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 adaptive anomaly detection


Adaptive Anomaly Detection in Network Flows with Low-Rank Tensor Decompositions and Deep Unrolling

Schynol, Lukas, Pesavento, Marius

arXiv.org Artificial Intelligence

Anomaly detection (AD) is increasingly recognized as a key component for ensuring the resilience of future communication systems. While deep learning has shown state-of-the-art AD performance, its application in critical systems is hindered by concerns regarding training data efficiency, domain adaptation and interpretability. This work considers AD in network flows using incomplete measurements, leveraging a robust tensor decomposition approach and deep unrolling techniques to address these challenges. We first propose a novel block-successive convex approximation algorithm based on a regularized model-fitting objective where the normal flows are modeled as low-rank tensors and anomalies as sparse. An augmentation of the objective is introduced to decrease the computational cost. We apply deep unrolling to derive a novel deep network architecture based on our proposed algorithm, treating the regularization parameters as learnable weights. Inspired by Bayesian approaches, we extend the model architecture to perform online adaptation to per-flow and per-time-step statistics, improving AD performance while maintaining a low parameter count and preserving the problem's permutation equivariances. To optimize the deep network weights for detection performance, we employ a homotopy optimization approach based on an efficient approximation of the area under the receiver operating characteristic curve. Extensive experiments on synthetic and real-world data demonstrate that our proposed deep network architecture exhibits a high training data efficiency, outperforms reference methods, and adapts seamlessly to varying network topologies.


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

Ngo, Mao V., Luo, Tie, Quek, Tony Q. S.

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.


Adaptive Anomaly Detection in Chaotic Time Series with a Spatially Aware Echo State Network

Heim, Niklas, Avery, James E.

arXiv.org Machine Learning

This work builds an automated anomaly detection method for chaotic time series, and more concretely for turbulent, high-dimensional, ocean simulations. We solve this task by extending the Echo State Network by spatially aware input maps, such as convolutions, gradients, cosine transforms, et cetera, as well as a spatially aware loss function. The spatial ESN is used to create predictions which reduce the detection problem to thresholding of the prediction error. We benchmark our detection framework on different tasks of increasing difficulty to show the generality of the framework before applying it to raw climate model output in the region of the Japanese ocean current Kuroshio, which exhibits a bimodality that is not easily detected by the naked eye. The code is available as an open source Python package, Torsk, available at https://github.com/nmheim/torsk, where we also provide supplementary material and programs that reproduce the results shown in this paper.