Efficient Nonlinear RX Anomaly Detectors
Current anomaly detection algorithms are typically challenged by either accuracy or efficiency. More accurate nonlinear detectors are typically slow and not scalable. In this letter, we propose two families of techniques to improve the efficiency of the standard kernel Reed-Xiaoli (RX) method for anomaly detection by approximating the kernel function with either {\em data-independent} random Fourier features or {\em data-dependent} basis with the Nystr\"om approach. We compare all methods for both real multi- and hyperspectral images. We show that the proposed efficient methods have a lower computational cost and they perform similar (or outperform) the standard kernel RX algorithm thanks to their implicit regularization effect. Last but not least, the Nystr\"om approach has an improved power of detection.
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