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VUS: Effective and Efficient Accuracy Measures for Time-Series Anomaly Detection

arXiv.org Artificial Intelligence

Anomaly detection (AD) is a fundamental task for time-series analytics with important implications for the downstream performance of many applications. In contrast to other domains where AD mainly focuses on point-based anomalies (i.e., outliers in standalone observations), AD for time series is also concerned with range-based anomalies (i.e., outliers spanning multiple observations). Nevertheless, it is common to use traditional point-based information retrieval measures, such as Precision, Recall, and F-score, to assess the quality of methods by thresholding the anomaly score to mark each point as an anomaly or not. However, mapping discrete labels into continuous data introduces unavoidable shortcomings, complicating the evaluation of range-based anomalies. Notably, the choice of evaluation measure may significantly bias the experimental outcome. Despite over six decades of attention, there has never been a large-scale systematic quantitative and qualitative analysis of time-series AD evaluation measures. This paper extensively evaluates quality measures for time-series AD to assess their robustness under noise, misalignments, and different anomaly cardinality ratios. Our results indicate that measures producing quality values independently of a threshold (i.e., AUC-ROC and AUC-PR) are more suitable for time-series AD. Motivated by this observation, we first extend the AUC-based measures to account for range-based anomalies. Then, we introduce a new family of parameter-free and threshold-independent measures, Volume Under the Surface (VUS), to evaluate methods while varying parameters. We also introduce two optimized implementations for VUS that reduce significantly the execution time of the initial implementation. Our findings demonstrate that our four measures are significantly more robust in assessing the quality of time-series AD methods.


Reconfigurable Intelligent Surface Aided Vehicular Edge Computing: Joint Phase-shift Optimization and Multi-User Power Allocation

arXiv.org Artificial Intelligence

Vehicular edge computing (VEC) is an emerging technology with significant potential in the field of internet of vehicles (IoV), enabling vehicles to perform intensive computational tasks locally or offload them to nearby edge devices. However, the quality of communication links may be severely deteriorated due to obstacles such as buildings, impeding the offloading process. To address this challenge, we introduce the use of Reconfigurable Intelligent Surfaces (RIS), which provide alternative communication pathways to assist vehicular communication. By dynamically adjusting the phase-shift of the RIS, the performance of VEC systems can be substantially improved. In this work, we consider a RIS-assisted VEC system, and design an optimal scheme for local execution power, offloading power, and RIS phase-shift, where random task arrivals and channel variations are taken into account. To address the scheme, we propose an innovative deep reinforcement learning (DRL) framework that combines the Deep Deterministic Policy Gradient (DDPG) algorithm for optimizing RIS phase-shift coefficients and the Multi-Agent Deep Deterministic Policy Gradient (MADDPG) algorithm for optimizing the power allocation of vehicle user (VU). Simulation results show that our proposed scheme outperforms the traditional centralized DDPG, Twin Delayed Deep Deterministic Policy Gradient (TD3) and some typical stochastic schemes.


Pessimistic asynchronous sampling in high-cost Bayesian optimization

arXiv.org Artificial Intelligence

Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments one at a time after conducting a measurement for each experiment, asynchronous policies sequentially assign multiple experiments before measurements can be taken and evaluate new measurements continuously as they are made available. This technique allows for faster data generation and therefore faster optimization of an experimental space. This work extends the capabilities of asynchronous optimization methods beyond prior studies by evaluating four additional policies that incorporate pessimistic predictions in the training data set. Combined with a conventional greedy policy, the five total policies were evaluated in a simulated environment and benchmarked with serial sampling. Under some conditions and parameter space dimensionalities, the pessimistic asynchronous policy reached optimum experimental conditions in significantly fewer experiments than equivalent serial policies and proved to be less susceptible to convergence onto local optima at higher dimensions. Without accounting for the faster sampling rate, the pessimistic asynchronous algorithm presented in this work could result in more efficient algorithm driven optimization of high-cost experimental spaces. Accounting for sampling rate, the presented asynchronous algorithm could allow for faster optimization in experimental spaces where multiple experiments can be run before results are collected.


Reconfigurable Intelligent Surface Assisted VEC Based on Multi-Agent Reinforcement Learning

arXiv.org Artificial Intelligence

Vehicular edge computing (VEC) is an emerging technology that enables vehicles to perform high-intensity tasks by executing tasks locally or offloading them to nearby edge devices. However, obstacles such as buildings may degrade the communications and incur communication interruptions, and thus the vehicle may not meet the requirement for task offloading. Reconfigurable intelligent surfaces (RIS) is introduced to support vehicle communication and provide an alternative communication path. The system performance can be improved by flexibly adjusting the phase-shift of the RIS. For RIS-assisted VEC system where tasks arrive randomly, we design a control scheme that considers offloading power, local power allocation and phase-shift optimization. To solve this non-convex problem, we propose a new deep reinforcement learning (DRL) framework that employs modified multi-agent deep deterministic policy gradient (MADDPG) approach to optimize the power allocation for vehicle users (VUs) and block coordinate descent (BCD) algorithm to optimize the phase-shift of the RIS. Simulation results show that our proposed scheme outperforms the centralized deep deterministic policy gradient (DDPG) scheme and random scheme.


Reasoning-Enhanced Object-Centric Learning for Videos

arXiv.org Artificial Intelligence

Object-centric learning aims to break down complex visual scenes into more manageable object representations, enhancing the understanding and reasoning abilities of machine learning systems toward the physical world. Recently, slot-based video models have demonstrated remarkable proficiency in segmenting and tracking objects, but they overlook the importance of the effective reasoning module. In the real world, reasoning and predictive abilities play a crucial role in human perception and object tracking; in particular, these abilities are closely related to human intuitive physics. Inspired by this, we designed a novel reasoning module called the Slot-based Time-Space Transformer with Memory buffer (STATM) to enhance the model's perception ability in complex scenes. The memory buffer primarily serves as storage for slot information from upstream modules, the Slot-based Time-Space Transformer makes predictions through slot-based spatiotemporal attention computations and fusion. Our experiment results on various datasets show that STATM can significantly enhance object-centric learning capabilities of slot-based video models.


Learning-on-the-Drive: Self-supervised Adaptation of Visual Offroad Traversability Models

arXiv.org Artificial Intelligence

Autonomous off-road driving requires understanding traversability, which refers to the suitability of a given terrain to drive over. When offroad vehicles travel at high speed ($>10m/s$), they need to reason at long-range ($50m$-$100m$) for safe and deliberate navigation. Moreover, vehicles often operate in new environments and under different weather conditions. LiDAR provides accurate estimates robust to visual appearances, however, it is often too noisy beyond 30m for fine-grained estimates due to sparse measurements. Conversely, visual-based models give dense predictions at further distances but perform poorly at all ranges when out of training distribution. To address these challenges, we present ALTER, an offroad perception module that adapts-on-the-drive to combine the best of both sensors. Our visual model continuously learns from new near-range LiDAR measurements. This self-supervised approach enables accurate long-range traversability prediction in novel environments without hand-labeling. Results on two distinct real-world offroad environments show up to 52.5% improvement in traversability estimation over LiDAR-only estimates and 38.1% improvement over non-adaptive visual baseline.


Global Knowledge Distillation in Federated Learning

arXiv.org Artificial Intelligence

Knowledge distillation has caught a lot of attention in Federated Learning (FL) recently. It has the advantage for FL to train on heterogeneous clients which have different data size and data structure. However, data samples across all devices are usually not independent and identically distributed (non-i.i.d), posing additional challenges to the convergence and speed of federated learning. As FL randomly asks the clients to join the training process and each client only learns from local non-i.i.d data, which makes learning processing even slower. In order to solve this problem, an intuitive idea is using the global model to guide local training. In this paper, we propose a novel global knowledge distillation method, named FedGKD, which learns the knowledge from past global models to tackle down the local bias training problem. By learning from global knowledge and consistent with current local models, FedGKD learns a global knowledge model in FL. To demonstrate the effectiveness of the proposed method, we conduct extensive experiments on various CV datasets (CIFAR-10/100) and settings (non-i.i.d data). The evaluation results show that FedGKD outperforms previous state-of-the-art methods.


A Binary Control Chart to Detect Small Jumps

arXiv.org Machine Learning

The classic N p chart gives a signal if the number of successes in a sequence of inde- pendent binary variables exceeds a control limit. Motivated by engineering applications in industrial image processing and, to some extent, financial statistics, we study a simple modification of this chart, which uses only the most recent observations. Our aim is to construct a control chart for detecting a shift of an unknown size, allowing for an unknown distribution of the error terms. Simulation studies indicate that the proposed chart is su- perior in terms of out-of-control average run length, when one is interest in the detection of very small shifts. We provide a (functional) central limit theorem under a change-point model with local alternatives which explains that unexpected and interesting behavior. Since real observations are often not independent, the question arises whether these re- sults still hold true for the dependent case. Indeed, our asymptotic results work under the fairly general condition that the observations form a martingale difference array. This enlarges the applicability of our results considerably, firstly, to a large class time series models, and, secondly, to locally dependent image data, as we demonstrate by an example.