At Datadog, we regularly hold hackathons, a dedicated time when we can explore new ideas and tinker with new technologies. During one of these hackathons, I found myself working side by side with a colleague who holds a Data Mining & Algorithms PhD. Driven by the desire to do something both cool and complex, we decided on building an online anomaly detection method for streaming logs. We both work in the Cloud SIEM team, a team that provides a security tool to analyse logs in a stateful manne...