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Online Time Series Anomaly Detection with State Space Gaussian Processes

arXiv.org Machine Learning

We propose r-ssGPFA, an unsupervised online anomaly detection model for uni- and multivariate time series building on the efficient state space formulation of Gaussian processes. For high-dimensional time series, we propose an extension of Gaussian process factor analysis to identify the common latent processes of the time series, allowing us to detect anomalies efficiently in an interpretable manner. We gain explainability while speeding up computations by imposing an orthogonality constraint on the mapping from the latent to the observed. Our model's robustness is improved by using a simple heuristic to skip Kalman updates when encountering anomalous observations. We investigate the behaviour of our model on synthetic data and show on standard benchmark datasets that our method is competitive with state-of-the-art methods while being computationally cheaper.


Adaptive Memory Networks with Self-supervised Learning for Unsupervised Anomaly Detection

arXiv.org Artificial Intelligence

Unsupervised anomaly detection aims to build models to effectively detect unseen anomalies by only training on the normal data. Although previous reconstruction-based methods have made fruitful progress, their generalization ability is limited due to two critical challenges. First, the training dataset only contains normal patterns, which limits the model generalization ability. Second, the feature representations learned by existing models often lack representativeness which hampers the ability to preserve the diversity of normal patterns. In this paper, we propose a novel approach called Adaptive Memory Network with Self-supervised Learning (AMSL) to address these challenges and enhance the generalization ability in unsupervised anomaly detection. Based on the convolutional autoencoder structure, AMSL incorporates a self-supervised learning module to learn general normal patterns and an adaptive memory fusion module to learn rich feature representations. Experiments on four public multivariate time series datasets demonstrate that AMSL significantly improves the performance compared to other state-of-the-art methods. Specifically, on the largest CAP sleep stage detection dataset with 900 million samples, AMSL outperforms the second-best baseline by \textbf{4}\%+ in both accuracy and F1 score. Apart from the enhanced generalization ability, AMSL is also more robust against input noise.


SLA$^2$P: Self-supervised Anomaly Detection with Adversarial Perturbation

arXiv.org Artificial Intelligence

Anomaly detection is a fundamental yet challenging problem in machine learning due to the lack of label information. In this work, we propose a novel and powerful framework, dubbed as SLA$^2$P, for unsupervised anomaly detection. After extracting representative embeddings from raw data, we apply random projections to the features and regard features transformed by different projections as belonging to distinct pseudo classes. We then train a classifier network on these transformed features to perform self-supervised learning. Next we add adversarial perturbation to the transformed features to decrease their softmax scores of the predicted labels and design anomaly scores based on the predictive uncertainties of the classifier on these perturbed features. Our motivation is that because of the relatively small number and the decentralized modes of anomalies, 1) the pseudo label classifier's training concentrates more on learning the semantic information of normal data rather than anomalous data; 2) the transformed features of the normal data are more robust to the perturbations than those of the anomalies. Consequently, the perturbed transformed features of anomalies fail to be classified well and accordingly have lower anomaly scores than those of the normal samples. Extensive experiments on image, text and inherently tabular benchmark datasets back up our findings and indicate that SLA$^2$P achieves state-of-the-art results on unsupervised anomaly detection tasks consistently.


PEDENet: Image Anomaly Localization via Patch Embedding and Density Estimation

arXiv.org Artificial Intelligence

Image anomaly detection is a binary classification problem that decides whether an input image contains an anomaly or not. Image anomaly localization is to further localize the anomalous region at the pixel level. Due to recent advances in deep learning and availability of new datasets, recent research works are no longer limited to the image-level anomaly detection result, but also show a significant interest in the pixel-level localization of anomaly regions. Image anomaly detection and localization find real-world applications such as manufacturing process monitoring[1], medical image analysis [2, 3], and video surveillance analysis [4, 5]. Most well-studied localization solutions (e.g., semantic segmentation) rely on heavy supervision, where a large number of pixel-level labels and many labeled images are needed. However, in the context of image anomaly detection and localization, a typical assumption is that only normal (i.e., artifact-free) images are available in the training stage.


Generalized Out-of-Distribution Detection: A Survey

arXiv.org Artificial Intelligence

Out-of-distribution (OOD) detection is critical to ensuring the reliability and safety of machine learning systems. For instance, in autonomous driving, we would like the driving system to issue an alert and hand over the control to humans when it detects unusual scenes or objects that it has never seen before and cannot make a safe decision. This problem first emerged in 2017 and since then has received increasing attention from the research community, leading to a plethora of methods developed, ranging from classification-based to density-based to distance-based ones. Meanwhile, several other problems are closely related to OOD detection in terms of motivation and methodology. These include anomaly detection (AD), novelty detection (ND), open set recognition (OSR), and outlier detection (OD). Despite having different definitions and problem settings, these problems often confuse readers and practitioners, and as a result, some existing studies misuse terms. In this survey, we first present a generic framework called generalized OOD detection, which encompasses the five aforementioned problems, i.e., AD, ND, OSR, OOD detection, and OD. Under our framework, these five problems can be seen as special cases or sub-tasks, and are easier to distinguish. Then, we conduct a thorough review of each of the five areas by summarizing their recent technical developments. We conclude this survey with open challenges and potential research directions.


Stack of discriminative autoencoders for multiclass anomaly detection in endoscopy images

arXiv.org Artificial Intelligence

Wireless Capsule Endoscopy (WCE) helps physicians examine the gastrointestinal (GI) tract noninvasively. There are few studies that address pathological assessment of endoscopy images in multiclass classification and most of them are based on binary anomaly detection or aim to detect a specific type of anomaly. Multiclass anomaly detection is challenging, especially when the dataset is poorly sampled or imbalanced. Many available datasets in endoscopy field, such as KID2, suffer from an imbalance issue, which makes it difficult to train a high-performance model. Additionally, increasing the number of classes makes classification more difficult. We proposed a multiclass classification algorithm that is extensible to any number of classes and can handle an imbalance issue. The proposed method uses multiple autoencoders where each one is trained on one class to extract features with the most discrimination from other classes. The loss function of autoencoders is set based on reconstruction, compactness, distance from other classes, and Kullback-Leibler (KL) divergence. The extracted features are clustered and then classified using an ensemble of support vector data descriptors. A total of 1,778 normal, 227 inflammation, 303 vascular, and 44 polyp images from the KID2 dataset are used for evaluation. The entire algorithm ran 5 times and achieved F1-score of 96.3 +- 0.2% and 85.0 +- 0.4% on the test set for binary and multiclass anomaly detection, respectively. The impact of each step of the algorithm was investigated by various ablation studies and the results were compared with published works. The suggested approach is a competitive option for detecting multiclass anomalies in the GI field.


Adaptive Anomaly Detection for Internet of Things in Hierarchical Edge Computing: A Contextual-Bandit Approach

arXiv.org Artificial Intelligence

The advances in deep neural networks (DNN) have significantly enhanced real-time detection of anomalous data in IoT applications. However, the complexity-accuracy-delay dilemma persists: complex DNN models offer higher accuracy, but typical IoT devices can barely afford the computation load, and the remedy of offloading the load to the cloud incurs long delay. In this paper, we address this challenge by proposing an adaptive anomaly detection scheme with hierarchical edge computing (HEC). Specifically, we first construct multiple anomaly detection DNN models with increasing complexity, and associate each of them to a corresponding HEC layer. Then, we design an adaptive model selection scheme that is formulated as a contextual-bandit problem and solved by using a reinforcement learning policy network. We also incorporate a parallelism policy training method to accelerate the training process by taking advantage of distributed models. We build an HEC testbed using real IoT devices, implement and evaluate our contextual-bandit approach with both univariate and multivariate IoT datasets. In comparison with both baseline and state-of-the-art schemes, our adaptive approach strikes the best accuracy-delay tradeoff on the univariate dataset, and achieves the best accuracy and F1-score on the multivariate dataset with only negligibly longer delay than the best (but inflexible) scheme.


Log-based Anomaly Detection Without Log Parsing

arXiv.org Artificial Intelligence

Software systems often record important runtime information in system logs for troubleshooting purposes. There have been many studies that use log data to construct machine learning models for detecting system anomalies. Through our empirical study, we find that existing log-based anomaly detection approaches are significantly affected by log parsing errors that are introduced by 1) OOV (out-of-vocabulary) words, and 2) semantic misunderstandings. The log parsing errors could cause the loss of important information for anomaly detection. To address the limitations of existing methods, we propose NeuralLog, a novel log-based anomaly detection approach that does not require log parsing. NeuralLog extracts the semantic meaning of raw log messages and represents them as semantic vectors. These representation vectors are then used to detect anomalies through a Transformer-based classification model, which can capture the contextual information from log sequences. Our experimental results show that the proposed approach can effectively understand the semantic meaning of log messages and achieve accurate anomaly detection results. Overall, NeuralLog achieves F1-scores greater than 0.95 on four public datasets, outperforming the existing approaches.


Explainable Deep Few-shot Anomaly Detection with Deviation Networks

arXiv.org 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: https://git.io/DevNet.


Neural Contextual Anomaly Detection for Time Series

arXiv.org Artificial Intelligence

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is applicable to both univariate and multivariate time series. This is achieved by effectively combining recent developments in representation learning for multivariate time series, with techniques for deep anomaly detection originally developed for computer vision that we tailor to the time series setting. Our window-based approach facilitates learning the boundary between normal and anomalous classes by injecting generic synthetic anomalies into the available data. Moreover, our method can effectively take advantage of all the available information, be it as domain knowledge, or as training labels in the semi-supervised setting. We demonstrate empirically on standard benchmark datasets that our approach obtains a state-of-the-art performance in these settings.