In recent years, there have been many practical applications of anomaly detection such as in predictive maintenance, detection of credit fraud, network intrusion, and system failure. The goal of anomaly detection is to identify in the test data anomalous behaviors that are either rare or unseen in the training data. This is a common goal in predictive maintenance, which aims to forecast the imminent faults of an appliance given abundant samples of normal behaviors. Local outlier factor (LOF) is one of the state-of-the-art models used for anomaly detection, but the predictive performance of LOF depends greatly on the selection of hyperparameters. In this paper, we propose a novel, heuristic methodology to tune the hyperparameters in LOF. A tuned LOF model that uses the proposed method shows good predictive performance in both simulations and real data sets.
Ikerlan Technology Research Centre（伊克兰技术研究中心）；University of the Basque Country (UPV/EHU)（巴斯克大学（UPV/EHU））；Basque Center for Applied Mathematics (BCAM)（巴斯克应用数学中心（BCAM））
Recent advances in technology have brought major breakthroughs in data collection, enabling a large amount of data to be gathered over time and thus generating time series. Mining this data has become an important task for researchers and practitioners in the past few years, including the detection of outliers or anomalies that may represent errors or events of interest. This review aims to provide a structured and comprehensive state-of-the-art on outlier detection techniques in the context of time series. To this end, a taxonomy is presented based on the main aspects that characterize an out…
University of California, Berkeley（加利福尼亚大学伯克利分校）；University of Chicago（芝加哥大学）；Oregon State University（俄勒冈州立大学）
It is important to detect anomalous inputs when deploying machine learning systems. The use of larger and more complex inputs in deep learning magnifies the difficulty of distinguishing between anomalous and in-distribution examples. At the same time, diverse image and text data are available in enormous quantities. We propose leveraging these data to improve deep anomaly detection by training anomaly detectors against an auxiliary dataset of outliers, an approach we call Outlier Exposure (OE). This enables anomaly detectors to generalize and detect unseen anomalies. In extensive experiments o…
University of Waterloo（滑铁卢大学）；Waterloo Artificial Intelligence Institute（滑铁卢人工智能研究所）；DarwinAI Corp.（DarwinAI公司）
Human operators often diagnose industrial machinery via anomalous sounds. Automated acoustic anomaly detection can lead to reliable maintenance of machinery. However, deep learning-driven anomaly detection methods often require an extensive amount of computational resources which prohibits their deployment in factories. Here we explore a machine-driven design exploration strategy to create OutlierNets, a family of highly compact deep convolutional autoencoder network architectures featuring as few as 686 parameters, model sizes as small as 2.7 KB, and as low as 2.8 million FLOPs, with a detect…
Islamic Azad University（伊斯兰阿扎德大学）；Institute for Advanced Studies in Basic Sciences（基础科学高级研究所）；Petanux GmbH（佩塔努克斯有限公司）
Outlier detection has received special attention in various fields, mainly for those dealing with machine learning and artificial intelligence. As strong outliers, anomalies are divided into the point, contextual and collective outliers. The most important challenges in outlier detection include the thin boundary between the remote points and natural area, the tendency of new data and noise to mimic the real data, unlabelled datasets and different definitions for outliers in different applications. Considering the stated challenges, we defined new types of anomalies called Collective Normal An…
Institute of Information Engineering, Automation and Mathematics（信息工程、自动化与数学研究所）；Slovak University of Technology in Bratislava（布拉迪斯拉发斯洛伐克理工大学）
Anomaly detection methods are part of the systems where rare events may endanger an operation's profitability, safety, and environmental aspects. Although many state-of-the-art anomaly detection methods were developed to date, their deployment is limited to the operation conditions present during the model training. Online anomaly detection brings the capability to adapt to data drifts and change points that may not be represented during model development resulting in prolonged service life. This paper proposes an online anomaly detection algorithm for existing real-time infrastructures where …
Bosch Center for Artificial Intelligence（博世人工智能中心）；TU Kaiserslautern（凯泽斯劳滕工业大学）；UC Irvine（加州大学欧文分校）
Anomaly detection aims at identifying data points that show systematic deviations from the majority of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated in practice. We propose a strategy for training an anomaly detector in the presence of unlabeled anomalies that is compatible with a broad class of models. The idea is to jointly infer binary labels to each datum (normal vs. anomalous) while updating the model parameters. Inspired by outlier exposure (Hendrycks et al., 2018) that considers synthetically creat…
Ludwig-Maximilians-University Munich（路德维希-马克西米利安慕尼黑大学）；Bosch Center for Artificial Intelligence（博世人工智能中心）
Reliably detecting anomalies in a given set of images is a task of high practical relevance for visual quality inspection, surveillance, or medical image analysis. Autoencoder neural networks learn to reconstruct normal images, and hence can classify those images as anomalies, where the reconstruction error exceeds some threshold. Here we analyze a fundamental problem of this approach when the training set is contaminated with a small fraction of outliers. We find that continued training of autoencoders inevitably reduces the reconstruction error of outliers, and hence degrades the anomaly det…
University of Victoria（维多利亚大学）；Helwan University（赫尔万大学）
The visualization and detection of anomalies (outliers) are of crucial importance to many fields, particularly cybersecurity. Several approaches have been proposed in these fields, yet to the best of our knowledge, none of them has fulfilled both objectives, simultaneously or cooperatively, in one coherent framework. The visualization methods of these approaches were introduced for explaining the output of a detection algorithm, not for data exploration that facilitates a standalone visual detection. This is our point of departure: UN-AVOIDS, an unsupervised and nonparametric approach for both…
Utrecht University（乌得勒支大学）；ZHAW School of Law and Management（苏黎世应用科技大学法律与管理学院）；Zurich University of Applied Sciences（苏黎世应用科技大学）
We combine the metrics of distance and isolation to develop the Analytic Isolation and Distance-based Anomaly (AIDA) detection algorithm. AIDA is the first distance-based method that does not rely on the concept of nearest-neighbours, making it a parameter-free model. Differently from the prevailing literature, in which the isolation metric is always computed via simulations, we show that AIDA admits an analytical expression for the outlier score, providing new insights into the isolation metric. Additionally, we present an anomaly explanation method based on AIDA, the Tempered Isolation-based…
We present a novel notion of outlier, called the Concentration Free Outlier Factor, or CFOF. As a main contribution, we formalize the notion of concentration of outlier scores and theoretically prove that CFOF does not concentrate in the Euclidean space for any arbitrary large dimensionality. To the best of our knowledge, there are no other proposals of data analysis measures related to the Euclidean distance for which it has been provided theoretical evidence that they are immune to the concentration effect. We determine the closed form of the distribution of CFOF scores in arbitrarily large …
We propose a neural network for unsupervised anomaly detection with a novel robust subspace recovery layer (RSR layer). This layer seeks to extract the underlying subspace from a latent representation of the given data and removes outliers that lie away from this subspace. It is used within an autoencoder. The encoder maps the data into a latent space, from which the RSR layer extracts the subspace. The decoder then smoothly maps back the underlying subspace to a "manifold" close to the original inliers. Inliers and outliers are distinguished according to the distances between the original and…
Wigner Research Center for Physics（维格纳物理研究中心）；Semmelweis University（塞梅尔维斯大学）
Recognition of anomalous events is a challenging but critical task in many scientific and industrial fields, especially when the properties of anomalies are unknown. In this paper, we introduce a new anomaly concept called "unicorn" or unique event and present a new, model-free, unsupervised detection algorithm to detect unicorns. The key component of the new algorithm is the Temporal Outlier Factor (TOF) to measure the uniqueness of events in continuous data sets from dynamic systems. The concept of unique events differs significantly from traditional outliers in many aspects: while repetitiv…
We propose OneFlow - a flow-based one-class classifier for anomaly (outlier) detection that finds a minimal volume bounding region. Contrary to density-based methods, OneFlow is constructed in such a way that its result typically does not depend on the structure of outliers. This is caused by the fact that during training the gradient of the cost function is propagated only over the points located near to the decision boundary (behavior similar to the support vectors in SVM). The combination of flow models and a Bernstein quantile estimator allows OneFlow to find a parametric form of bounding …
Anomalies and outliers are common in real-world data, and they can arise from many sources, such as sensor faults. Accordingly, anomaly detection is important both for analyzing the anomalies themselves and for cleaning the data for further analysis of its ambient structure. Nonetheless, a precise definition of anomalies is important for automated detection and herein we approach such problems from the perspective of detecting sparse latent effects embedded in large collections of noisy data. Standard Graphical Lasso-based techniques can identify the conditional dependency structure of a colle…
D. J. Sanghvi College of Engineering（D.J.桑格维工程学院）；European Organisation for Nuclear Research（欧洲核子研究组织）
We leverage a streaming architecture based on ELK, Spark and Hadoop in order to collect, store, and analyse database connection logs in near real-time. The proposed system investigates outliers using unsupervised learning; widely adopted clustering and classification algorithms for log data, highlighting the subtle variances in each model by visualisation of outliers. Arriving at a novel solution to evaluate untagged, unfiltered connection logs, we propose an approach that can be extrapolated to a generalised system of analysing connection logs across a large infrastructure comprising thousand…
Many deep models have been recently proposed for anomaly detection. This paper presents comparison of selected generative deep models and classical anomaly detection methods on an extensive number of non--image benchmark datasets. We provide statistical comparison of the selected models, in many configurations, architectures and hyperparamaters. We arrive to conclusion that performance of the generative models is determined by the process of selection of their hyperparameters. Specifically, performance of the deep generative models deteriorates with decreasing amount of anomalous samples used …
Fudan University（复旦大学）；University of North Carolina at Charlotte（北卡罗来纳大学夏洛特分校）；Tongji University（同济大学）
Most of the existing methods for anomaly detection use only positive data to learn the data distribution, thus they usually need a pre-defined threshold at the detection stage to determine whether a test instance is an outlier. Unfortunately, a good threshold is vital for the performance and it is really hard to find an optimal one. In this paper, we take the discriminative information implied in unlabeled data into consideration and propose a new method for anomaly detection that can learn the labels of unlabelled data directly. Our proposed method has an end-to-end architecture with one enco…
Outlier detection is widely used in practice to track the anomaly on incremental datasets such as network traffic and system logs. However, these datasets often involve sensitive information, and sharing the data to third parties for anomaly detection raises privacy concerns. In this paper, we present a privacy-preserving outlier detection protocol (PPOD) for incremental datasets. The protocol decomposes the outlier detection algorithm into several phases and recognises the necessary cryptographic operations in each phase. It realises several cryptographic modules via efficient and interchange…
Outlier detection (also known as anomaly detection or deviation detection) is a process of detecting data points in which their patterns deviate significantly from others. It is common to have outliers in industry applications, which could be generated by different causes such as human error, fraudulent activities, or system failure. Recently, density-based methods have shown promising results, particularly among which Local Outlier Factor (LOF) is arguably dominating. However, one of the major drawbacks of LOF is that it is computationally expensive. Motivated by the mentioned problem, this r…
Machine learning (ML) algorithms are optimized for the distribution represented by the training data. For outlier data, they often deliver predictions with equal confidence, even though these should not be trusted. In order to deploy ML-based digital pathology solutions in clinical practice, effective methods for detecting anomalous data are crucial to avoid incorrect decisions in the outlier scenario. We propose a new unsupervised learning approach for anomaly detection in histopathology data based on generative adversarial networks (GANs). Compared to the existing GAN-based methods that have…
Anomaly detection algorithms are often thought to be limited because they don't facilitate the process of validating results performed by domain experts. In Contrast, deep learning algorithms for anomaly detection, such as autoencoders, point out the outliers, saving experts the time-consuming task of examining normal cases in order to find anomalies. Most outlier detection algorithms output a score for each instance in the database. The top-k most intense outliers are returned to the user for further inspection; however the manual validation of results becomes challenging without additional c…
Often the challenge associated with tasks like fraud and spam detection[1] is the lack of all likely patterns needed to train suitable supervised learning models. In order to overcome this limitation, such tasks are attempted as outlier or anomaly detection tasks. We also hypothesize that out- liers have behavioral patterns that change over time. Limited data and continuously changing patterns makes learning significantly difficult. In this work we are proposing an approach that detects outliers in large data sets by relying on data points that are consistent. The primary contribution of this …
As machine learning and cybersecurity continue to explode in the context of the digital ecosystem, the complexity of cybersecurity data combined with complicated and evasive machine learning algorithms leads to vast difficulties in designing an end to end system for intelligent, automatic anomaly classification. On the other hand, traditional systems use elementary statistics techniques and are often inaccurate, leading to weak centralized data analysis platforms. In this paper, we propose a novel system that addresses these two problems, titled CAMLPAD, for Cybersecurity Autonomous Machine Le…
Anomaly detection is concerned with a wide range of applications such as fault detection, system monitoring, and event detection. Identifying anomalies from metering data obtained from smart metering system is a critical task to enhance reliability, stability, and efficiency of the power system. This paper presents an anomaly detection process to find outliers observed in the smart metering system. In the proposed approach, bi-directional long short-term memory (BiLSTM) based autoencoder is used and finds the anomalous data point. It calculates the reconstruction error through autoencoder with…
In this paper we propose a novel method for semi-supervised anomaly detection (SSAD). Our classifier is named QMS22 as its inception was dated 2022 upon the framework of quadratic multiform separation (QMS), a recently introduced classification model. QMS22 tackles SSAD by solving a multi-class classification problem involving both the training set and the test set of the original problem. The classification problem intentionally includes classes with overlapping samples. One of the classes contains mixture of normal samples and outliers, and all other classes contain only normal samples. An o…
Isolation forest or "iForest" is an intuitive and widely used algorithm for anomaly detection that follows a simple yet effective idea: in a given data distribution, if a threshold (split point) is selected uniformly at random within the range of some variable and data points are divided according to whether they are greater or smaller than this threshold, outlier points are more likely to end up alone or in the smaller partition. The original procedure suggested the choice of variable to split and split point within a variable to be done uniformly at random at each step, but this paper shows …
Time series (TS) anomaly detection (AD) plays an essential role in various applications, e.g., fraud detection in finance and healthcare monitoring. Due to the inherently unpredictable and highly varied nature of anomalies and the lack of anomaly labels in historical data, the AD problem is typically formulated as an unsupervised learning problem. The performance of existing solutions is often not satisfactory, especially in data-scarce scenarios. To tackle this problem, we propose a novel self-supervised learning technique for AD in time series, namely \emph{DeepFIB}. We model the problem as …
Ludwig Maximilians University Munich（慕尼黑路德维希-马克西米利安大学）
Outlier or anomaly detection is an important task in data analysis. We discuss the problem from a geometrical perspective and provide a framework that exploits the metric structure of a data set. Our approach rests on the manifold assumption, i.e., that the observed, nominally high-dimensional data lie on a much lower dimensional manifold and that this intrinsic structure can be inferred with manifold learning methods. We show that exploiting this structure significantly improves the detection of outlying observations in high-dimensional data. We also suggest a novel, mathematically precise, a…
Anomalies (or outliers) are prevalent in real-world empirical observations and potentially mask important underlying structures. Accurate identification of anomalous samples is crucial for the success of downstream data analysis tasks. To automatically identify anomalies, we propose Probabilistic Robust AutoEncoder (PRAE). PRAE aims to simultaneously remove outliers and identify a low-dimensional representation for the inlier samples. We first present the Robust AutoEncoder (RAE) objective as a minimization problem for splitting the data into inliers and outliers. Our objective is designed to …
Contrastive Representation Modeling for Anomaly Detection
Technology Innovation Institute, Abu Dhabi, UAE（阿布扎比技术创新研究所）；Computer Science Department, Khalifa University of Science and Technology, Abu Dhabi, UAE（科技学院计算机科学系）
Columbia University（哥伦比亚大学）；Facebook Data Engineering（Facebook数据工程）
Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and clustering problems, but has not seen as much research in the context of outlier detection. Existing methods focus on combining output scores of individual detectors, but this leads to outputs that are not easily interpretable. In this paper, we introduce a theoretical foundation for combining individual detectors with Bayesian classifier combination. Not only are p…
Kunumi；University of Cambridge（剑桥大学）；DeepMind；UFMG（米纳斯吉拉斯联邦大学）
Anomalies are intuitively easy for human experts to understand, but they are hard to define mathematically. Therefore, in order to have performance guarantees in unsupervised anomaly detection, priors need to be assumed on what the anomalies are. By contrast, active learning provides the necessary priors through appropriate expert feedback. Thus, in this work we present an active learning method that can be built upon existing deep learning solutions for unsupervised anomaly detection, so that outliers can be separated from normal data effectively. We introduce a new layer that can be easily a…
MindLab（思维实验室）；Universidad Nacional de Colombia（哥伦比亚国立大学）
Streaming anomaly detection refers to the problem of detecting anomalous data samples in streams of data. This problem poses challenges that classical and deep anomaly detection methods are not designed to cope with, such as conceptual drift and continuous learning. State-of-the-art flow anomaly detection methods rely on fixed memory using hash functions or nearest neighbors that may not be able to constrain high-frequency values as in a moving average or remove seamless outliers and cannot be trained in an end-to-end deep learning architecture. We present a new incremental anomaly detection m…
We propose FlowSVDD -- a flow-based one-class classifier for anomaly/outliers detection that realizes a well-known SVDD principle using deep learning tools. Contrary to other approaches to deep SVDD, the proposed model is instantiated using flow-based models, which naturally prevents from collapsing of bounding hypersphere into a single point. Experiments show that FlowSVDD achieves comparable results to the current state-of-the-art methods and significantly outperforms related deep SVDD methods on benchmark datasets.
Semi-Supervised Anomaly Detection Pipeline for SOZ Localization Using Ictal-Related Chirp
Krembil Research Institute – University Health Network (UHN)（克伦比尔研究所 – 大学健康网络）；Institute of Biomaterials & Biomedical Engineering (IBBME), University of Toronto（多伦多大学生物材料与生物医学工程研究所）；Department of Physiology, University of Toronto（多伦多大学生理学系）；KITE Research Institute, Toronto Rehabilitation Institute - University Health Network (UHN)（KITE研究所，多伦多康复研究所 – 大学健康网络）
An Efficient Outlier Detection Algorithm for Data Streaming
California State University, San Bernardino（加州州立大学圣贝纳迪诺分校）；John A. Paulson School of Engineering and Applied Sciences, Harvard University（哈佛大学约翰·A·保尔森工程与应用科学学院）；University of California, Riverside（加州大学河滨分校）
TaskFusion: Continual Anomaly Detection for Heterogeneous Tabular Data
German Research Center for Artificial Intelligence (DFKI)（德国人工智能研究中心（DFKI））；RPTU Kaiserslautern-Landau（凯泽斯劳滕-兰道大学）；Hochschule Bonn-Rhein-Sieg (H-BRS)（波恩-莱茵-锡格应用技术大学）
University of Adelaide（阿德莱德大学）；University of Technology Sydney（悉尼科技大学）
Anomaly detection, a.k.a. outlier detection or novelty detection, has been a lasting yet active research area in various research communities for several decades. There are still some unique problem complexities and challenges that require advanced approaches. In recent years, deep learning enabled anomaly detection, i.e., deep anomaly detection, has emerged as a critical direction. This paper surveys the research of deep anomaly detection with a comprehensive taxonomy, covering advancements in three high-level categories and 11 fine-grained categories of the methods. We review their key intui…
