Power system has been incorporating increasing amount of unconventional generations and loads such as renewable resources, electric vehicles, and controllable loads. The induced short term and stochastic power flow requires high resolution monitoring technology and agile decision support techniques for system diagnosis and control. In this paper, we discuss the application of micro-phasor measurement unit (μPMU) for power distribution network monitoring, and study learning based data-driven methods for abnormal event detection. We first resolve the challenging problem of information representation for the multiple streams of high resolution μPMU data, by proposing a pooling-picking scheme. With that, a kernel Principle Component Analysis (kPCA) is adopted to build statistical models for nominal state and detect possible anomalies. To distinguish event types, we propose a novel discriminative method that only requires partial expert knowledge for training. Finally, our methods are tested on an actual distribution network with μPMUs, and the results justifies the effectiveness of the data driven event detection framework, as well as its potentials to serve as one of the core algorithms to ensure power system security and reliability.