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Anomaly detection (aka outlier analysis) is a step in data mining that identifies data points, events, and/or observations that deviate from a dataset's normal behavior. Anomalous data can indicate critical incidents, such as a technical glitch, or potential opportunities, for instance, a change in consumer behavior.

Anomaly detection finds application in many domains including cyber security, medicine, machine vision, statistics, neuroscience, law enforcement and financial fraud to name only a few. Anomalies were initially searched for clear rejection or omission from the data to aid statistical analysis, for example to compute the mean or standard deviation. They were also removed to better predictions from models such as linear regression, and more recently their removal aids the performance of machine learning algorithms. However, in many applications anomalies themselves are of interest and are the observations most desirable in the entire data set, which need to be identified and separated from noise or irrelevant outliers.

Semi-supervised anomaly detection techniques use a normal, labeled training data set to construct a model representing normal behavior. They then use that model to detect anomalies by testing how likely the model is to generate any one instance encountered.

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