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Anomaly Detection with Generative Adversarial Networks for Multivariate Time Series

arXiv.org Machine Learning

Today's Cyber-Physical Systems (CPSs) are large, complex, and affixed with networked sensors and actuators that are targets for cyber-attacks. Conventional detection techniques are unable to deal with the increasingly dynamic and complex nature of the CPSs. On the other hand, the networked sensors and actuators generate large amounts of data streams that can be continuously monitored for intrusion events. Unsupervised machine learning techniques can be used to model the system behaviour and classify deviant behaviours as possible attacks. In this work, we proposed a novel Generative Adversarial Networks-based Anomaly Detection (GAN-AD) method for such complex networked CPSs. We used LSTM-RNN in our GAN to capture the distribution of the multivariate time series of the sensors and actuators under normal working conditions of a CPS. Instead of treating each sensor's and actuator's time series independently, we model the time series of multiple sensors and actuators in the CPS concurrently to take into account of potential latent interactions between them. To exploit both the generator and the discriminator of our GAN, we deployed the GAN-trained discriminator together with the residuals between generator-reconstructed data and the actual samples to detect possible anomalies in the complex CPS. We used our GAN-AD to distinguish abnormal attacked situations from normal working conditions for a complex six-stage Secure Water Treatment (SWaT) system. Experimental results showed that the proposed strategy is effective in identifying anomalies caused by various attacks with high detection rate and low false positive rate as compared to existing methods.


RSM-GAN: A Convolutional Recurrent GAN for Anomaly Detection in Contaminated Seasonal Multivariate Time Series

arXiv.org Machine Learning

Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and noisy. This paper presents a novel unsupervised deep learning architecture for multivariate time series anomaly detection, called Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN). It extends recent advancements in GANs with adoption of convolutional-LSTM layers and an attention mechanism to produce state-of-the-art performance. We conduct extensive experiments to demonstrate the strength of our architecture in adjusting for complex seasonality patterns and handling severe levels of training data contamination. We also propose a novel anomaly score assignment and causal inference framework. We compare RSM-GAN with existing classical and deep-learning based anomaly detection models, and the results show that our architecture is associated with the lowest false positive rate and improves precision by 30% and 16% in real-world and synthetic data, respectively. Furthermore, we report the superiority of RSM-GAN regarding accurate root cause identification and NAB scores in all data settings.


Multi-Agent Diverse Generative Adversarial Networks

arXiv.org Machine Learning

We propose an intuitive generalization to the Generative Adversarial Networks (GANs) and its conditional variants to address the well known mode collapse problem. Firstly, we propose a multi-agent GAN architecture incorporating multiple generators and one discriminator. Secondly, to enforce different generators to capture diverse high probability modes, we modify discriminator's objective function where along with finding the real and fake samples, the discriminator has to identify the generator that generated the fake sample. Intuitively, to succeed in this task, the discriminator must learn to push different generators towards different identifiable modes. Our framework (MAD-GAN) is generalizable in the sense that it can be easily combined with other existing variants of GANs to produce diverse samples. We perform extensive experiments on synthetic and real datasets and compare MAD-GAN with different variants of GAN. We show high quality diverse sample generations for the challenging tasks such as image-to-image translation (known to learn delta distribution) and face generation. In addition, we show that MAD-GAN is able to disentangle different modalities even when trained using highly challenging multi-view dataset (mixture of forests, icebergs, bedrooms etc). In the end, we also show its efficacy for the unsupervised feature representation task. In the appendix we introduce a similarity based competing objective which encourages the different generators to generate varied samples judged by a user defined similarity metric. We show extensive evaluations on a 1-D setting of mixture of gaussians for non parametric density estimation. The theoretical proofs back the efficacy of the framework and explains why various generators are pushed towards distinct clusters of modes.


Anomaly Detection via Minimum Likelihood Generative Adversarial Networks

arXiv.org Machine Learning

Anomaly detection aims to detect abnormal events by a model of normality. It plays an important role in many domains such as network intrusion detection, criminal activity identity and so on. With the rapidly growing size of accessible training data and high computation capacities, deep learning based anomaly detection has become more and more popular. In this paper, a new domain-based anomaly detection method based on generative adversarial networks (GAN) is proposed. Minimum likelihood regularization is proposed to make the generator produce more anomalies and prevent it from converging to normal data distribution. Proper ensemble of anomaly scores is shown to improve the stability of discriminator effectively. The proposed method has achieved significant improvement than other anomaly detection methods on Cifar10 and UCI datasets.


GAN-based method for cyber-intrusion detection

arXiv.org Machine Learning

Ubiquitous cyber-intrusions endanger the security of our devices constantly. They may bring irreversible damages to the system and cause leakage of privacy. Thus, it is of vital importance to promptly detect these intrusions. Traditional methods such as Decision Trees and Support Vector Machine (SVM) are used to classify normal internet connections and cyber-intrusions. However, the intrusions are largely fewer than normal connections, which limits the capability of these methods. Anomaly detection methods such as Isolation Forest can handle the imbalanced data. Nevertheless, when the features of data increase, these methods lack enough ability to learn the distribution. Generative adversarial network (GAN) has been proposed to solve the above issues. With its strong generative ability, it only needs to learn the distribution of normal status, and identify the abnormal status when intrusion occurs. But existing models are not suitable to process discrete values, leading to immense degradation of detection performance. To cope with these challenges, in this paper, we propose a novel GAN-based model with specifically-designed loss function to detect cyber-intrusions. Experiment results show that our model outperforms state-of-the-art models and remarkably reduce the overhead.