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Collaborating Authors

 Pei, Changhua


KAN-AD: Time Series Anomaly Detection with Kolmogorov-Arnold Networks

arXiv.org Artificial Intelligence

Time series anomaly detection (TSAD) has become an essential component of large-scale cloud services and web systems because it can promptly identify anomalies, providing early warnings to prevent greater losses. Deep learning-based forecasting methods have become very popular in TSAD due to their powerful learning capabilities. However, accurate predictions don't necessarily lead to better anomaly detection. Due to the common occurrence of noise, i.e., local peaks and drops in time series, existing black-box learning methods can easily learn these unintended patterns, significantly affecting anomaly detection performance. Kolmogorov-Arnold Networks (KAN) offers a potential solution by decomposing complex temporal sequences into a combination of multiple univariate functions, making the training process more controllable. However, KAN optimizes univariate functions using spline functions, which are also susceptible to the influence of local anomalies. To address this issue, we present KAN-AD, which leverages the Fourier series to emphasize global temporal patterns, thereby mitigating the influence of local peaks and drops. KAN-AD improves both effectiveness and efficiency by transforming the existing black-box learning approach into learning the weights preceding univariate functions. Experimental results show that, compared to the current state-of-the-art, we achieved an accuracy increase of 15% while boosting inference speed by 55 times.


TimeSeriesBench: An Industrial-Grade Benchmark for Time Series Anomaly Detection Models

arXiv.org Artificial Intelligence

Driven by the proliferation of real-world application scenarios and scales, time series anomaly detection (TSAD) has attracted considerable scholarly and industrial interest. However, existing algorithms exhibit a gap in terms of training paradigm, online detection paradigm, and evaluation criteria when compared to the actual needs of real-world industrial systems. Firstly, current algorithms typically train a specific model for each individual time series. In a large-scale online system with tens of thousands of curves, maintaining such a multitude of models is impractical. The performance of using merely one single unified model to detect anomalies remains unknown. Secondly, most TSAD models are trained on the historical part of a time series and are tested on its future segment. In distributed systems, however, there are frequent system deployments and upgrades, with new, previously unseen time series emerging daily. The performance of testing newly incoming unseen time series on current TSAD algorithms remains unknown. Lastly, although some papers have conducted detailed surveys, the absence of an online evaluation platform prevents answering questions like "Who is the best at anomaly detection at the current stage?" In this paper, we propose TimeSeriesBench, an industrial-grade benchmark that we continuously maintain as a leaderboard. On this leaderboard, we assess the performance of existing algorithms across more than 168 evaluation settings combining different training and testing paradigms, evaluation metrics and datasets. Through our comprehensive analysis of the results, we provide recommendations for the future design of anomaly detection algorithms. To address known issues with existing public datasets, we release an industrial dataset to the public together with TimeSeriesBench. All code, data, and the online leaderboard have been made publicly available.


Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspective

arXiv.org Artificial Intelligence

Time series Anomaly Detection (AD) plays a crucial role for web systems. Various web systems rely on time series data to monitor and identify anomalies in real time, as well as to initiate diagnosis and remediation procedures. Variational Autoencoders (VAEs) have gained popularity in recent decades due to their superior de-noising capabilities, which are useful for anomaly detection. However, our study reveals that VAE-based methods face challenges in capturing long-periodic heterogeneous patterns and detailed short-periodic trends simultaneously. To address these challenges, we propose Frequency-enhanced Conditional Variational Autoencoder (FCVAE), a novel unsupervised AD method for univariate time series. To ensure an accurate AD, FCVAE exploits an innovative approach to concurrently integrate both the global and local frequency features into the condition of Conditional Variational Autoencoder (CVAE) to significantly increase the accuracy of reconstructing the normal data. Together with a carefully designed "target attention" mechanism, our approach allows the model to pick the most useful information from the frequency domain for better short-periodic trend construction. Our FCVAE has been evaluated on public datasets and a large-scale cloud system, and the results demonstrate that it outperforms state-of-the-art methods. This confirms the practical applicability of our approach in addressing the limitations of current VAE-based anomaly detection models.


OpsEval: A Comprehensive Task-Oriented AIOps Benchmark for Large Language Models

arXiv.org Artificial Intelligence

Large language models (LLMs) have exhibited remarkable capabilities in NLP-related tasks such as translation, summarizing, and generation. The application of LLMs in specific areas, notably AIOps (Artificial Intelligence for IT Operations), holds great potential due to their advanced abilities in information summarizing, report analyzing, and ability of API calling. Nevertheless, the performance of current LLMs in AIOps tasks is yet to be determined. Furthermore, a comprehensive benchmark is required to steer the optimization of LLMs tailored for AIOps. Compared with existing benchmarks that focus on evaluating specific fields like network configuration, in this paper, we present \textbf{OpsEval}, a comprehensive task-oriented AIOps benchmark designed for LLMs. For the first time, OpsEval assesses LLMs' proficiency in three crucial scenarios (Wired Network Operation, 5G Communication Operation, and Database Operation) at various ability levels (knowledge recall, analytical thinking, and practical application). The benchmark includes 7,200 questions in both multiple-choice and question-answer (QA) formats, available in English and Chinese. With quantitative and qualitative results, we show how various LLM tricks can affect the performance of AIOps, including zero-shot, chain-of-thought, and few-shot in-context learning. We find that GPT4-score is more consistent with experts than widely used Bleu and Rouge, which can be used to replace automatic metrics for large-scale qualitative evaluations.


Beyond Sharing: Conflict-Aware Multivariate Time Series Anomaly Detection

arXiv.org Artificial Intelligence

Massive key performance indicators (KPIs) are monitored as multivariate time series data (MTS) to ensure the reliability of the software applications and service system. Accurately detecting the abnormality of MTS is very critical for subsequent fault elimination. The scarcity of anomalies and manual labeling has led to the development of various self-supervised MTS anomaly detection (AD) methods, which optimize an overall objective/loss encompassing all metrics' regression objectives/losses. However, our empirical study uncovers the prevalence of conflicts among metrics' regression objectives, causing MTS models to grapple with different losses. This critical aspect significantly impacts detection performance but has been overlooked in existing approaches. To address this problem, by mimicking the design of multi-gate mixture-of-experts (MMoE), we introduce CAD, a Conflict-aware multivariate KPI Anomaly Detection algorithm. CAD offers an exclusive structure for each metric to mitigate potential conflicts while fostering inter-metric promotions. Upon thorough investigation, we find that the poor performance of vanilla MMoE mainly comes from the input-output misalignment settings of MTS formulation and convergence issues arising from expansive tasks. To address these challenges, we propose a straightforward yet effective task-oriented metric selection and p&s (personalized and shared) gating mechanism, which establishes CAD as the first practicable multi-task learning (MTL) based MTS AD model. Evaluations on multiple public datasets reveal that CAD obtains an average F1-score of 0.943 across three public datasets, notably outperforming state-of-the-art methods. Our code is accessible at https://github.com/dawnvince/MTS_CAD.


End-to-End User Behavior Retrieval in Click-Through RatePrediction Model

arXiv.org Artificial Intelligence

Click-Through Rate (CTR) prediction is one of the core tasks in recommender systems (RS). It predicts a personalized click probability for each user-item pair. Recently, researchers have found that the performance of CTR model can be improved greatly by taking user behavior sequence into consideration, especially long-term user behavior sequence. The report on an e-commerce website shows that 23\% of users have more than 1000 clicks during the past 5 months. Though there are numerous works focus on modeling sequential user behaviors, few works can handle long-term user behavior sequence due to the strict inference time constraint in real world system. Two-stage methods are proposed to push the limit for better performance. At the first stage, an auxiliary task is designed to retrieve the top-$k$ similar items from long-term user behavior sequence. At the second stage, the classical attention mechanism is conducted between the candidate item and $k$ items selected in the first stage. However, information gap happens between retrieval stage and the main CTR task. This goal divergence can greatly diminishing the performance gain of long-term user sequence. In this paper, inspired by Reformer, we propose a locality-sensitive hashing (LSH) method called ETA (End-to-end Target Attention) which can greatly reduce the training and inference cost and make the end-to-end training with long-term user behavior sequence possible. Both offline and online experiments confirm the effectiveness of our model. We deploy ETA into a large-scale real world E-commerce system and achieve extra 3.1\% improvements on GMV (Gross Merchandise Value) compared to a two-stage long user sequence CTR model.


Personalized Context-aware Re-ranking for E-commerce Recommender Systems

arXiv.org Artificial Intelligence

Ranking is a core task in E-commerce recommender systems, which aims at providing an ordered list of items to users. Typically, a ranking function is learned from the labeled dataset to optimize the global performance, which produces a ranking score for each individual item. However, it may be sub-optimal because the scoring function applies to each item individually and does not explicitly consider the mutual influence between items, as well as the differences of users' preferences or intents. Therefore, we propose a personalized context-aware re-ranking model for E-commerce recommender systems. The proposed re-ranking model can be easily deployed as a follow-up modular after ranking by directly using the existing feature vectors of ranking. It directly optimizes the whole recommendation list by employing a transformer structure to efficiently encode the information of all items in the list. Specifically, the Transformer applies a self-attention mechanism that directly models the global relationships between any pair of items in the whole list. Besides, we introduce the personalized embedding to model the differences between feature distributions for different users. Experimental results on both offline benchmarks and real-world online E-commerce systems demonstrate the significant improvements of the proposed re-ranking model.


Multi-Source Pointer Network for Product Title Summarization

arXiv.org Artificial Intelligence

In this paper, we study the product title summarization problem in E-commerce applications for display on mobile devices. Comparing with conventional sentence summarization, product title summarization has some extra and essential constraints. For example, factual errors or loss of the key information are intolerable for E-commerce applications. Therefore, we abstract two more constraints for product title summarization: (i) do not introduce irrelevant information; (ii) retain the key information (e.g., brand name and commodity name). To address these issues, we propose a novel multi-source pointer network by adding a new knowledge encoder for pointer network. The first constraint is handled by pointer mechanism. For the second constraint, we restore the key information by copying words from the knowledge encoder with the help of the soft gating mechanism. For evaluation, we build a large collection of real-world product titles along with human-written short titles. Experimental results demonstrate that our model significantly outperforms the other baselines. Finally, online deployment of our proposed model has yielded a significant business impact, as measured by the click-through rate.