Autoencoders and Generative Adversarial Networks for Anomaly Detection for Sequences

We introduce synthetic oversampling in anomaly detection for multi-feature sequence datasets based on autoencoders and generative adversarial networks. The first approach considers the use of an autoencoder in conjunction with standard oversampling methods to generate synthetic data that captures the sequential nature of the data. A different model uses generative adversarial networks to generate structure preserving synthetic data for the minority class. We also use generative adversarial networks on the majority class as an outlier detection method for novelty detection. We show that the use of generative adversarial network based synthetic data improves classification model performance on a variety of sequence data sets.