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 anomaly detection


Interview with Thi Kieu Khanh Ho: Time-series anomaly detection

AIHub

The latest interview in our series with the AAAI/SIGAI Doctoral Consortium participants features Thi Kieu Khanh Ho who is studying time-series anomaly detection. We found out more about her research, and what inspired her to study AI, and what she plans to work on next. Tell us a bit about your PhD -- where are you studying, and what is the topic of your research? I am doing my PhD at McGill University and Mila - Québec AI Institute, in the Department of Electrical and Computer Engineering, supervised by Professor Narges Armanfard. My research focuses on time-series anomaly detection, the problem of teaching AI systems to recognize when something unusual or abnormal is happening in complex, real-world data streams, without relying on large amounts of labeled examples.


What Drives the Inlier-Memorization Effect? A Theory of Outlier Detection via Early Training Dynamics

arXiv.org Machine Learning

Outlier detection (OD) aims to identify anomalous instances by learning the underlying structure of normal data (inliers), and is particularly challenging in fully unsupervised settings where no information about anomalies is available during training. Recent advances have leveraged the inlier-memorization (IM) effect, a phenomenon in which deep models memorize inlier patterns earlier than those of outliers, as a powerful signal for distinguishing outliers. However, despite its empirical success, the theoretical understanding of the IM effect remains limited. In this work, we present a theoretical study of the IM effect. Focusing on a simple autoencoder, we show that, under mild assumptions, the model can successfully memorize inliers while failing to memorize outliers during certain stages of early training. In particular, we characterize not only the emergence of the IM effect, but also its strength and persistence, and analyze how these properties depend on the data distribution and parameter initialization. In addition, building on these insights, we derive simple yet practical guidelines for enhancing the IM effect, including data preprocessing and parameter initialization schemes, achieving state-of-the-art performance on the ADBench datasets. Our findings provide a theoretical foundation for the IM effect and offer actionable directions for improving IM-based outlier detection methods.


TimeLAVA: Learning-Agnostic Valuation for Time Series Data

arXiv.org Machine Learning

Data valuation quantifies the intrinsic quality of individual samples to enable principled data curation, quality control, and robust learning. For time series in critical domains such as healthcare, finance, and industrial monitoring, effective valuation methods are essential yet fundamentally lacking. Existing approaches are either model-dependent, limiting their generalizability, or designed for i.i.d. data and thus fail to capture temporal dependencies, multi-scale patterns, and non-stationary dynamics inherent to sequential data. We introduce TimeLAVA, a learning-agnostic framework that values temporal segments by their marginal contribution to minimizing distributional discrepancy between evaluated and reference data. At its core is a novel Selective Wavelet-based Wasserstein discrepancy combining multi-scale wavelet transforms for temporal localization with unbalanced optimal transport for robustness to distributional shifts. Segment values are efficiently computed via sensitivity analysis without requiring model training and aggregated into point-wise scores. We provide theoretical guarantees linking valuation to model-agnostic generalization and prove bounded sensitivity to outlier contamination. Extensive experiments across anomaly detection, data pruning, and label noise detection demonstrate that TimeLAVA produces significantly more informative value scores than existing methods on diverse real-world datasets.


Quantifying Statistical Significance of Deep Nearest Neighbor Anomaly Detection via Selective Inference

Neural Information Processing Systems

In real-world applications, anomaly detection (AD) often operates without access to anomalous data, necessitating semi-supervised methods that rely solely on normal data. Among these methods, deep k-nearest neighbor (deep kNN) AD stands out for its interpretability and flexibility, leveraging distance-based scoring in deep latent spaces. Despite its strong performance, deep kNN lacks a mechanism to quantify uncertaintyan essential feature for critical applications such as industrial inspection. To address this limitation, we propose a statistical framework that quantifies the significance of detected anomalies in the form of p-values, thereby enabling control over false positive rates at a user-specified significance level (e.g.,0.05). A central challenge lies in managing selection bias, which we tackle using Selective Inference-a principled method for conducting inference conditioned on data-driven selections. We evaluate our method on diverse datasets and demonstrate that it provides reliable AD well-suited for industrial use cases.


Anomaly Detection by an Ensemble of Random Pairs of Hyperspheres

Neural Information Processing Systems

Anomaly detection is a crucial task in data mining, focusing on identifying data points that deviate significantly from the main patterns in the data. This paper introduces Anomaly Detection by an Ensemble of Random Pairs of Hyperspheres (ADERH), a new isolation-based technique leveraging two key observations: (i) anomalies are comparatively rare, and (ii) they typically deviate stronger from general patterns than normal data points. Drawing on a δ-separation argument, ADERH constructs an ensemble of multi-scale hyperspheres built upon randomly paired data points to identify anomalies. To address inevitable overlaps between anomalous and normal regions in the feature space, ADERH integrates two complementary concepts: Pitch, which highlights points near hypersphere boundaries, and NDensity, which down-weights hyperspheres centered on sparse (and often anomalous) regions.


Fortifying Time Series: DTW-Certified Robust Anomaly Detection

Neural Information Processing Systems

Time-series anomaly detection is critical for ensuring safety in high-stakes applications, where robustness is a fundamental requirement rather than a mere performance metric. Addressing the vulnerability of these systems to adversarial manipulation is therefore essential. Existing defenses are largely heuristic or provide certified robustness only under ℓp-norm constraints, which are incompatible with time-series data. In particular, ℓp-norm fails to capture the intrinsic temporal structure in time series, causing small temporal distortions to significantly alter the ℓp-norm measures. Instead, the similarity metric Dynamic Time Warping (DTW) is more suitable and widely adopted in the time-series domain, as DTW accounts for temporal alignment and remains robust to temporal variations. To date, however, there has been no certifiable robustness result in this metric that provides guarantees. In this work, we introduce the first DTW-certified robust defense in time-series anomaly detection by adapting the randomized smoothing paradigm. We develop this certificate by bridging the ℓp-norm to DTW distance through a lower-bound transformation.


Multivariate Time Series Anomaly Detection with Idempotent Reconstruction

Neural Information Processing Systems

Reconstruction-based methods are competitive choices for multivariate time series anomaly detection (MTSAD). However, one challenge these methods may suffer is over generalization, where abnormal inputs are also well reconstructed. In addition, balancing robustness and sensitivity is also important for final performance, as robustness ensures accurate detection in potentially noisy data, while sensitivity enables early detection of subtle anomalies. To address these problems, inspired by idempotent generative network, we take the view from the manifold and propose a novel module named Idempotent Generation for Anomaly Detection (IGAD) which can be flexibly combined with a reconstruction-based method without introducing additional trainable parameters. We modify the manifold to make sure that normal time points can be mapped onto it while tightening it to drop out abnormal time points simultaneously. Regarding the latest findings of AD metrics, we evaluated IGAD on various methods with four realworld datasets, and they achieve visible improvements in VUS-PR than their predecessors, demonstrating the effective potential of IGAD for further improvements in MTSAD tasks. Our instructions on integrating IGAD into customized models and example codes are available at https://github.com/ProEcho1/


VADTree: Explainable Training-Free Video Anomaly Detection via Hierarchical Granularity-Aware Tree

Neural Information Processing Systems

Video anomaly detection (VAD) focuses on identifying anomalies in videos. Supervised methods demand substantial in-domain training data and fail to deliver clear explanations for anomalies. In contrast, training-free methods leverage the knowledge reserves and language interactivity of large pre-trained models to detect anomalies. However, the current fixed-length temporal window sampling approaches struggle to accurately capture anomalies with varying temporal spans. Therefore, we propose VADTree that utilizes a Hierarchical Granularityaware Tree (HGTree) structure for flexible sampling in VAD.


c9658e8c20879632cb1cfca91d80ceb7-Paper-Conference.pdf

Neural Information Processing Systems

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for uncovering latent anomaly patterns that may not be apparent at a single scale. However, existing methods often model multi-scale information independently or rely on simple feature fusion strategies, neglecting the dynamic changes in cross-scale associations that occur during anomalies. Moreover, most approaches perform multi-scale modeling based on fixed sliding windows, which limits their ability to capture comprehensive contextual information. In this work, we propose CrossAD, a novel framework for time series Anomaly Detection that takes Cross-scale associations and Cross-window modeling into account. We propose a cross-scale reconstruction that reconstructs fine-grained series from coarser series, explicitly capturing cross-scale associations. Furthermore, we design a query library and incorporate global multi-scale context to overcome the limitations imposed by fixed window sizes. Extensive experiments conducted on multiple real-world datasets using nine evaluation metrics validate the effectiveness of CrossAD, demonstrating state-of-the-art performance in anomaly detection.


Unifying Reconstruction and Density Estimation via Invertible Contraction Mapping in One-Class Classification

Neural Information Processing Systems

Due to the difficulty in collecting all unexpected abnormal patterns, One-Class Classification (OCC) has become the most popular approach to anomaly detection (AD). Reconstruction-based AD method relies on the discrepancy between inputs and reconstructed results to identify unobserved anomalies. However, recent methods trained only on normal samples may generalize to certain abnormal inputs, leading to well-reconstructed anomalies and degraded performance. To address this, we constrain reconstructions to remain on the normal manifold using a novel AD framework based on contraction mapping. This mapping guarantees that any input converges to a fixed point through iterations of this mapping.