Fraud in healthcare is widespread, as doctors could prescribe unnecessary treatments to increase bills. Insurance companies want to detect these anomalous fraudulent bills and reduce their losses. Traditional fraud detection methods use expert rules and manual data processing.
Recently, machine learning techniques automate this process, but hand-labeled data is extremely costly and usually out of date. We propose a machine learning model that automates fraud detection in an unsupervised way. Two deep learning approaches include LSTM neural network for prediction next patient visit and a seq2seq model. For normalization of produced anomaly scores, we propose Empirical Distribution Function (EDF) approach. So, the algorithm works with high class imbalance problems.
We use real data on sequences of patients' visits data from Allianz company for the validation. The models provide state-of-the-art results for unsupervised anomaly detection for fraud detection in healthcare. Our EDF approach further improves the quality of LSTM model.
A method for unsupervised contextual anomaly detection is proposed using a cross-linked pair of Variational Auto-Encoders for assigning a normality score to an observation. The method enables a distinct separation of contextual from behavioral attributes and is robust to the presence of anomalous or novel contextual attributes. The method can be trained with data sets that contain anomalies without any special pre-processing.
We introduce a new unsupervised anomaly detection ensemble called SPI which can harness privileged information - data available only for training examples but not for (future) test examples. Our ideas build on the Learning Using Privileged Information (LUPI) paradigm pioneered by Vapnik et al. [19,17], which we extend to unsupervised learning and in particular to anomaly detection. SPI (for Spotting anomalies with Privileged Information) constructs a number of frames/fragments of knowledge (i.e., density estimates) in the privileged space and transfers them to the anomaly scoring space through…
Anomaly detection has been considered under several extents of prior knowledge. Unsupervised methods do not require any labelled data, whereas semi-supervised methods leverage some known anomalies. Inspired by mixture-of-experts models and the analysis of the hidden activations of neural networks, we introduce a novel data-driven anomaly detection method called ARGUE. Our method is not only applicable to unsupervised and semi-supervised environments, but also profits from prior knowledge of self-supervised settings. We designed ARGUE as a combination of dedicated expert networks, which special…
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…
Constructing an ensemble from a heterogeneous set of unsupervised anomaly detection methods is challenging because the class labels or the ground truth is unknown. Thus, traditional ensemble techniques that use the response variable or the class labels cannot be used to construct an ensemble for unsupervised anomaly detection. We use Item Response Theory (IRT) -- a class of models used in educational psychometrics to assess student and test question characteristics -- to construct an unsupervised anomaly detection ensemble. IRT's latent trait computation lends itself to anomaly detection becau…
Exploring a Hybrid Deep Learning Approach for Anomaly Detection in Mental Healthcare Provider Billing: Addressing Label Scarcity through Semi-Supervised Anomaly Detection
Informatics Institute, University of Amsterdam（阿姆斯特丹大学信息学院）；Department of Computer Science and Technology, SUNY Empire State University（SUNY埃默里州立大学计算机科学与技术系）
NTT Communication Science Laboratories（NTT通信科学实验室）；NTT Software Innovation Center（NTT软件创新中心）
We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection methods have been proposed, they cannot handle inexact anomaly labels. To measure the performance with inexact anomaly labels, we define the inexact AUC, which is our extension of the area under the ROC curve (AUC) for inexact labels. The proposed method trains an anomaly score function so that the smooth approximation of the inexact AUC increases while anom…
Dimensionality reduction is a crucial first step for many unsupervised learning tasks including anomaly detection and clustering. Autoencoder is a popular mechanism to accomplish dimensionality reduction. In order to make dimensionality reduction effective for high-dimensional data embedding nonlinear low-dimensional manifold, it is understood that some sort of geodesic distance metric should be used to discriminate the data samples. Inspired by the success of geodesic distance approximators such as ISOMAP, we propose to use a minimum spanning tree (MST), a graph-based algorithm, to approximat…
University of Maryland College Park（马里兰大学帕克分校）；IBM Research（IBM研究院）
Detecting out of distribution (OOD) samples is of paramount importance in all Machine Learning applications. Deep generative modeling has emerged as a dominant paradigm to model complex data distributions without labels. However, prior work has shown that generative models tend to assign higher likelihoods to OOD samples compared to the data distribution on which they were trained. First, we propose Adversarial Mirrored Autoencoder (AMA), a variant of Adversarial Autoencoder, which uses a mirrored Wasserstein loss in the discriminator to enforce better semantic-level reconstruction. We also pr…
Shanghai Jiao Tong University（上海交通大学）；University of Texas at Austin（德克萨斯大学奥斯汀分校）
Surrogate task based methods have recently shown great promise for unsupervised image anomaly detection. However, there is no guarantee that the surrogate tasks share the consistent optimization direction with anomaly detection. In this paper, we return to a direct objective function for anomaly detection with information theory, which maximizes the distance between normal and anomalous data in terms of the joint distribution of images and their representation. Unfortunately, this objective function is not directly optimizable under the unsupervised setting where no anomalous data is provided …
Anomalies are by definition rare, thus labeled examples are very limited or nonexistent, and likely do not cover unforeseen scenarios. Unsupervised learning methods that don't necessarily encounter anomalies in training would be immensely useful. Generative vision models can be useful in this regard but do not sufficiently represent normal and abnormal data distributions. To this end, we propose constant curvature manifolds for embedding data distributions in unsupervised visual anomaly detection. Through theoretical and empirical explorations of manifold shapes, we develop a novel hyperspheri…
Clustering is essential to many tasks in pattern recognition and computer vision. With the advent of deep learning, there is an increasing interest in learning deep unsupervised representations for clustering analysis. Many works on this domain rely on variants of auto-encoders and use the encoder outputs as representations/features for clustering. In this paper, we show that an l2 normalization constraint on these representations during auto-encoder training, makes the representations more separable and compact in the Euclidean space after training. This greatly improves the clustering accura…
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…
This paper presents a novel framework for unsupervised anomaly detection on masked objects called ODDObjects, which stands for Out-of-Distribution Detection on Objects. ODDObjects is designed to detect anomalies of various categories using unsupervised autoencoders trained on COCO-style datasets. The method utilizes autoencoder-based image reconstruction, where high reconstruction error indicates the possibility of an anomaly. The framework extends previous work on anomaly detection with autoencoders, comparing state-of-the-art models trained on object recognition datasets. Various model archi…
University of Bologna（博洛尼亚大学）；CINECA consorzio interuniversitario（CINECA大学间联盟）；ETH（苏黎世联邦理工学院）
The increasing complexity of modern high-performance computing (HPC) systems necessitates the introduction of automated and data-driven methodologies to support system administrators' effort toward increasing the system's availability. Anomaly detection is an integral part of improving the availability as it eases the system administrator's burden and reduces the time between an anomaly and its resolution. However, current state-of-the-art (SoA) approaches to anomaly detection are supervised and semi-supervised, so they require a human-labelled dataset with anomalies - this is often impractica…
We investigate anomaly detection in an unsupervised framework and introduce Long Short Term Memory (LSTM) neural network based algorithms. In particular, given variable length data sequences, we first pass these sequences through our LSTM based structure and obtain fixed length sequences. We then find a decision function for our anomaly detectors based on the One Class Support Vector Machines (OC-SVM) and Support Vector Data Description (SVDD) algorithms. As the first time in the literature, we jointly train and optimize the parameters of the LSTM architecture and the OC-SVM (or SVDD) algorith…
This paper proposes an unsupervised anomaly detection technique for image-based plant disease diagnosis. The construction of large and publicly available datasets containing labeled images of healthy and diseased crop plants led to growing interest in computer vision techniques for automatic plant disease diagnosis. Although supervised image classifiers based on deep learning can be a powerful tool for plant disease diagnosis, they require a huge amount of labeled data. The data mining technique of anomaly detection includes unsupervised approaches that do not require rare samples for training…
University of Granada（格拉纳达大学）；ArcelorMittal Global R&D（安赛乐米塔尔全球研发中心）
The research in anomaly detection lacks a unified definition of what represents an anomalous instance. Discrepancies in the nature itself of an anomaly lead to multiple paradigms of algorithms design and experimentation. Predictive maintenance is a special case, where the anomaly represents a failure that must be prevented. Related time-series research as outlier and novelty detection or time-series classification does not apply to the concept of an anomaly in this field, because they are not single points which have not been seen previously and may not be precisely annotated. Moreover, due to…
Context-Aware Graph Attention for Unsupervised Telco Anomaly Detection
Telenor Research and Innovation（Telenor研究与创新）；Norwegian Research Council（挪威研究理事会）；Telenor Denmark OSS & Tech Analytics Denmark（Telenor丹麦OSS与技术分析丹麦）；Norwegian University of Science and Technology (NTNU)（挪威科学与技术大学（NTNU））；SINTEF Digital（SINTEF数字技术）；Hance
Korea Advanced Institute of Science and Technology (KAIST)（韩国科学技术院）；Harvard University（哈佛大学）
In this paper, we propose Normality-Calibrated Autoencoder (NCAE), which can boost anomaly detection performance on the contaminated datasets without any prior information or explicit abnormal samples in the training phase. The NCAE adversarially generates high confident normal samples from a latent space having low entropy and leverages them to predict abnormal samples in a training dataset. NCAE is trained to minimise reconstruction errors in uncontaminated samples and maximise reconstruction errors in contaminated samples. The experimental results demonstrate that our method outperforms sha…
College of Intelligence and Computing, Tianjin University, Tianjin, China（智能与计算学院，天津大学，天津，中国）；School of New Media and Communication, Tianjin University, Tianjin, China（新媒体与传播学院，天津大学，天津，中国）
We proposed a multivariate time series anomaly detection frame-work Ymir, which leverages ensemble learning and supervisedlearning technology to efficiently learn and adapt to anomaliesin real-world system applications. Ymir integrates several currentlywidely used unsupervised anomaly detection models through anensemble learning method, and thus can provide robust frontalanomaly detection results in unsupervised scenarios. In a super-vised setting, domain experts and system users discuss and providelabels (anomalous or not) for the training data, which reflects theiranomaly detection criteria …
Failures or breakdowns in factory machinery can be costly to companies, so there is an increasing demand for automatic machine inspection. Existing approaches to acoustic signal-based unsupervised anomaly detection, such as those using a deep autoencoder (DA) or Gaussian mixture model (GMM), have poor anomaly-detection performance. In this work, we propose a new method based on a deep autoencoding Gaussian mixture model with hyper-parameter optimization (DAGMM-HO). In our method, the DAGMM-HO applies the conventional DAGMM to the audio domain for the first time, with the idea that its total op…
The problem of anomaly detection has been studied for a long time. In short, anomalies are abnormal or unlikely things. In financial networks, thieves and illegal activities are often anomalous in nature. Members of a network want to detect anomalies as soon as possible to prevent them from harming the network's community and integrity. Many Machine Learning techniques have been proposed to deal with this problem; some results appear to be quite promising but there is no obvious superior method. In this paper, we consider anomaly detection particular to the Bitcoin transaction network. Our goa…
Warsaw University of Technology（华沙理工大学）；TECNALIA（泰克纳利亚）；University of the Basque Country (UPV/EHU)（巴斯克大学(UPV/EHU)）
Unsupervised anomaly discovery in stream data is a research topic with many practical applications. However, in many cases, it is not easy to collect enough training data with labeled anomalies for supervised learning of an anomaly detector in order to deploy it later for identification of real anomalies in streaming data. It is thus important to design anomalies detectors that can correctly detect anomalies without access to labeled training data. Our idea is to adapt the Online evolving Spiking Neural Network (OeSNN) classifier to the anomaly detection task. As a result, we offer an Online e…
Australian Artificial Intelligence Institute, University of Technology Sydney（悉尼科技大学澳大利亚人工智能研究所）；Centre for Medical Research, The University of Western Australia（西澳大学医学研究中心）
Unsupervised anomaly detection (AD) is a challenging task in realistic applications. Recently, there is an increasing trend to detect anomalies with deep neural networks (DNN). However, most popular deep AD detectors cannot protect the network from learning contaminated information brought by anomalous data, resulting in unsatisfactory detection performance and overfitting issues. In this work, we identify one reason that hinders most existing DNN-based anomaly detection methods from performing is the wide adoption of the Empirical Risk Minimization (ERM). ERM assumes that the performance of a…
Anomaly detection (AD), separating anomalies from normal data, has many applications across domains, from security to healthcare. While most previous works were shown to be effective for cases with fully or partially labeled data, that setting is in practice less common due to labeling being particularly tedious for this task. In this paper, we focus on fully unsupervised AD, in which the entire training dataset, containing both normal and anomalous samples, is unlabeled. To tackle this problem effectively, we propose to improve the robustness of one-class classification trained on self-superv…
University of Bucharest（布加勒斯特大学）；The Research Institute of the University of Bucharest (ICUB)（布加勒斯特大学研究院（ICUB））
We investigate the possibilities of employing dictionary learning to address the requirements of most anomaly detection applications, such as absence of supervision, online formulations, low false positive rates. We present new results of our recent semi-supervised online algorithm, TODDLeR, on a anti-money laundering application. We also introduce a novel unsupervised method of using the performance of the learning algorithm as indication of the nature of the samples.
Anomalies in time-series provide insights of critical scenarios across a range of industries, from banking and aerospace to information technology, security, and medicine. However, identifying anomalies in time-series data is particularly challenging due to the imprecise definition of anomalies, the frequent absence of labels, and the enormously complex temporal correlations present in such data. The LSTM Autoencoder is an Encoder-Decoder scheme for Anomaly Detection based on Long Short Term Memory Networks that learns to reconstruct time-series behavior and then uses reconstruction error to i…
Telefónica（西班牙电信）；Universidad Politécnica de Madrid（马德里理工大学）
OneClass SVM is a popular method for unsupervised anomaly detection. As many other methods, it suffers from the black box problem: it is difficult to justify, in an intuitive and simple manner, why the decision frontier is identifying data points as anomalous or non anomalous. Such type of problem is being widely addressed for supervised models. However, it is still an uncharted area for unsupervised learning. In this paper, we evaluate several rule extraction techniques over OneClass SVM models, as well as present alternative designs for some of those algorithms. Together with that, we propos…
Many real-world monitoring and surveillance applications require non-trivial anomaly detection to be run in the streaming model. We consider an incremental-learning approach, wherein a deep-autoencoding (DAE) model of what is normal is trained and used to detect anomalies at the same time. In the detection of anomalies, we utilise a novel thresholding mechanism, based on value at risk (VaR). We compare the resulting convolutional neural network (CNN) against a number of subspace methods, and present results on changedetection net.
Applied AI Institute, Deakin University（迪肯大学应用人工智能研究所）
Temporal anomaly detection looks for irregularities over space-time. Unsupervised temporal models employed thus far typically work on sequences of feature vectors, and much less on temporal multiway data. We focus our investigation on two-way data, in which a data matrix is observed at each time step. Leveraging recent advances in matrix-native recurrent neural networks, we investigated strategies for data arrangement and unsupervised training for temporal multiway anomaly detection. These include compressing-decompressing, encoding-predicting, and temporal data differencing. We conducted a co…
Anomaly detection in images plays a significant role for many applications across all industries, such as disease diagnosis in healthcare or quality assurance in manufacturing. Manual inspection of images, when extended over a monotonously repetitive period of time is very time consuming and can lead to anomalies being overlooked.Artificial neural networks have proven themselves very successful on simple, repetitive tasks, in some cases even outperforming humans. Therefore, in this paper we investigate different methods of deep learning, including supervised and unsupervised learning, for anom…
Carnegie Mellon University（卡内基梅隆大学）；AWS AI Labs（AWS人工智能实验室）
Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various datasets. To make matters worse, anomaly labels are scarce and rarely available in practice. The practical problem of selecting the most accurate model for a given dataset without labels has received little attention in the literature. This paper answers this question i.e. Given an unlabeled dataset and a set of candidate anomaly detectors, how can we select…
Labels Matter More Than Models: Rethinking the Unsupervised Paradigm in Time Series Anomaly Detection
School of Future Technology, South China University of Technology（华南理工大学未来技术学院）；Pengcheng Laboratory（鹏城实验室）；School of Computer Science and Engineering, South China University of Technology（华南理工大学计算机科学与工程学院）
