Neural-based Outlier Detection Algorithm
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A Neural-based Outlier Detection Algorithm is a outlier detection algorithm that is an neural-based algorithm.
- Example(s):
- See: SVM-based Outlier Detection Algorithm.
References
2020
- (2020). “Deep Learning for Anomaly Detection." Tutorial at WSDM-2020.
- ABSTRACT: Anomaly detection has been widely studied and used in diverse applications. Building an effective anomaly detection system requires the researchers developers to learn the complex structure from noisy data, identify the dynamic anomaly patterns and detect anomalies while lacking sufficient labels. Recent advancement in deep learning techniques has made it possible to largely improve anomaly detection performance compared to the classical approaches. This tutorial will help the audience gain a comprehensive understanding of deep learning-based anomaly detection techniques in various application domains. First, it introduces what is the anomaly detection problem, the approaches taken before the deep model era and the challenges it faced. Then it surveys the state-of-the-art deep learning models extensively and discusses the techniques used to overcome the limitations from traditional algorithms. Second to last, it studies deep model anomaly detection techniques in real world examples from LinkedIn production systems. The tutorial concludes with a discussion of future trends.
2019
- (Chalapathy & Chawla, 2019) ⇒ Raghavendra Chalapathy, and Sanjay Chawla. (2019). “Deep Learning for Anomaly Detection: A Survey.” arXiv preprint arXiv:1901.03407
- ABSTRACT: Anomaly detection is an important problem that has been well-studied within diverse research areas and application domains. The aim of this survey is two-fold, firstly we present a structured and comprehensive overview of research methods in deep learning-based anomaly detection. Furthermore, we review the adoption of these methods for anomaly across various application domains and assess their effectiveness. We have grouped state-of-the-art research techniques into different categories based on the underlying assumptions and approach adopted. Within each category we outline the basic anomaly detection technique, along with its variants and present key assumptions, to differentiate between normal and anomalous behavior. For each category, we present we also present the advantages and limitations and discuss the computational complexity of the techniques in real application domains. Finally, we outline open issues in research and challenges faced while adopting these techniques.
2019
- (Zhang, Song et al., 2019) ⇒ Chuxu Zhang, Dongjin Song, Yuncong Chen, Xinyang Feng, Cristian Lumezanu, Wei Cheng, Jingchao Ni, Bo Zong, Haifeng Chen, and Nitesh V. Chawla. (2019). “A Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data.” In: Proceedings of the AAAI Conference on Artificial Intelligence, vol. 33.
- ABSTRACT: Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different levels of anomaly scores based upon the severity of different incidents. Despite the fact that a number of unsupervised anomaly detection algorithms have been developed, few of them can jointly address these challenges. In this paper, we propose a Multi-Scale Convolutional Recurrent Encoder-Decoder (MSCRED), to perform anomaly detection and diagnosis in multivariate time series data. Specifically, MSCRED first constructs multi-scale (resolution) signature matrices to characterize multiple levels of the system statuses in different time steps. Subsequently, given the signature matrices, a convolutional encoder is employed to encode the inter-sensor (time series) correlations and an attention based Convolutional Long-Short Term Memory (ConvLSTM) network is developed to capture the temporal patterns. Finally, based upon the feature maps which encode the inter-sensor correlations and temporal information, a convolutional decoder is used to reconstruct the input signature matrices and the residual signature matrices are further utilized to detect and diagnose anomalies. Extensive empirical studies based on a synthetic dataset and a real power plant dataset demonstrate that MSCRED can outperform state-of-the-art baseline methods.