Graph based anomaly detection and description: a survey

Systems as diverse as genetic networks or the world wide web are best described as networks with complex topology. A common property of many large networks is that the vertex connectivities follow a scale-free power-law distribution. This feature is found to be a consequence of the two generic mechanisms that networks expand continuously by the addition of new vertices, and new vertices attach preferentially to already well connected sites. A model based on these two ingredients reproduces the observed stationary scale-free distributions, indicating that the development of large networks is governed by robust self-organizing phenomena that go beyond the particulars of the individual systems.

Many networks of interest in the sciences, including a variety of social and biological networks, are found to divide naturally into communities or modules. The problem of detecting and characterizing this community structure has attracted considerable recent attention. One of the most sensitive detection methods is optimization of the quality function known as "modularity" over the possible divisions of a network, but direct application of this method using, for instance, simulated annealing is computationally costly. Here we show that the modularity can be reformulated in terms of the eigenvectors of a new characteristic matrix for the network, which we call the modularity matrix, and that this reformulation leads to a spectral algorithm for community detection that returns results of better quality than competing methods in noticeably shorter running times. We demonstrate the algorithm with applications to several network data sets.