Patent ID: 11887012
Assignee: SAS INSTITUTE INC.
Field: Computer technology (Electrical engineering)
Classification: CPC G | IPC G

Claim 15:
16. A computing device comprising:
a processor; and
a non-transitory computer-readable medium operably coupled to the processor, the computer-readable medium having computer-readable instructions stored thereon that, when executed by the processor, cause the computing device to
train a machine learning model by
executing a robust principal components algorithm with a plurality of training observation vectors to compute a low-rank matrix;
decomposing the low-rank matrix;
determining a rank of the low-rank matrix;
determining an orthogonal complement matrix using the decomposed low-rank matrix and the determined rank;
projecting each observation vector of the plurality of training observation vectors using the determined orthogonal complement matrix; and
executing an independent component analysis algorithm with the projected plurality of training observation vectors to define a demixing matrix; and

apply the trained machine learning model by
projecting an observation vector using the determined orthogonal complement matrix;
multiplying the projected observation vector by the defined demixing matrix to define a demixed observation vector;
computing a detection statistic value from the defined, demixed observation vector; and
when the computed detection statistic value is greater than or equal to a predefined anomaly threshold value, outputting an indicator that the observation vector is an anomaly.