINT ANALYSIS FOR HETEROGENEOUS DATA

摘要

A method and system are provided for online sparse regularized joint analysis for heterogeneous data. The method generates a latent space model modeling a latent space in which correlation information is encoded for a plurality of heterogeneous data points at respective time instants, responsive to respective energy-preserving projections and structure-preserving projections of the data points in the latent space. The method performs online anomaly detection on a current one of the data points responsive to the encoded correlation information for respective ones of the energy-preserving projections and structure-preserving projections for a previous one of the data points without anomaly. The method generates an alarm responsive to a detection of an anomaly for the current one of the data points. The method updates the latent space model for the current one of the data points, by a processor-based online model updater, responsive to a lack of the detection of the anomaly.