Collaborating Authors

Hengel, Anton van den

Deep Graph-level Anomaly Detection by Glocal Knowledge Distillation Artificial Intelligence

Graph-level anomaly detection (GAD) describes the problem of detecting graphs that are abnormal in their structure and/or the features of their nodes, as compared to other graphs. One of the challenges in GAD is to devise graph representations that enable the detection of both locally- and globally-anomalous graphs, i.e., graphs that are abnormal in their fine-grained (node-level) or holistic (graph-level) properties, respectively. To tackle this challenge we introduce a novel deep anomaly detection approach for GAD that learns rich global and local normal pattern information by joint random distillation of graph and node representations. The random distillation is achieved by training one GNN to predict another GNN with randomly initialized network weights. Extensive experiments on 16 real-world graph datasets from diverse domains show that our model significantly outperforms seven state-of-the-art models. Code and datasets are available at

Explainable Deep Few-shot Anomaly Detection with Deviation Networks Artificial Intelligence

Existing anomaly detection paradigms overwhelmingly focus on training detection models using exclusively normal data or unlabeled data (mostly normal samples). One notorious issue with these approaches is that they are weak in discriminating anomalies from normal samples due to the lack of the knowledge about the anomalies. Here, we study the problem of few-shot anomaly detection, in which we aim at using a few labeled anomaly examples to train sample-efficient discriminative detection models. To address this problem, we introduce a novel weakly-supervised anomaly detection framework to train detection models without assuming the examples illustrating all possible classes of anomaly. Specifically, the proposed approach learns discriminative normality (regularity) by leveraging the labeled anomalies and a prior probability to enforce expressive representations of normality and unbounded deviated representations of abnormality. This is achieved by an end-to-end optimization of anomaly scores with a neural deviation learning, in which the anomaly scores of normal samples are imposed to approximate scalar scores drawn from the prior while that of anomaly examples is enforced to have statistically significant deviations from these sampled scores in the upper tail. Furthermore, our model is optimized to learn fine-grained normality and abnormality by top-K multiple-instance-learning-based feature subspace deviation learning, allowing more generalized representations. Comprehensive experiments on nine real-world image anomaly detection benchmarks show that our model is substantially more sample-efficient and robust, and performs significantly better than state-of-the-art competing methods in both closed-set and open-set settings. Our model can also offer explanation capability as a result of its prior-driven anomaly score learning. Code and datasets are available at:

Deep Multi-task Learning for Depression Detection and Prediction in Longitudinal Data Artificial Intelligence

Depression is among the most prevalent mental disorders, affecting millions of people of all ages globally. Machine learning techniques have shown effective in enabling automated detection and prediction of depression for early intervention and treatment. However, they are challenged by the relative scarcity of instances of depression in the data. In this work we introduce a novel deep multi-task recurrent neural network to tackle this challenge, in which depression classification is jointly optimized with two auxiliary tasks, namely one-class metric learning and anomaly ranking. The auxiliary tasks introduce an inductive bias that improves the classification model's generalizability on small depression samples. Further, unlike existing studies that focus on learning depression signs from static data without considering temporal dynamics, we focus on longitudinal data because i) temporal changes in personal development and family environment can provide critical cues for psychiatric disorders and ii) it may enable us to predict depression before the illness actually occurs. Extensive experimental results on child depression data show that our model is able to i) achieve nearly perfect performance in depression detection and ii) accurately predict depression 2-4 years before the clinical diagnosis, substantially outperforming seven competing methods.

Deep Reinforcement Learning for Unknown Anomaly Detection Artificial Intelligence

We address a critical yet largely unsolved anomaly detection problem, in which we aim to learn detection models from a small set of partially labeled anomalies and a large-scale unlabeled dataset. This is a common scenario in many important applications. Existing related methods either proceed unsupervised with the unlabeled data, or exclusively fit the limited anomaly examples that often do not span the entire set of anomalies. We propose here instead a deep reinforcement-learning-based approach that actively seeks novel classes of anomaly that lie beyond the scope of the labeled training data. This approach learns to balance exploiting its existing data model against exploring for new classes of anomaly. It is thus able to exploit the labeled anomaly data to improve detection accuracy, without limiting the set of anomalies sought to those given anomaly examples. This is of significant practical benefit, as anomalies are inevitably unpredictable in form and often expensive to miss. Extensive experiments on 48 real-world datasets show that our approach significantly outperforms five state-of-the-art competing methods.

Deep Learning for Anomaly Detection: A Review Machine Learning

Anomaly detection has been an active research area for several decades, with early exploration dating back as far as to 1960s [52]. Due to the increasing demand and applications in broad domains, such as risk management, compliance, security, financial surveillance, health and medical risk, and AI safety, anomaly detection plays increasingly important roles, highlighted in various communities including data mining, machine learning, computer vision and statistics. In recent years, deep learning has shown tremendous capabilities in learning expressive representations of complex data such as high-dimensional data, temporal data, spatial data and graph data, pushing the boundaries of different learning tasks.

Deeply Learning the Messages in Message Passing Inference

Neural Information Processing Systems

Deep structured output learning shows great promise in tasks like semantic image segmentation. We proffer a new, efficient deep structured model learning scheme, in which we show how deep Convolutional Neural Networks (CNNs) can be used to directly estimate the messages in message passing inference for structured prediction with Conditional Random Fields CRFs). With such CNN message estimators, we obviate the need to learn or evaluate potential functions for message calculation. This confers significant efficiency for learning, since otherwise when performing structured learning for a CRF with CNN potentials it is necessary to undertake expensive inference for every stochastic gradient iteration. The network output dimension of message estimators is the same as the number of classes, rather than exponentially growing in the order of the potentials.

Encoding High Dimensional Local Features by Sparse Coding Based Fisher Vectors

Neural Information Processing Systems

Deriving from the gradient vector of a generative model of local features, Fisher vector coding (FVC) has been identified as an effective coding method for image classification. Most, if not all, FVC implementations employ the Gaussian mixture model (GMM) to characterize the generation process of local features. This choice has shown to be sufficient for traditional low dimensional local features, e.g., SIFT; and typically, good performance can be achieved with only a few hundred Gaussian distributions. However, the same number of Gaussians is insufficient to model the feature space spanned by higher dimensional local features, which have become popular recently. In order to improve the modeling capacity for high dimensional features, it turns out to be inefficient and computationally impractical to simply increase the number of Gaussians.

Deep Anomaly Detection with Deviation Networks Machine Learning

Although deep learning has been applied to successfully address many data mining problems, relatively limited work has been done on deep learning for anomaly detection. Existing deep anomaly detection methods, which focus on learning new feature representations to enable downstream anomaly detection methods, perform indirect optimization of anomaly scores, leading to data-inefficient learning and suboptimal anomaly scoring. Also, they are typically designed as unsupervised learning due to the lack of large-scale labeled anomaly data. As a result, they are difficult to leverage prior knowledge (e.g., a few labeled anomalies) when such information is available as in many real-world anomaly detection applications. This paper introduces a novel anomaly detection framework and its instantiation to address these problems. Instead of representation learning, our method fulfills an end-to-end learning of anomaly scores by a neural deviation learning, in which we leverage a few (e.g., multiple to dozens) labeled anomalies and a prior probability to enforce statistically significant deviations of the anomaly scores of anomalies from that of normal data objects in the upper tail. Extensive results show that our method can be trained substantially more data-efficiently and achieves significantly better anomaly scoring than state-of-the-art competing methods.

Weakly-supervised Deep Anomaly Detection with Pairwise Relation Learning Machine Learning

This paper studies a rarely explored but critical anomaly detection problem: weakly-supervised anomaly detection with limited labeled anomalies and a large unlabeled data set. This problem is very important because it (i) enables anomaly-informed modeling which helps identify anomalies of interests and address the notorious high false positives in unsupervised anomaly detection, and (ii) eliminates the reliance on large-scale and complete labeled anomaly data in fully-supervised settings. However, the problem is especially challenging since we have only limited labeled data for a single class, and moreover, the seen anomalies often cannot cover all types of anomalies (i.e., unseen anomalies). We address this problem by formulating the problem as a pairwise relation learning task. Particularly, our approach defines a two-stream ordinal regression network to learn the relation of randomly selected instance pairs, i.e., whether the instance pair contains labeled anomalies or just unlabeled data instances. The resulting model leverages both the labeled and unlabeled data to effectively augment the data and learn generalized representations of both normality and abnormality. Extensive empirical results show that our approach (i) significantly outperforms state-of-the-art competing methods in detecting both seen and unseen anomalies and (ii) is substantially more data-efficient. Introduction Anomaly detection aims at identifying exceptional data instances that have a significant deviation from the majority of data instances, which can offer important insights into broad applications, such as identifying fraudulent transactions or insider trading, detecting network intrusions, and early detection of diseases.

Reinforcement Learning with Attention that Works: A Self-Supervised Approach Machine Learning

Attention models have had a significant positive impact on deep learning across a range of tasks. However previous attempts at integrating attention with reinforcement learning have failed to produce significant improvements. We propose the first combination of self attention and reinforcement learning that is capable of producing significant improvements, including new state of the art results in the Arcade Learning Environment. Unlike the selective attention models used in previous attempts, which constrain the attention via preconceived notions of importance, our implementation utilises the Markovian properties inherent in the state input. Our method produces a faithful visualisation of the policy, focusing on the behaviour of the agent. Our experiments demonstrate that the trained policies use multiple simultaneous foci of attention, and are able to modulate attention over time to deal with situations of partial observability.