Anomaly Detection in Trajectory Data with Normalizing Flows
Federal University of Ceará（塞阿拉联邦大学）；National Department of Public Security（国家公共安全部）
Madson L. D. Dias, César Lincoln C. Mattos, Ticiana L. C. da Silva, José Antônio F. de Macedo, Wellington C. P. Silva
备注：
Accepted as a conference paper at 2020 International Joint Conference on Neural Networks (IJCNN 2020), part of 2020 IEEE World Congress on Computational Intelligence (IEEE WCCI 2020)
The task of detecting anomalous data patterns is as important in practical applications as challenging. In the context of spatial data, recognition of unexpected trajectories brings additional difficulties, such as high dimensionality and varying pattern lengths. We aim to tackle such a problem from a probability density estimation point of view, since it provides an unsupervised procedure to identify out of distribution samples. More specifically, we pursue an approach based on normalizing flows, a recent framework that enables complex density estimation from data with neural networks. Our proposal computes exact model likelihood values, an important feature of normalizing flows, for each segment of the trajectory. Then, we aggregate the segments' likelihoods into a single coherent trajectory anomaly score. Such a strategy enables handling possibly large sequences with different lengths. We evaluate our methodology, named aggregated anomaly detection with normalizing flows (GRADINGS), using real world trajectory data and compare it with more traditional anomaly detection techniques. The promising results obtained in the performed computational experiments indicate the feasibility of the GRADINGS, specially the variant that considers autoregressive normalizing flows.
Pennsylvania State University（宾夕法尼亚州立大学）；MIT-IBM Watson AI Lab, IBM Research（IBM研究院MIT-IBM沃森人工智能实验室）
Anomaly detection is a widely studied task for a broad variety of data types; among them, multiple time series appear frequently in applications, including for example, power grids and traffic networks. Detecting anomalies for multiple time series, however, is a challenging subject, owing to the intricate interdependencies among the constituent series. We hypothesize that anomalies occur in low density regions of a distribution and explore the use of normalizing flows for unsupervised anomaly detection, because of their superior quality in density estimation. Moreover, we propose a novel flow …
Unsupervised anomaly detection is coming into the spotlight these days in various practical domains due to the limited amount of anomaly data. One of the major approaches for it is a normalizing flow which pursues the invertible transformation of a complex distribution as images into an easy distribution as N(0, I). In fact, algorithms based on normalizing flow like FastFlow and CFLOW-AD establish state-of-the-art performance on unsupervised anomaly detection tasks. Nevertheless, we investigate these algorithms convert normal images into not N(0, I) as their destination, but an arbitrary norma…
Institute of Information Science, Academia Sinica（中央研究院资讯科学研究所）；Department of Computer Science and Engineering, Texas A&M University（德州农工大学计算机科学与工程系）
In this paper, we propose an approach to effectively accelerating the computation of continuous normalizing flow (CNF), which has been proven to be a powerful tool for the tasks such as variational inference and density estimation. The training time cost of CNF can be extremely high because the required number of function evaluations (NFE) for solving corresponding ordinary differential equations (ODE) is very large. We think that the high NFE results from large truncation errors of solving ODEs. To address the problem, we propose to add a regularization. The regularization penalizes the diffe…
Panasonic AI Lab（松下人工智能实验室）；Panasonic Technology Division（松下技术事业部）
Unsupervised anomaly detection with localization has many practical applications when labeling is infeasible and, moreover, when anomaly examples are completely missing in the train data. While recently proposed models for such data setup achieve high accuracy metrics, their complexity is a limiting factor for real-time processing. In this paper, we propose a real-time model and analytically derive its relationship to prior methods. Our CFLOW-AD model is based on a conditional normalizing flow framework adopted for anomaly detection with localization. In particular, CFLOW-AD consists of a disc…
The University of Texas at Austin（德克萨斯大学奥斯汀分校）；Aurora Innovation（奥罗拉创新公司）
A popular way to plan trajectories in dynamic urban scenarios for Autonomous Vehicles is to rely on explicitly specified and hand crafted cost functions, coupled with random sampling in the trajectory space to find the minimum cost trajectory. Such methods require a high number of samples to find a low-cost trajectory and might end up with a highly suboptimal trajectory given the planning time budget. We explore the application of normalizing flows for improving the performance of trajectory planning for autonomous vehicles (AVs). Our key insight is to learn a sampling policy in a low-dimensio…
Anomaly detection in time-series via inductive biases in the latent space of conditional normalizing flows
Department of Computer Science Norwegian University of Science and Technology（挪威科学技术大学计算机科学系）；BCAM – Basque Center for Applied Mathematics University of Coimbra, CISUC/LASI, DEI（巴斯克应用数学中心，科英布拉大学，CISUC/LASI，DEI）；IKERBASQUE — Basque Foundation for Science（巴斯克科学基金会）
Hierarchical Gaussian Mixture Normalizing Flow Modeling for Unified Anomaly Detection
School of Electronic Information and Electrical Engineering, Shanghai Jiao Tong University（上海交通大学电子信息与电气工程学院）；School of Intelligent Manufacturing, Wuxi Vocational College of Science and Technology（无锡科技职业学院智能制造学院）；MoE Key Lab of Artificial Intelligence, AI Institute, Shanghai Jiao Tong University（上海交通大学人工智能研究院、教育部人工智能重点实验室）
School of Computer Science and Technology, East China Normal University（华东师范大学计算机科学与技术学院）；State Key Laboratory of Submarine Geoscience, School of Automation and Intelligent Sensing, Shanghai Jiao Tong University（上海交通大学海洋地质国家重点实验室、自动化与智能传感学院）
Flow-based deep generative models learn data distributions by transforming a simple base distribution into a complex distribution via a set of invertible transformations. Due to the invertibility, such models can score unseen data samples by computing their exact likelihood under the learned distribution. This makes flow-based models a perfect tool for novelty detection, an anomaly detection technique where unseen data samples are classified as normal or abnormal by scoring them against a learned model of normal data. We show that normalizing flows can be used as novelty detectors in time seri…
We study a normalizing flow in the latent space of a top-down generator model, in which the normalizing flow model plays the role of the informative prior model of the generator. We propose to jointly learn the latent space normalizing flow prior model and the top-down generator model by a Markov chain Monte Carlo (MCMC)-based maximum likelihood algorithm, where a short-run Langevin sampling from the intractable posterior distribution is performed to infer the latent variables for each observed example, so that the parameters of the normalizing flow prior and the generator can be updated with …
VAN-AD: Visual Masked Autoencoder with Normalizing Flow For Time Series Anomaly Detection
School of Computer Science (National Pilot Software Engineering School)（计算机学院（国家级试点软件工程学院））；Beijing University of Posts and Telecommunications（北京邮电大学）；China Telecom Research Institute Beijing（中国电信研究院北京）；Department of Computer Science, Missouri University of Science and Technology（计算机科学系，密苏里科技大学）
fortiss GmbH, Research Institute of the Free State of Bavaria（巴伐利亚自由州研究机构fortiss有限公司）；Technical University of Munich（慕尼黑工业大学）
The future motion of traffic participants is inherently uncertain. To plan safely, therefore, an autonomous agent must take into account multiple possible trajectory outcomes and prioritize them. Recently, this problem has been addressed with generative neural networks. However, most generative models either do not learn the true underlying trajectory distribution reliably, or do not allow predictions to be associated with likelihoods. In our work, we model motion prediction directly as a density estimation problem with a normalizing flow between a noise distribution and the future motion dist…
Stanford University（斯坦福大学）；Columbia University（哥伦比亚大学）；Georgia Institute of Technology（佐治亚理工学院）
Normalizing flow models have risen as a popular solution to the problem of density estimation, enabling high-quality synthetic data generation as well as exact probability density evaluation. However, in contexts where individuals are directly associated with the training data, releasing such a model raises privacy concerns. In this work, we propose the use of normalizing flow models that provide explicit differential privacy guarantees as a novel approach to the problem of privacy-preserving density estimation. We evaluate the efficacy of our approach empirically using benchmark datasets, and…
NTT Communication Science Laboratories（NTT通信科学实验室）；NTT Media Intelligence Laboratories（NTT媒体情报实验室）
We tackle unsupervised anomaly detection (UAD), a problem of detecting data that significantly differ from normal data. UAD is typically solved by using density estimation. Recently, deep neural network (DNN)-based density estimators, such as Normalizing Flows, have been attracting attention. However, one of their drawbacks is the difficulty in adapting them to the change in the normal data's distribution. To address this difficulty, we propose AdaFlow, a new DNN-based density estimator that can be easily adapted to the change of the distribution. AdaFlow is a unified model of a Normalizing Fl…
TrajFlow: A Generative Framework for Occupancy Density Estimation Using Normalizing Flows
Department of Computer Science University of Minnesota（计算机科学系明尼苏达大学）；Department of Civil Environmental and Geo- Engineering University of Minnesota（土木环境与地球工程系明尼苏达大学）
An approach to utilize recent advances in deep generative models for anomaly detection in a granular (continuous) sense on a real-world image dataset with quality issues is detailed using recent normalizing flow models, with implications in many other applications/domains/data types. The approach is completely unsupervised (no annotations available) but qualitatively shown to provide accurate semantic labeling for images via heatmaps of the scaled log-likelihood overlaid on the images. When sorted based on the median values per image, clear trends in quality are observed. Furthermore, downstre…
Capability of using the normalizing flows for extraction rare gamma events in the TAIGA experiment
Skobeltsyn Institute of Nuclear Physics of M.V. Lomonosov Moscow State University（莫斯科国立大学斯科别利斯基核物理研究所）；Research Institute of Applied Physics of Irkutsk State University（伊尔库茨克州立大学应用物理研究所）；Institute for informatics and automation problems of the national Academy of Science of the Republic of Armenia（亚美尼亚国家科学院信息与自动化问题研究所）
We present an algorithm for Inverse Reinforcement Learning (IRL) from expert state observations only. Our approach decouples reward modelling from policy learning, unlike state-of-the-art adversarial methods which require updating the reward model during policy search and are known to be unstable and difficult to optimize. Our method, IL-flOw, recovers the expert policy by modelling state-state transitions, by generating rewards using deep density estimators trained on the demonstration trajectories, avoiding the instability issues of adversarial methods. We demonstrate that using the state tr…
Laboratory of Methods for Big Data Analysis, HSE University（HSE大学大数据分析方法实验室）
Anomaly detection is a challenging task that frequently arises in practically all areas of industry and science, from fraud detection and data quality monitoring to finding rare cases of diseases and searching for new physics. Most of the conventional approaches to anomaly detection, such as one-class SVM and Robust Auto-Encoder, are one-class classification methods, i.e. focus on separating normal data from the rest of the space. Such methods are based on the assumption of separability of normal and anomalous classes, and subsequently do not take into account any available samples of anomalie…
University of Pennsylvania（宾夕法尼亚大学）；MIT CSAIL（麻省理工学院计算机科学与人工智能实验室）
Forecasting complex vehicle and pedestrian multi-modal distributions requires powerful probabilistic approaches. Normalizing flows (NF) have recently emerged as an attractive tool to model such distributions. However, a key drawback is that independent samples drawn from a flow model often do not adequately capture all the modes in the underlying distribution. We propose Likelihood-Based Diverse Sampling (LDS), a method for improving the quality and the diversity of trajectory samples from a pre-trained flow model. Rather than producing individual samples, LDS produces a set of trajectories in…
Discovering Antagonists in Networks of Systems: Robot Deployment
Institute of Engineering and Computational Mechanics, University of Stuttgart（工程与计算力学研究所，斯图加特大学）；Department of Mechanical Engineering, LUT University（机械工程系，卢托大学）
New York University（纽约大学）；DeepMind（深度思维）；Google Research（谷歌研究院）
Learning new tasks continuously without forgetting on a constantly changing data distribution is essential for real-world problems but extremely challenging for modern deep learning. In this work we propose HCL, a Hybrid generative-discriminative approach to Continual Learning for classification. We model the distribution of each task and each class with a normalizing flow. The flow is used to learn the data distribution, perform classification, identify task changes, and avoid forgetting, all leveraging the invertibility and exact likelihood which are uniquely enabled by the normalizing flow …
This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly detection benchmarks that vary in their construction across several dimensions we deem important to real-world applications: (a) point difficulty, (b) relative frequency of anomalies, (c) clusteredness of anomalies, and (d) relevance of features. We apply a representative set of anomaly detection algorithms to this corpus, yielding a very large collection of exper…
This paper presents a novel, closed-form, and data/computation efficient online anomaly detection algorithm for time-series data. The proposed method, dubbed RPE, is a window-based method and in sharp contrast to the existing window-based methods, it is robust to the presence of anomalies in its window and it can distinguish the anomalies in time-stamp level. RPE leverages the linear structure of the trajectory matrix of the time-series and employs a robust projection step which makes the algorithm able to handle the presence of multiple arbitrarily large anomalies in its window. A closed-form…
In the domain of machine learning, Neural Memory Networks (NMNs) have recently achieved impressive results in a variety of application areas including visual question answering, trajectory prediction, object tracking, and language modelling. However, we observe that the attention based knowledge retrieval mechanisms used in current NMNs restricts them from achieving their full potential as the attention process retrieves information based on a set of static connection weights. This is suboptimal in a setting where there are vast differences among samples in the data domain; such as anomaly det…
