Delta-Dual Hierarchical Dirichlet Processes: A pragmatic abnormal behaviour detector

In the security domain a key problem is identifying rare behaviours of interest. Training examples for these behaviours may or may not exist, and if they do exist there will be few examples, quite probably one. We present a novel weakly supervised algorithm that can detect behaviours that either have never before been seen or for which there are few examples. Global context is modelled, allowing the detection of abnormal behaviours that in isolation appear normal. Pragmatic aspects are considered, such that no parameter tuning is required and real time performance is achieved.