Online Learning refers to continuously updating a model or algorithm in real-time as new data becomes available rather than processing the entire dataset simultaneously. For change point detection, the goal is to identify abrupt changes in data sequences as they occur, which requires the algorithm to operate sequentially without access to the entire dataset from the start.

In Rio-CPD, an online learning approach tracks changes in correlation matrices over time. By leveraging Riemannian geometry and cumulative sum statistics (CUSUM), the framework incrementally processes each new observation to detect any significant shifts in the data distributions (marginal or joint) as soon as they occur. This enables real-time detection of change points in evolving data streams.

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Online Multi-modal Root Cause Identification in Microservice Systems

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Root Cause Analysis (RCA) is essential for pinpointing the root causes of failures in microservice systems. Traditional data-driven RCA methods are typically limited to offline applications due to high computational demands, and existing online RCA methods handle only single-modal data, overlooking complex interactions in multi-modal systems. In this paper, we introduce OCEAN, a novel online multi-modal causal structure learning method for root cause localization. OCEAN introduces a long-term temporal causal learning module with two encoders: one captures stable causal dependencies from historical data, while the other models short-term variations in the current batch data. We further design a multi-factor attention mechanism to analyze and reassess the relationships among different metrics and log indicators/attributes for enhanced online causal graph learning. Additionally, a contrastive mutual information maximization-based graph fusion module is developed to effectively model the relationships across various modalities. Extensive experiments on three real-world datasets demonstrate the effectiveness and efficiency of our proposed method.

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Correlation-aware Online Change Point Detection

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Change point detection aims to identify abrupt shifts occurring at multiple points within a data sequence. This task becomes particularly challenging in the online setting, where different types of change can occur, including shifts in both the marginal and joint distributions of the data. In this paper, we address these challenges by tracking the Riemannian geometry of correlation matrices, allowing Riemannian metrics to compute the geodesic distance as an accurate measure of correlation dynamics.We introduce Rio-CPD, a correlation-aware online change point detection framework that integrates the Riemannian geometry of the manifold of symmetric positive definite matrices with the cumulative sum (CUSUM) statistic for detecting change points. Rio-CPD employs a novel CUSUM design by computing the geodesic distance between current observations and the Fréchet mean of prior observations. With appropriate choices of Riemannian metrics, Rio-CPD offers a simple yet effective and computationally efficient algorithm. We also provide a theoretical analysis on standard metrics for change point detection within Rio-CPD. Experimental results on both synthetic and real-world datasets demonstrate that Rio-CPD outperforms existing methods on detection accuracy, average detection delay, and efficiency.

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RIO-CPD: A Riemannian Geometric Method for Correlation-aware Online Change Point Detection

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The objective of change point detection is to identify abrupt changes at potentially multiple points within a data sequence. This task is particularly challenging in the online setting where various types of changes can occur, including shifts in both the marginal and joint distributions of the data. This paper tackles these challenges by sequentially tracking correlation matrices on their Riemannian geometry, where the geodesic distances accurately capture the development of correlations. We propose Rio-CPD, a non-parametric correlation-aware online change point detection framework that combines the Riemannian geometry of the manifold of symmetric positive definite matrices and the cumulative sum statistic (CUSUM) for detecting change points. Rio-CPD enhances CUSUM by computing the geodesic distance from present observations to the Frechet mean of previous observations. With careful choice of metrics equipped to the Riemannian geometry, Rio-CPD is simple and computationally efficient. Experimental results on both synthetic and real-world datasets demonstrate that Rio-CPD outperforms existing methods in detection accuracy and efficiency.

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