One of the most interesting application scenarios in anomaly detection is when sequential data are targeted. For example, in a safety-critical environment, it is crucial to have an automatic detection system to screen the streaming data gathered by monitoring sensors and to report abnormal observations if detected in real-time. Oftentimes, stakes are much higher when these potential anomalies are intentional or goal-oriented. We propose an end-to-end framework for sequential anomaly detection using inverse reinforcement learning (IRL), whose objective is to determine the decision-making agent's underlying function which triggers his/her behavior. The proposed method takes the sequence of actions of a target agent (and possibly other meta information) as input. The agent's normal behavior is then understood by the reward function which is inferred via IRL. We use a neural network to represent a reward function. Using a learned reward function, we evaluate whether a new observation from the target agent follows a normal pattern. In order to construct a reliable anomaly detection method and take into consideration the confidence of the predicted anomaly score, we adopt a Bayesian approach for IRL. The empirical study on publicly available real-world data shows that our proposed method is effective in identifying anomalies.
Time series anomaly detection has been recognized as of critical importance for the reliable and efficient operation of real-world systems. Many anomaly detection methods have been developed based on various assumptions on anomaly characteristics. However, due to the complex nature of real-world data, different anomalies within a time series usually have diverse profiles supporting different anomaly assumptions. This makes it difficult to find a single anomaly detector that can consistently outperform other models. In this work, to harness the benefits of different base models, we propose a re…
DQN (Deep Q-Network) is a method to perform Q-learning for reinforcement learning using deep neural networks. DQNs require a large buffer and batch processing for an experience replay and rely on a backpropagation based iterative optimization, making them difficult to be implemented on resource-limited edge devices. In this paper, we propose a lightweight on-device reinforcement learning approach for low-cost FPGA devices. It exploits a recently proposed neural-network based on-device learning approach that does not rely on the backpropagation method but uses OS-ELM (Online Sequential Extreme …
CSIRO’s Data61（澳大利亚联邦科学与工业研究组织数据61研究所）；CSIRO’s Land and Water（澳大利亚联邦科学与工业研究组织土地与水研究所）
Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches practical, by training a parameterized policy that proposes designs efficiently at deployment time. However, these methods may not sufficiently explore the design space, require access to a differentiable probabilistic model and can only optimize over continuous design spaces. Here, we address these limitations by showing that the problem of optimizing policies…
Australian Institute for Machine Learning（澳大利亚机器学习研究所）；The University of Adelaide（阿德莱德大学）；Advanced Analytics Institute（高级分析研究所）；University of Technology Sydney（悉尼科技大学）
We consider the problem of anomaly detection with a small set of partially labeled anomaly examples and a large-scale unlabeled dataset. This is a common scenario in many important applications. Existing related methods either exclusively fit the limited anomaly examples that typically do not span the entire set of anomalies, or proceed with unsupervised learning from the unlabeled data. We propose here instead a deep reinforcement learning-based approach that enables an end-to-end optimization of the detection of both labeled and unlabeled anomalies. This approach learns the known abnormality…
Global Autoregressive Models (GAMs) are a recent proposal [Parshakova et al., CoNLL 2019] for exploiting global properties of sequences for data-efficient learning of seq2seq models. In the first phase of training, an Energy-Based model (EBM) over sequences is derived. This EBM has high representational power, but is unnormalized and cannot be directly exploited for sampling. To address this issue [Parshakova et al., CoNLL 2019] proposes a distillation technique, which can only be applied under limited conditions. By relating this problem to Policy Gradient techniques in RL, but in a \emph{dis…
High false-positive rate is a long-standing challenge for anomaly detection algorithms, especially in high-stake applications. To identify the true anomalies, in practice, analysts or domain experts will be employed to investigate the top instances one by one in a ranked list of anomalies identified by an anomaly detection system. This verification procedure generates informative labels that can be leveraged to re-rank the anomalies so as to help the analyst to discover more true anomalies given a time budget. Some re-ranking strategies have been proposed to approximate the above sequential de…
Molecular geometry prediction of flexible molecules, or conformer search, is a long-standing challenge in computational chemistry. This task is of great importance for predicting structure-activity relationships for a wide variety of substances ranging from biomolecules to ubiquitous materials. Substantial computational resources are invested in Monte Carlo and Molecular Dynamics methods to generate diverse and representative conformer sets for medium to large molecules, which are yet intractable to chemoinformatic conformer search methods. We present TorsionNet, an efficient sequential confor…
Anomaly detection is widely applied in a variety of domains, involving for instance, smart home systems, network traffic monitoring, IoT applications and sensor networks. In this paper, we study deep reinforcement learning based active sequential testing for anomaly detection. We assume that there is an unknown number of abnormal processes at a time and the agent can only check with one sensor in each sampling step. To maximize the confidence level of the decision and minimize the stopping time concurrently, we propose a deep actor-critic reinforcement learning framework that can dynamically s…
We are interested in how to design reinforcement learning agents that provably reduce the sample complexity for learning new tasks by transferring knowledge from previously-solved ones. The availability of solutions to related problems poses a fundamental trade-off: whether to seek policies that are expected to achieve high (yet sub-optimal) performance in the new task immediately or whether to seek information to quickly identify an optimal solution, potentially at the cost of poor initial behavior. In this work, we focus on the second objective when the agent has access to a generative model…
Sequential Knockoffs for Variable Selection in Reinforcement Learning
London School of Economics and Political Science（伦敦政治经济学院）；University of California, Irvine（加州大学欧文分校）；George Washington University（乔治华盛顿大学）；Duke University（杜克大学）
Semi-supervised Anomaly Detection (AD) is a kind of data mining task which aims at learning features from partially-labeled datasets to help detect outliers. In this paper, we classify existing semi-supervised AD methods into two categories: unsupervised-based and supervised-based, and point out that most of them suffer from insufficient exploitation of labeled data and under-exploration of unlabeled data. To tackle these problems, we propose Deep Anomaly Detection and Search (DADS), which applies Reinforcement Learning (RL) to balance exploitation and exploration. During the training process,…
PyCFRL: A Python library for counterfactually fair offline reinforcement learning via sequential data preprocessing
Department of Statistics, University of Michigan, USA（统计学系，密歇根大学）；Department of Biostatistics, University of Michigan, USA（生物统计学系，密歇根大学）；Department of Statistics, London School of Economics, UK（统计学系，伦敦经济学院）；Department of Health Behavior and Health Equity, School of Public Health, University of Michigan, USA（健康行为与健康公平系，公共卫生学院，密歇根大学）
We introduce a new semi-supervised, time series anomaly detection algorithm that uses deep reinforcement learning (DRL) and active learning to efficiently learn and adapt to anomalies in real-world time series data. Our model - called RLAD - makes no assumption about the underlying mechanism that produces the observation sequence and continuously adapts the detection model based on experience with anomalous patterns. In addition, it requires no manual tuning of parameters and outperforms all state-of-art methods we compare with, both unsupervised and semi-supervised, across several figures of …
This paper proposes a novel scheme for the watermarking of Deep Reinforcement Learning (DRL) policies. This scheme provides a mechanism for the integration of a unique identifier within the policy in the form of its response to a designated sequence of state transitions, while incurring minimal impact on the nominal performance of the policy. The applications of this watermarking scheme include detection of unauthorized replications of proprietary policies, as well as enabling the graceful interruption or termination of DRL activities by authorized entities. We demonstrate the feasibility of o…
Systems Innovation, Faculty of Engineering, The University of Tokyo（东京大学工学部系统创新）
Bayesian experimental design (BED) has been used as a method for conducting efficient experiments based on Bayesian inference. The existing methods, however, mostly focus on maximizing the expected information gain (EIG); the cost of experiments and sample efficiency are often not taken into account. In order to address this issue and enhance practical applicability of BED, we provide a new approach Sequential Experimental Design via Reinforcement Learning to construct BED in a sequential manner by applying reinforcement learning in this paper. Here, reinforcement learning is a branch of machi…
Semi-supervised Anomaly Detection via Adaptive Reinforcement Learning-Enabled Method with Causal Inference for Sensor Signals
College of Computer and Cyber Security, Fujian Normal University（福建师范大学计算机与网络空间安全学院）；Fujian Provincial Key Laboratory of Network Security and Cryptology（福建省网络安全与密码技术重点实验室）
University of Alberta（阿尔伯塔大学）；General Electric Research（通用电气研究院）
Engineering problems that are modeled using sophisticated mathematical methods or are characterized by expensive-to-conduct tests or experiments, are encumbered with limited budget or finite computational resources. Moreover, practical scenarios in the industry, impose restrictions, based on logistics and preference, on the manner in which the experiments can be conducted. For example, material supply may enable only a handful of experiments in a single-shot or in the case of computational models one may face significant wait-time based on shared computational resources. In such scenarios, one…
We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all strongly obviously strategyproof mechanisms. Learning an optimal mechanism within this class forms a partially-observable Markov decision process. We provide rigorous conditions for when this class of mechanisms is more powerful than simpler static mechanisms, for sufficiency or insufficiency of observation statistics for learning, and for the necessity of …
School of Electrical Engineering, KAIST（韩国科学技术院电气工程学院）
This paper proposes a new sequential model learning architecture to solve partially observable Markov decision problems. Rather than compressing sequential information at every timestep as in conventional recurrent neural network-based methods, the proposed architecture generates a latent variable in each data block with a length of multiple timesteps and passes the most relevant information to the next block for policy optimization. The proposed blockwise sequential model is implemented based on self-attention, making the model capable of detailed sequential learning in partial observable set…
There are over 15 distinct communities that work in the general area of sequential decisions and information, often referred to as decisions under uncertainty or stochastic optimization. We focus on two of the most important fields: stochastic optimal control, with its roots in deterministic optimal control, and reinforcement learning, with its roots in Markov decision processes. Building on prior work, we describe a unified framework that covers all 15 different communities, and note the strong parallels with the modeling framework of stochastic optimal control. By contrast, we make the case …
TU Kaiserslautern（凯泽斯劳滕工业大学）；German Research Center for Artificial Intelligence (DFKI)（德国人工智能研究中心）
Spatial Transformer Networks (STN) can generate geometric transformations which modify input images to improve the classifier's performance. In this work, we combine the idea of STN with Reinforcement Learning (RL). To this end, we break the affine transformation down into a sequence of simple and discrete transformations. We formulate the task as a Markovian Decision Process (MDP) and use RL to solve this sequential decision-making problem. STN architectures learn the transformation parameters by minimizing the classification error and backpropagating the gradients through a sub-differentiabl…
A Distance-based Anomaly Detection Framework for Deep Reinforcement Learning
University of Alberta（阿尔伯塔大学）；Alberta Machine Intelligence Institute (Amii)（阿尔伯塔机器智能研究所）；Institute of Automation, Chinese Academy of Sciences（中国科学院自动化研究所）
Media and Data Science Research Lab, Adobe（Adobe媒体与数据科学研究实验室）；IIT Kharagpur, India（印度理工学院卡格拉普尔分校）
In social dilemma situations, individual rationality leads to sub-optimal group outcomes. Several human engagements can be modeled as a sequential (multi-step) social dilemmas. However, in contrast to humans, Deep Reinforcement Learning agents trained to optimize individual rewards in sequential social dilemmas converge to selfish, mutually harmful behavior. We introduce a status-quo loss (SQLoss) that encourages an agent to stick to the status quo, rather than repeatedly changing its policy. We show how agents trained with SQLoss evolve cooperative behavior in several social dilemma matrix ga…
In this work, we investigate the properties of data that cause popular representation learning approaches to fail. In particular, we find that in environments where states do not significantly overlap, variational autoencoders (VAEs) fail to learn useful features. We demonstrate this failure in a simple gridworld domain, and then provide a solution in the form of metric learning. However, metric learning requires supervision in the form of a distance function, which is absent in reinforcement learning. To overcome this, we leverage the sequential nature of states in a replay buffer to approxim…
We present RLSS: a reinforcement learning algorithm for sequential scene generation. This is based on employing the proximal policy optimization (PPO) algorithm for generative problems. In particular, we consider how to effectively reduce the action space by including a greedy search algorithm in the learning process. Our experiments demonstrate that our method converges for a relatively large number of actions and learns to generate scenes with predefined design objectives. This approach is placing objects iteratively in the virtual scene. In each step, the network chooses which objects to pl…
Sequential Design of Genetic Circuits Under Uncertainty With Reinforcement Learning
School of Informatics, The University of Edinburgh（爱丁堡大学信息学院）；School of Informatics（信息学院）；School of Biological Sciences, The University of Edinburgh（爱丁堡大学生物科学学院）
Reinforcement Learning (RL) is a computational approach to reward-driven learning in sequential decision problems. It implements the discovery of optimal actions by learning from an agent interacting with an environment rather than from supervised data. We contrast and compare RL with traditional sequential design, focusing on simulation-based Bayesian sequential design (BSD). Recently, there has been an increasing interest in RL techniques for healthcare applications. We introduce two related applications as motivating examples. In both applications, the sequential nature of the decisions is …
Recent years have seen a significant amount of interests in Sequential Recommendation (SR), which aims to understand and model the sequential user behaviors and the interactions between users and items over time. Surprisingly, despite the huge success Sequential Recommendation has achieved, there is little study on Sequential Search (SS), a twin learning task that takes into account a user's current and past search queries, in addition to behavior on historical query sessions. The SS learning task is even more important than the counterpart SR task for most of E-commence companies due to its m…
University of Miami（迈阿密大学）；New York University（纽约大学）；Alibaba Group（阿里巴巴集团）；Carnegie Mellon University（卡内基梅隆大学）
We utilize an offline reinforcement learning (RL) model for sequential targeted promotion in the presence of budget constraints in a real-world business environment. In our application, the mobile app aims to boost customer retention by sending cash bonuses to customers and control the costs of such cash bonuses during each time period. To achieve the multi-task goal, we propose the Budget Constrained Reinforcement Learning for Sequential Promotion (BCRLSP) framework to determine the value of cash bonuses to be sent to users. We first find out the target policy and the associated Q-values that…
Hajim School of Engineering and Applied Sciences, University of Rochester（罗切斯特大学哈吉姆工程与应用科学学院）
In this paper, we set forth a new vision of reinforcement learning developed by us over the past few years, one that yields mathematically rigorous solutions to longstanding important questions that have remained unresolved: (i) how to design reliable, convergent, and robust reinforcement learning algorithms (ii) how to guarantee that reinforcement learning satisfies pre-specified "safety" guarantees, and remains in a stable region of the parameter space (iii) how to design "off-policy" temporal difference learning algorithms in a reliable and stable manner, and finally (iv) how to integrate t…
Matrix games like Prisoner's Dilemma have guided research on social dilemmas for decades. However, they necessarily treat the choice to cooperate or defect as an atomic action. In real-world social dilemmas these choices are temporally extended. Cooperativeness is a property that applies to policies, not elementary actions. We introduce sequential social dilemmas that share the mixed incentive structure of matrix game social dilemmas but also require agents to learn policies that implement their strategic intentions. We analyze the dynamics of policies learned by multiple self-interested indep…
Neural networks can achieve excellent results in a wide variety of applications. However, when they attempt to sequentially learn, they tend to learn the new task while catastrophically forgetting previous ones. We propose a model that overcomes catastrophic forgetting in sequential reinforcement learning by combining ideas from continual learning in both the image classification domain and the reinforcement learning domain. This model features a dual memory system which separates continual learning from reinforcement learning and a pseudo-rehearsal system that "recalls" items representative o…
