dSalmon: High-Speed Anomaly Detection for Evolving Multivariate Data Streams

We introduce dSalmon, a highly efficient framework for outlier detection on streaming data. dSalmon can be used with both Python and C++, meeting the requirements of modern data science research. It provides an intuitive interface and has almost no package dependencies. dSalmon implements main stream outlier detection approaches from literature. By using pure C++ in its core and making the most of available parallelism, data is analyzed with superior processing speed. We describe design decisions and outline the software architecture of dSalmon. Additionally, we perform thorough evaluations on benchmarking datasets to measure execution time, memory requirements and energy consumption when performing outlier detection. Experiments show that dSalmon requires substantially less resources and in most cases is able to process datasets between one and three orders of magnitude faster than established Python implementations.