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Sevvandi Kandanaarachchi

Lecturer, Mathematical Sciences

RMIT University

Hello! Thanks for visiting my site! 👋

I use statistics, mathematics and machine learning to find unusual patterns in data. They are referred to by different names. They can be called anomalies, outliers or novelties. Sometimes they are called events, especially if an unusual activity is happening over time. What are some examples? Well, intrusions (attacks) in computer networks are anomalies, which are sometimes called anomalous events. Credit card fraud is another example. Fraudulent credit card transactions are anomalies when we consider billions of legitimate transactions. Or a malfunctioning sensor can give out an unusual pattern indicating that the sensor needs replacing or that the batteries have run out. A sudden increase in atmospheric aerosols captured by sensors may indicate a bushfire.

Why is it important to find these unusual patterns? If we detect them quickly, we can act upon it. Yes, early detection is really important. Can we detect an intrusion while it is happening? In this case we only have partial information, which is a challenge. Another challenge is that the data can be high dimensional making it difficult to find anomalies. These are some of the research challenges that I work on. I also like working on real world problems, especially ones that are motivated by industry. From 2016 to 2019, I worked with an industry partner on intrusion detection.

I am an applied mathematician. I came to statistical learning from a mathematics background. My PhD was in mean curvature flow, which has a lot of geometry and differential equations involved. I bring my geometric intuition to my current work.

More details can be found on my CV.

Interests

  • Anomaly Detection
  • Event detection
  • Streaming Data
  • Meta-learning
  • Dimension Reduction
  • Data Science

Education

  • Graduate Certificate in Data Mining and Applications, 2015

    Stanford University

  • PhD in Mathematics, 2011

    Monash University

  • MSc Preliminary in Mathematics, 2007

    Monash University

  • BSc Eng. in Computer Science and Engineering, 2002

    University of Moratuwa

Research themes

Anomalies and Algorithms

New algorithms for anomaly detection

Cyber Security

Detecting intrusions in computer networks

Sensor data

Are the sensors telling us something different?

Publications

Dimension reduction for outlier detection using DOBIN

Instance Space Analysis for Unsupervised Outlier Detection

Software

lookout

Leave-one-out kernel density estimates for outlier detection - an R package.

composits

Outliers in univariate, multivariate and compositional time series - an R package.

airt

Algorithmic IRT - an R package.

eventstream

Event detection and early classification for streaming data - an R package.

dobin

Dimension reduction for outlier detection - an R package.

Blog posts

Testing an Outlier Detection Method

Suppose you have developed an outlier detection method. What are the ways to test it? You can generate some random data and add a …

Anomaly detection data repositories

In this post we will look at data repositories available for anomaly detection. So, can you use a standard classification dataset for …

Which nonlinear dimension reduction methods preserve outliers inside a sphere?

In this post we will look at how well nonlinear dimension reduction techniques preserve outliers that are placed inside a sphere, when …

Anomaly detection dilemmas

Finding anomalies/outliers in data is a task that is increasingly getting more attention mainly due to the variety of applications …

Tips for increasing your happiness during self-isolation

Teaching first year students made me realize how difficult it is for young people to stay at home all the time, specially during this …

Podcasts

Asha Rao's and Sophie Calabretto's two-part podcast on Mathematics Education and Imposter Syndrome

In this two-part podcast I interviewed Prof Asha Rao from RMIT University and Dr Sophie Calabretto from Macquarie University on …

Galit Shmueli's podcast on tech giants hacking our brains

Tim Macuga from ACEMS and I talked to Prof Galit Shmueli from National Tsing Hua University, Taiwan via zoom and made a podcast. This …

Gael Martin's podcast on Bayesian Statistics

During the 2020 working-from-home period Tim Macuga from ACEMS and I interviewed Prof Gael Martin from Monash University via zoom and …

Rob Hyndman's podcast on forecasting

Are you interested in forecasting? Well, Anthony Mays and myself did a podcast with Prof Rob Hyndman from Monash University on this …

Patricia Menéndez chats about Antarctica

Before the 2020 self-isolation period (also known as the lockdown) Tim Macuga from ACEMS and I informally interviewed Dr Patricia …

Space junk podcast

We humans leave such a lot of junk in space. If you’re interested in space junk, you can listen to two podcasts that I …

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